ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Mar-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 03-Mar-2010 | 04-Mar-2010 | Change | Change % | Previous Week |  
                        | Open | 118-290 | 118-305 | 0-015 | 0.0% | 117-060 |  
                        | High | 118-310 | 119-055 | 0-065 | 0.2% | 118-305 |  
                        | Low | 118-190 | 118-215 | 0-025 | 0.1% | 117-015 |  
                        | Close | 118-290 | 118-310 | 0-020 | 0.1% | 118-290 |  
                        | Range | 0-120 | 0-160 | 0-040 | 33.3% | 1-290 |  
                        | ATR | 0-185 | 0-183 | -0-002 | -1.0% | 0-000 |  
                        | Volume | 61,412 | 61,013 | -399 | -0.6% | 6,515,388 |  | 
    
| 
        
            | Daily Pivots for day following 04-Mar-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-140 | 120-065 | 119-078 |  |  
                | R3 | 119-300 | 119-225 | 119-034 |  |  
                | R2 | 119-140 | 119-140 | 119-019 |  |  
                | R1 | 119-065 | 119-065 | 119-005 | 119-102 |  
                | PP | 118-300 | 118-300 | 118-300 | 118-319 |  
                | S1 | 118-225 | 118-225 | 118-295 | 118-262 |  
                | S2 | 118-140 | 118-140 | 118-281 |  |  
                | S3 | 117-300 | 118-065 | 118-266 |  |  
                | S4 | 117-140 | 117-225 | 118-222 |  |  | 
        
            | 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 | 119-055 | 118-155 | 0-220 | 0.6% | 0-136 | 0.4% | 70% | True | False | 412,539 |  
                | 10 | 119-055 | 116-285 | 2-090 | 1.9% | 0-162 | 0.4% | 91% | True | False | 859,805 |  
                | 20 | 119-055 | 116-285 | 2-090 | 1.9% | 0-188 | 0.5% | 91% | True | False | 950,421 |  
                | 40 | 119-055 | 115-180 | 3-195 | 3.0% | 0-190 | 0.5% | 94% | True | False | 914,952 |  
                | 60 | 119-060 | 114-285 | 4-095 | 3.6% | 0-202 | 0.5% | 95% | False | False | 825,531 |  
                | 80 | 120-150 | 114-285 | 5-185 | 4.7% | 0-198 | 0.5% | 73% | False | False | 671,364 |  
                | 100 | 120-150 | 114-285 | 5-185 | 4.7% | 0-203 | 0.5% | 73% | False | False | 537,350 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 121-095 |  
            | 2.618 | 120-154 |  
            | 1.618 | 119-314 |  
            | 1.000 | 119-215 |  
            | 0.618 | 119-154 |  
            | HIGH | 119-055 |  
            | 0.618 | 118-314 |  
            | 0.500 | 118-295 |  
            | 0.382 | 118-276 |  
            | LOW | 118-215 |  
            | 0.618 | 118-116 |  
            | 1.000 | 118-055 |  
            | 1.618 | 117-276 |  
            | 2.618 | 117-116 |  
            | 4.250 | 116-175 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Mar-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-305 | 118-299 |  
                                | PP | 118-300 | 118-288 |  
                                | S1 | 118-295 | 118-278 |  |