ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jan-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Jan-2010 | 29-Jan-2010 | Change | Change % | Previous Week |  
                        | Open | 117-200 | 117-270 | 0-070 | 0.2% | 117-245 |  
                        | High | 117-280 | 118-140 | 0-180 | 0.5% | 118-140 |  
                        | Low | 117-080 | 117-110 | 0-030 | 0.1% | 117-080 |  
                        | Close | 117-225 | 118-050 | 0-145 | 0.4% | 118-050 |  
                        | Range | 0-200 | 1-030 | 0-150 | 75.0% | 1-060 |  
                        | ATR | 0-201 | 0-212 | 0-011 | 5.3% | 0-000 |  
                        | Volume | 1,068,542 | 1,184,205 | 115,663 | 10.8% | 4,562,043 |  | 
    
| 
        
            | Daily Pivots for day following 29-Jan-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 121-083 | 120-257 | 118-242 |  |  
                | R3 | 120-053 | 119-227 | 118-146 |  |  
                | R2 | 119-023 | 119-023 | 118-114 |  |  
                | R1 | 118-197 | 118-197 | 118-082 | 118-270 |  
                | PP | 117-313 | 117-313 | 117-313 | 118-030 |  
                | S1 | 117-167 | 117-167 | 118-018 | 117-240 |  
                | S2 | 116-283 | 116-283 | 117-306 |  |  
                | S3 | 115-253 | 116-137 | 117-274 |  |  
                | S4 | 114-223 | 115-107 | 117-178 |  |  | 
        
            | Weekly Pivots for week ending 29-Jan-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 121-163 | 121-007 | 118-259 |  |  
                | R3 | 120-103 | 119-267 | 118-154 |  |  
                | R2 | 119-043 | 119-043 | 118-120 |  |  
                | R1 | 118-207 | 118-207 | 118-085 | 118-285 |  
                | PP | 117-303 | 117-303 | 117-303 | 118-022 |  
                | S1 | 117-147 | 117-147 | 118-015 | 117-225 |  
                | S2 | 116-243 | 116-243 | 117-300 |  |  
                | S3 | 115-183 | 116-087 | 117-266 |  |  
                | S4 | 114-123 | 115-027 | 117-161 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 118-140 | 117-080 | 1-060 | 1.0% | 0-213 | 0.6% | 76% | True | False | 912,408 |  
                | 10 | 118-140 | 116-215 | 1-245 | 1.5% | 0-201 | 0.5% | 84% | True | False | 924,974 |  
                | 20 | 118-140 | 114-285 | 3-175 | 3.0% | 0-206 | 0.5% | 92% | True | False | 815,121 |  
                | 40 | 120-000 | 114-285 | 5-035 | 4.3% | 0-208 | 0.5% | 64% | False | False | 746,227 |  
                | 60 | 120-150 | 114-285 | 5-185 | 4.7% | 0-203 | 0.5% | 59% | False | False | 535,605 |  
                | 80 | 120-150 | 114-285 | 5-185 | 4.7% | 0-206 | 0.5% | 59% | False | False | 402,055 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 123-028 |  
            | 2.618 | 121-096 |  
            | 1.618 | 120-066 |  
            | 1.000 | 119-170 |  
            | 0.618 | 119-036 |  
            | HIGH | 118-140 |  
            | 0.618 | 118-006 |  
            | 0.500 | 117-285 |  
            | 0.382 | 117-244 |  
            | LOW | 117-110 |  
            | 0.618 | 116-214 |  
            | 1.000 | 116-080 |  
            | 1.618 | 115-184 |  
            | 2.618 | 114-154 |  
            | 4.250 | 112-222 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Jan-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-022 | 118-017 |  
                                | PP | 117-313 | 117-303 |  
                                | S1 | 117-285 | 117-270 |  |