ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Mar-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Mar-2010 | 19-Mar-2010 | Change | Change % | Previous Week |  
                        | Open | 118-285 | 118-170 | -0-115 | -0.3% | 118-100 |  
                        | High | 118-285 | 118-200 | -0-085 | -0.2% | 118-285 |  
                        | Low | 118-145 | 118-065 | -0-080 | -0.2% | 118-030 |  
                        | Close | 118-160 | 118-115 | -0-045 | -0.1% | 118-115 |  
                        | Range | 0-140 | 0-135 | -0-005 | -3.6% | 0-255 |  
                        | ATR | 0-162 | 0-160 | -0-002 | -1.2% | 0-000 |  
                        | Volume | 19,656 | 10,169 | -9,487 | -48.3% | 54,901 |  | 
    
| 
        
            | Daily Pivots for day following 19-Mar-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-212 | 119-138 | 118-189 |  |  
                | R3 | 119-077 | 119-003 | 118-152 |  |  
                | R2 | 118-262 | 118-262 | 118-140 |  |  
                | R1 | 118-188 | 118-188 | 118-127 | 118-158 |  
                | PP | 118-127 | 118-127 | 118-127 | 118-111 |  
                | S1 | 118-053 | 118-053 | 118-103 | 118-022 |  
                | S2 | 117-312 | 117-312 | 118-090 |  |  
                | S3 | 117-177 | 117-238 | 118-078 |  |  
                | S4 | 117-042 | 117-103 | 118-041 |  |  | 
        
            | Weekly Pivots for week ending 19-Mar-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-268 | 120-127 | 118-255 |  |  
                | R3 | 120-013 | 119-192 | 118-185 |  |  
                | R2 | 119-078 | 119-078 | 118-162 |  |  
                | R1 | 118-257 | 118-257 | 118-138 | 119-008 |  
                | PP | 118-143 | 118-143 | 118-143 | 118-179 |  
                | S1 | 118-002 | 118-002 | 118-092 | 118-072 |  
                | S2 | 117-208 | 117-208 | 118-068 |  |  
                | S3 | 116-273 | 117-067 | 118-045 |  |  
                | S4 | 116-018 | 116-132 | 117-295 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 118-285 | 118-030 | 0-255 | 0.7% | 0-129 | 0.3% | 33% | False | False | 10,980 |  
                | 10 | 118-285 | 117-240 | 1-045 | 1.0% | 0-132 | 0.3% | 53% | False | False | 14,054 |  
                | 20 | 119-055 | 117-015 | 2-040 | 1.8% | 0-152 | 0.4% | 62% | False | False | 368,234 |  
                | 40 | 119-055 | 116-285 | 2-090 | 1.9% | 0-175 | 0.5% | 64% | False | False | 688,688 |  
                | 60 | 119-055 | 114-285 | 4-090 | 3.6% | 0-183 | 0.5% | 81% | False | False | 682,116 |  
                | 80 | 120-150 | 114-285 | 5-185 | 4.7% | 0-194 | 0.5% | 62% | False | False | 672,300 |  
                | 100 | 120-150 | 114-285 | 5-185 | 4.7% | 0-196 | 0.5% | 62% | False | False | 539,410 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 120-134 |  
            | 2.618 | 119-233 |  
            | 1.618 | 119-098 |  
            | 1.000 | 119-015 |  
            | 0.618 | 118-283 |  
            | HIGH | 118-200 |  
            | 0.618 | 118-148 |  
            | 0.500 | 118-132 |  
            | 0.382 | 118-117 |  
            | LOW | 118-065 |  
            | 0.618 | 117-302 |  
            | 1.000 | 117-250 |  
            | 1.618 | 117-167 |  
            | 2.618 | 117-032 |  
            | 4.250 | 116-131 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Mar-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-132 | 118-175 |  
                                | PP | 118-127 | 118-155 |  
                                | S1 | 118-121 | 118-135 |  |