ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Mar-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Mar-2010 | 15-Mar-2010 | Change | Change % | Previous Week |  
                        | Open | 118-045 | 118-100 | 0-055 | 0.1% | 118-160 |  
                        | High | 118-165 | 118-135 | -0-030 | -0.1% | 118-215 |  
                        | Low | 117-240 | 118-030 | 0-110 | 0.3% | 117-240 |  
                        | Close | 118-080 | 118-100 | 0-020 | 0.1% | 118-080 |  
                        | Range | 0-245 | 0-105 | -0-140 | -57.1% | 0-295 |  
                        | ATR | 0-173 | 0-169 | -0-005 | -2.8% | 0-000 |  
                        | Volume | 6,293 | 14,707 | 8,414 | 133.7% | 85,639 |  | 
    
| 
        
            | Daily Pivots for day following 15-Mar-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-083 | 119-037 | 118-158 |  |  
                | R3 | 118-298 | 118-252 | 118-129 |  |  
                | R2 | 118-193 | 118-193 | 118-119 |  |  
                | R1 | 118-147 | 118-147 | 118-110 | 118-152 |  
                | PP | 118-088 | 118-088 | 118-088 | 118-091 |  
                | S1 | 118-042 | 118-042 | 118-090 | 118-048 |  
                | S2 | 117-303 | 117-303 | 118-081 |  |  
                | S3 | 117-198 | 117-257 | 118-071 |  |  
                | S4 | 117-093 | 117-152 | 118-042 |  |  | 
        
            | Weekly Pivots for week ending 12-Mar-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-317 | 120-173 | 118-242 |  |  
                | R3 | 120-022 | 119-198 | 118-161 |  |  
                | R2 | 119-047 | 119-047 | 118-134 |  |  
                | R1 | 118-223 | 118-223 | 118-107 | 118-148 |  
                | PP | 118-072 | 118-072 | 118-072 | 118-034 |  
                | S1 | 117-248 | 117-248 | 118-053 | 117-172 |  
                | S2 | 117-097 | 117-097 | 118-026 |  |  
                | S3 | 116-122 | 116-273 | 117-319 |  |  
                | S4 | 115-147 | 115-298 | 117-238 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 118-215 | 117-240 | 0-295 | 0.8% | 0-138 | 0.4% | 61% | False | False | 13,137 |  
                | 10 | 119-055 | 117-240 | 1-135 | 1.2% | 0-144 | 0.4% | 40% | False | False | 45,006 |  
                | 20 | 119-055 | 116-285 | 2-090 | 1.9% | 0-169 | 0.4% | 62% | False | False | 567,903 |  
                | 40 | 119-055 | 116-215 | 2-160 | 2.1% | 0-182 | 0.5% | 66% | False | False | 775,103 |  
                | 60 | 119-055 | 114-285 | 4-090 | 3.6% | 0-188 | 0.5% | 80% | False | False | 728,307 |  
                | 80 | 120-150 | 114-285 | 5-185 | 4.7% | 0-197 | 0.5% | 61% | False | False | 672,917 |  
                | 100 | 120-150 | 114-285 | 5-185 | 4.7% | 0-199 | 0.5% | 61% | False | False | 539,020 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 119-261 |  
            | 2.618 | 119-090 |  
            | 1.618 | 118-305 |  
            | 1.000 | 118-240 |  
            | 0.618 | 118-200 |  
            | HIGH | 118-135 |  
            | 0.618 | 118-095 |  
            | 0.500 | 118-082 |  
            | 0.382 | 118-070 |  
            | LOW | 118-030 |  
            | 0.618 | 117-285 |  
            | 1.000 | 117-245 |  
            | 1.618 | 117-180 |  
            | 2.618 | 117-075 |  
            | 4.250 | 116-224 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Mar-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-094 | 118-081 |  
                                | PP | 118-088 | 118-062 |  
                                | S1 | 118-082 | 118-042 |  |