ECBOT 10 Year T-Note Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Jan-2010 | 
                    08-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        114-000 | 
                        114-160 | 
                        0-160 | 
                        0.4% | 
                        114-070 | 
                     
                    
                        | High | 
                        114-160 | 
                        114-250 | 
                        0-090 | 
                        0.2% | 
                        114-250 | 
                     
                    
                        | Low | 
                        114-000 | 
                        114-040 | 
                        0-040 | 
                        0.1% | 
                        113-210 | 
                     
                    
                        | Close | 
                        114-120 | 
                        114-150 | 
                        0-030 | 
                        0.1% | 
                        114-150 | 
                     
                    
                        | Range | 
                        0-160 | 
                        0-210 | 
                        0-050 | 
                        31.3% | 
                        1-040 | 
                     
                    
                        | ATR | 
                        0-181 | 
                        0-183 | 
                        0-002 | 
                        1.2% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        10 | 
                        85 | 
                        75 | 
                        750.0% | 
                        586 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116-137 | 
                116-033 | 
                114-266 | 
                 | 
             
            
                | R3 | 
                115-247 | 
                115-143 | 
                114-208 | 
                 | 
             
            
                | R2 | 
                115-037 | 
                115-037 | 
                114-188 | 
                 | 
             
            
                | R1 | 
                114-253 | 
                114-253 | 
                114-169 | 
                114-200 | 
             
            
                | PP | 
                114-147 | 
                114-147 | 
                114-147 | 
                114-120 | 
             
            
                | S1 | 
                114-043 | 
                114-043 | 
                114-131 | 
                113-310 | 
             
            
                | S2 | 
                113-257 | 
                113-257 | 
                114-112 | 
                 | 
             
            
                | S3 | 
                113-047 | 
                113-153 | 
                114-092 | 
                 | 
             
            
                | S4 | 
                112-157 | 
                112-263 | 
                114-034 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                117-217 | 
                117-063 | 
                115-028 | 
                 | 
             
            
                | R3 | 
                116-177 | 
                116-023 | 
                114-249 | 
                 | 
             
            
                | R2 | 
                115-137 | 
                115-137 | 
                114-216 | 
                 | 
             
            
                | R1 | 
                114-303 | 
                114-303 | 
                114-183 | 
                115-060 | 
             
            
                | PP | 
                114-097 | 
                114-097 | 
                114-097 | 
                114-135 | 
             
            
                | S1 | 
                113-263 | 
                113-263 | 
                114-117 | 
                114-020 | 
             
            
                | S2 | 
                113-057 | 
                113-057 | 
                114-084 | 
                 | 
             
            
                | S3 | 
                112-017 | 
                112-223 | 
                114-051 | 
                 | 
             
            
                | S4 | 
                110-297 | 
                111-183 | 
                113-272 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            117-182 | 
         
        
            | 
2.618             | 
            116-160 | 
         
        
            | 
1.618             | 
            115-270 | 
         
        
            | 
1.000             | 
            115-140 | 
         
        
            | 
0.618             | 
            115-060 | 
         
        
            | 
HIGH             | 
            114-250 | 
         
        
            | 
0.618             | 
            114-170 | 
         
        
            | 
0.500             | 
            114-145 | 
         
        
            | 
0.382             | 
            114-120 | 
         
        
            | 
LOW             | 
            114-040 | 
         
        
            | 
0.618             | 
            113-230 | 
         
        
            | 
1.000             | 
            113-150 | 
         
        
            | 
1.618             | 
            113-020 | 
         
        
            | 
2.618             | 
            112-130 | 
         
        
            | 
4.250             | 
            111-108 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                114-148 | 
                                114-142 | 
                             
                            
                                | PP | 
                                114-147 | 
                                114-133 | 
                             
                            
                                | S1 | 
                                114-145 | 
                                114-125 | 
                             
             
         |