ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Feb-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Feb-2010 | 25-Feb-2010 | Change | Change % | Previous Week |  
                        | Open | 118-025 | 118-030 | 0-005 | 0.0% | 118-025 |  
                        | High | 118-110 | 118-215 | 0-105 | 0.3% | 118-135 |  
                        | Low | 117-275 | 118-005 | 0-050 | 0.1% | 116-285 |  
                        | Close | 118-025 | 118-180 | 0-155 | 0.4% | 117-060 |  
                        | Range | 0-155 | 0-210 | 0-055 | 35.5% | 1-170 |  
                        | ATR | 0-203 | 0-204 | 0-000 | 0.2% | 0-000 |  
                        | Volume | 1,652,302 | 1,610,296 | -42,006 | -2.5% | 4,033,580 |  | 
    
| 
        
            | Daily Pivots for day following 25-Feb-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-123 | 120-042 | 118-296 |  |  
                | R3 | 119-233 | 119-152 | 118-238 |  |  
                | R2 | 119-023 | 119-023 | 118-218 |  |  
                | R1 | 118-262 | 118-262 | 118-199 | 118-302 |  
                | PP | 118-133 | 118-133 | 118-133 | 118-154 |  
                | S1 | 118-052 | 118-052 | 118-161 | 118-092 |  
                | S2 | 117-243 | 117-243 | 118-142 |  |  
                | S3 | 117-033 | 117-162 | 118-122 |  |  
                | S4 | 116-143 | 116-272 | 118-064 |  |  | 
        
            | 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 | 118-215 | 116-285 | 1-250 | 1.5% | 0-188 | 0.5% | 94% | True | False | 1,307,070 |  
                | 10 | 118-215 | 116-285 | 1-250 | 1.5% | 0-200 | 0.5% | 94% | True | False | 1,126,346 |  
                | 20 | 118-305 | 116-285 | 2-020 | 1.7% | 0-206 | 0.5% | 81% | False | False | 1,088,736 |  
                | 40 | 118-305 | 114-285 | 4-020 | 3.4% | 0-198 | 0.5% | 90% | False | False | 910,907 |  
                | 60 | 120-150 | 114-285 | 5-185 | 4.7% | 0-208 | 0.5% | 66% | False | False | 843,860 |  
                | 80 | 120-150 | 114-285 | 5-185 | 4.7% | 0-204 | 0.5% | 66% | False | False | 645,818 |  
                | 100 | 120-150 | 114-285 | 5-185 | 4.7% | 0-206 | 0.5% | 66% | False | False | 516,865 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 121-148 |  
            | 2.618 | 120-125 |  
            | 1.618 | 119-235 |  
            | 1.000 | 119-105 |  
            | 0.618 | 119-025 |  
            | HIGH | 118-215 |  
            | 0.618 | 118-135 |  
            | 0.500 | 118-110 |  
            | 0.382 | 118-085 |  
            | LOW | 118-005 |  
            | 0.618 | 117-195 |  
            | 1.000 | 117-115 |  
            | 1.618 | 116-305 |  
            | 2.618 | 116-095 |  
            | 4.250 | 115-072 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Feb-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-157 | 118-109 |  
                                | PP | 118-133 | 118-038 |  
                                | S1 | 118-110 | 117-288 |  |