ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Mar-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Mar-2010 | 02-Mar-2010 | Change | Change % | Previous Week |  
                        | Open | 118-210 | 118-270 | 0-060 | 0.2% | 117-060 |  
                        | High | 118-310 | 118-305 | -0-005 | 0.0% | 118-305 |  
                        | Low | 118-185 | 118-180 | -0-005 | 0.0% | 117-015 |  
                        | Close | 118-280 | 118-285 | 0-005 | 0.0% | 118-290 |  
                        | Range | 0-125 | 0-125 | 0-000 | 0.0% | 1-290 |  
                        | ATR | 0-195 | 0-190 | -0-005 | -2.6% | 0-000 |  
                        | Volume | 359,041 | 157,926 | -201,115 | -56.0% | 6,515,388 |  | 
    
| 
        
            | Daily Pivots for day following 02-Mar-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-312 | 119-263 | 119-034 |  |  
                | R3 | 119-187 | 119-138 | 118-319 |  |  
                | R2 | 119-062 | 119-062 | 118-308 |  |  
                | R1 | 119-013 | 119-013 | 118-296 | 119-038 |  
                | PP | 118-257 | 118-257 | 118-257 | 118-269 |  
                | S1 | 118-208 | 118-208 | 118-274 | 118-232 |  
                | S2 | 118-132 | 118-132 | 118-262 |  |  
                | S3 | 118-007 | 118-083 | 118-251 |  |  
                | S4 | 117-202 | 117-278 | 118-216 |  |  | 
        
            | 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 | 117-275 | 1-035 | 0.9% | 0-153 | 0.4% | 93% | False | False | 1,040,573 |  
                | 10 | 118-310 | 116-285 | 2-025 | 1.7% | 0-186 | 0.5% | 96% | False | False | 1,018,100 |  
                | 20 | 118-310 | 116-285 | 2-025 | 1.7% | 0-189 | 0.5% | 96% | False | False | 1,012,525 |  
                | 40 | 118-310 | 114-310 | 4-000 | 3.4% | 0-195 | 0.5% | 98% | False | False | 935,064 |  
                | 60 | 119-315 | 114-285 | 5-030 | 4.3% | 0-202 | 0.5% | 79% | False | False | 846,241 |  
                | 80 | 120-150 | 114-285 | 5-185 | 4.7% | 0-200 | 0.5% | 72% | False | False | 669,855 |  
                | 100 | 120-150 | 114-285 | 5-185 | 4.7% | 0-203 | 0.5% | 72% | False | False | 536,253 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 120-196 |  
            | 2.618 | 119-312 |  
            | 1.618 | 119-187 |  
            | 1.000 | 119-110 |  
            | 0.618 | 119-062 |  
            | HIGH | 118-305 |  
            | 0.618 | 118-257 |  
            | 0.500 | 118-242 |  
            | 0.382 | 118-228 |  
            | LOW | 118-180 |  
            | 0.618 | 118-103 |  
            | 1.000 | 118-055 |  
            | 1.618 | 117-298 |  
            | 2.618 | 117-173 |  
            | 4.250 | 116-289 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Mar-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-271 | 118-268 |  
                                | PP | 118-257 | 118-250 |  
                                | S1 | 118-242 | 118-232 |  |