ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Mar-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Feb-2010 | 01-Mar-2010 | Change | Change % | Previous Week |  
                        | Open | 118-190 | 118-210 | 0-020 | 0.1% | 117-060 |  
                        | High | 118-305 | 118-310 | 0-005 | 0.0% | 118-305 |  
                        | Low | 118-155 | 118-185 | 0-030 | 0.1% | 117-015 |  
                        | Close | 118-290 | 118-280 | -0-010 | 0.0% | 118-290 |  
                        | Range | 0-150 | 0-125 | -0-025 | -16.7% | 1-290 |  
                        | ATR | 0-200 | 0-195 | -0-005 | -2.7% | 0-000 |  
                        | Volume | 1,423,304 | 359,041 | -1,064,263 | -74.8% | 6,515,388 |  | 
    
| 
        
            | Daily Pivots for day following 01-Mar-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-313 | 119-262 | 119-029 |  |  
                | R3 | 119-188 | 119-137 | 118-314 |  |  
                | R2 | 119-063 | 119-063 | 118-303 |  |  
                | R1 | 119-012 | 119-012 | 118-291 | 119-038 |  
                | PP | 118-258 | 118-258 | 118-258 | 118-271 |  
                | S1 | 118-207 | 118-207 | 118-269 | 118-232 |  
                | S2 | 118-133 | 118-133 | 118-257 |  |  
                | S3 | 118-008 | 118-082 | 118-246 |  |  
                | S4 | 117-203 | 117-277 | 118-211 |  |  | 
        
            | Weekly Pivots for week ending 26-Feb-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 124-007 | 123-118 | 119-306 |  |  
                | R3 | 122-037 | 121-148 | 119-138 |  |  
                | R2 | 120-067 | 120-067 | 119-082 |  |  
                | R1 | 119-178 | 119-178 | 119-026 | 119-282 |  
                | PP | 118-097 | 118-097 | 118-097 | 118-149 |  
                | S1 | 117-208 | 117-208 | 118-234 | 117-312 |  
                | S2 | 116-127 | 116-127 | 118-178 |  |  
                | S3 | 114-157 | 115-238 | 118-122 |  |  
                | S4 | 112-187 | 113-268 | 117-274 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 118-310 | 117-040 | 1-270 | 1.6% | 0-195 | 0.5% | 95% | True | False | 1,167,232 |  
                | 10 | 118-310 | 116-285 | 2-025 | 1.7% | 0-194 | 0.5% | 95% | True | False | 1,090,800 |  
                | 20 | 118-310 | 116-285 | 2-025 | 1.7% | 0-192 | 0.5% | 95% | True | False | 1,065,216 |  
                | 40 | 118-310 | 114-285 | 4-025 | 3.4% | 0-199 | 0.5% | 98% | True | False | 940,168 |  
                | 60 | 120-000 | 114-285 | 5-035 | 4.3% | 0-202 | 0.5% | 78% | False | False | 852,557 |  
                | 80 | 120-150 | 114-285 | 5-185 | 4.7% | 0-200 | 0.5% | 71% | False | False | 668,008 |  
                | 100 | 120-150 | 114-285 | 5-185 | 4.7% | 0-203 | 0.5% | 71% | False | False | 534,687 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 120-201 |  
            | 2.618 | 119-317 |  
            | 1.618 | 119-192 |  
            | 1.000 | 119-115 |  
            | 0.618 | 119-067 |  
            | HIGH | 118-310 |  
            | 0.618 | 118-262 |  
            | 0.500 | 118-248 |  
            | 0.382 | 118-233 |  
            | LOW | 118-185 |  
            | 0.618 | 118-108 |  
            | 1.000 | 118-060 |  
            | 1.618 | 117-303 |  
            | 2.618 | 117-178 |  
            | 4.250 | 116-294 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Mar-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-269 | 118-239 |  
                                | PP | 118-258 | 118-198 |  
                                | S1 | 118-248 | 118-158 |  |