ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Feb-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Feb-2010 | 24-Feb-2010 | Change | Change % | Previous Week |  
                        | Open | 117-060 | 118-025 | 0-285 | 0.8% | 118-025 |  
                        | High | 118-055 | 118-110 | 0-055 | 0.1% | 118-135 |  
                        | Low | 117-040 | 117-275 | 0-235 | 0.6% | 116-285 |  
                        | Close | 118-015 | 118-025 | 0-010 | 0.0% | 117-060 |  
                        | Range | 1-015 | 0-155 | -0-180 | -53.7% | 1-170 |  
                        | ATR | 0-207 | 0-203 | -0-004 | -1.8% | 0-000 |  
                        | Volume | 791,221 | 1,652,302 | 861,081 | 108.8% | 4,033,580 |  | 
    
| 
        
            | Daily Pivots for day following 24-Feb-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-175 | 119-095 | 118-110 |  |  
                | R3 | 119-020 | 118-260 | 118-068 |  |  
                | R2 | 118-185 | 118-185 | 118-053 |  |  
                | R1 | 118-105 | 118-105 | 118-039 | 118-102 |  
                | PP | 118-030 | 118-030 | 118-030 | 118-029 |  
                | S1 | 117-270 | 117-270 | 118-011 | 117-268 |  
                | S2 | 117-195 | 117-195 | 117-317 |  |  
                | S3 | 117-040 | 117-115 | 117-302 |  |  
                | S4 | 116-205 | 116-280 | 117-260 |  |  | 
        
            | Weekly Pivots for week ending 19-Feb-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 122-030 | 121-055 | 118-010 |  |  
                | R3 | 120-180 | 119-205 | 117-195 |  |  
                | R2 | 119-010 | 119-010 | 117-150 |  |  
                | R1 | 118-035 | 118-035 | 117-105 | 117-258 |  
                | PP | 117-160 | 117-160 | 117-160 | 117-111 |  
                | S1 | 116-185 | 116-185 | 117-015 | 116-088 |  
                | S2 | 115-310 | 115-310 | 116-290 |  |  
                | S3 | 114-140 | 115-015 | 116-245 |  |  
                | S4 | 112-290 | 113-165 | 116-110 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 118-110 | 116-285 | 1-145 | 1.2% | 0-200 | 0.5% | 82% | True | False | 1,172,402 |  
                | 10 | 118-145 | 116-285 | 1-180 | 1.3% | 0-201 | 0.5% | 76% | False | False | 1,083,706 |  
                | 20 | 118-305 | 116-285 | 2-020 | 1.7% | 0-206 | 0.5% | 58% | False | False | 1,046,505 |  
                | 40 | 118-305 | 114-285 | 4-020 | 3.4% | 0-197 | 0.5% | 78% | False | False | 879,186 |  
                | 60 | 120-150 | 114-285 | 5-185 | 4.7% | 0-209 | 0.6% | 57% | False | False | 824,752 |  
                | 80 | 120-150 | 114-285 | 5-185 | 4.7% | 0-204 | 0.5% | 57% | False | False | 625,711 |  
                | 100 | 120-150 | 114-285 | 5-185 | 4.7% | 0-205 | 0.5% | 57% | False | False | 500,767 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 120-129 |  
            | 2.618 | 119-196 |  
            | 1.618 | 119-041 |  
            | 1.000 | 118-265 |  
            | 0.618 | 118-206 |  
            | HIGH | 118-110 |  
            | 0.618 | 118-051 |  
            | 0.500 | 118-032 |  
            | 0.382 | 118-014 |  
            | LOW | 117-275 |  
            | 0.618 | 117-179 |  
            | 1.000 | 117-120 |  
            | 1.618 | 117-024 |  
            | 2.618 | 116-189 |  
            | 4.250 | 115-256 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Feb-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-032 | 117-304 |  
                                | PP | 118-030 | 117-263 |  
                                | S1 | 118-028 | 117-222 |  |