ECBOT 10 Year T-Note Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jan-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jan-2010 | 
                    15-Jan-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        114-050 | 
                        115-070 | 
                        1-020 | 
                        0.9% | 
                        114-050 | 
                     
                    
                        | High | 
                        115-080 | 
                        115-240 | 
                        0-160 | 
                        0.4% | 
                        115-240 | 
                     
                    
                        | Low | 
                        114-050 | 
                        115-070 | 
                        1-020 | 
                        0.9% | 
                        114-050 | 
                     
                    
                        | Close | 
                        115-070 | 
                        115-230 | 
                        0-160 | 
                        0.4% | 
                        115-230 | 
                     
                    
                        | Range | 
                        1-030 | 
                        0-170 | 
                        -0-180 | 
                        -51.4% | 
                        1-190 | 
                     
                    
                        | ATR | 
                        0-195 | 
                        0-193 | 
                        -0-002 | 
                        -0.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        629 | 
                        1,357 | 
                        728 | 
                        115.7% | 
                        2,241 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                117-050 | 
                116-310 | 
                116-004 | 
                 | 
             
            
                | R3 | 
                116-200 | 
                116-140 | 
                115-277 | 
                 | 
             
            
                | R2 | 
                116-030 | 
                116-030 | 
                115-261 | 
                 | 
             
            
                | R1 | 
                115-290 | 
                115-290 | 
                115-246 | 
                116-000 | 
             
            
                | PP | 
                115-180 | 
                115-180 | 
                115-180 | 
                115-195 | 
             
            
                | S1 | 
                115-120 | 
                115-120 | 
                115-214 | 
                115-150 | 
             
            
                | S2 | 
                115-010 | 
                115-010 | 
                115-199 | 
                 | 
             
            
                | S3 | 
                114-160 | 
                114-270 | 
                115-183 | 
                 | 
             
            
                | S4 | 
                113-310 | 
                114-100 | 
                115-136 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jan-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119-317 | 
                119-143 | 
                116-190 | 
                 | 
             
            
                | R3 | 
                118-127 | 
                117-273 | 
                116-050 | 
                 | 
             
            
                | R2 | 
                116-257 | 
                116-257 | 
                116-004 | 
                 | 
             
            
                | R1 | 
                116-083 | 
                116-083 | 
                115-277 | 
                116-170 | 
             
            
                | PP | 
                115-067 | 
                115-067 | 
                115-067 | 
                115-110 | 
             
            
                | S1 | 
                114-213 | 
                114-213 | 
                115-183 | 
                114-300 | 
             
            
                | S2 | 
                113-197 | 
                113-197 | 
                115-136 | 
                 | 
             
            
                | S3 | 
                112-007 | 
                113-023 | 
                115-090 | 
                 | 
             
            
                | S4 | 
                110-137 | 
                111-153 | 
                114-270 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            118-002 | 
         
        
            | 
2.618             | 
            117-045 | 
         
        
            | 
1.618             | 
            116-195 | 
         
        
            | 
1.000             | 
            116-090 | 
         
        
            | 
0.618             | 
            116-025 | 
         
        
            | 
HIGH             | 
            115-240 | 
         
        
            | 
0.618             | 
            115-175 | 
         
        
            | 
0.500             | 
            115-155 | 
         
        
            | 
0.382             | 
            115-135 | 
         
        
            | 
LOW             | 
            115-070 | 
         
        
            | 
0.618             | 
            114-285 | 
         
        
            | 
1.000             | 
            114-220 | 
         
        
            | 
1.618             | 
            114-115 | 
         
        
            | 
2.618             | 
            113-265 | 
         
        
            | 
4.250             | 
            112-308 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jan-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                115-205 | 
                                115-148 | 
                             
                            
                                | PP | 
                                115-180 | 
                                115-067 | 
                             
                            
                                | S1 | 
                                115-155 | 
                                114-305 | 
                             
             
         |