ECBOT 10 Year T-Note Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Feb-2010 | 
                    10-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        117-020 | 
                        116-240 | 
                        -0-100 | 
                        -0.3% | 
                        116-250 | 
                     
                    
                        | High | 
                        117-030 | 
                        116-290 | 
                        -0-060 | 
                        -0.2% | 
                        117-160 | 
                     
                    
                        | Low | 
                        116-230 | 
                        116-110 | 
                        -0-120 | 
                        -0.3% | 
                        116-020 | 
                     
                    
                        | Close | 
                        116-250 | 
                        116-150 | 
                        -0-100 | 
                        -0.3% | 
                        117-140 | 
                     
                    
                        | Range | 
                        0-120 | 
                        0-180 | 
                        0-060 | 
                        50.0% | 
                        1-140 | 
                     
                    
                        | ATR | 
                        0-178 | 
                        0-178 | 
                        0-000 | 
                        0.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,823 | 
                        2,619 | 
                        796 | 
                        43.7% | 
                        17,067 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                118-083 | 
                117-297 | 
                116-249 | 
                 | 
             
            
                | R3 | 
                117-223 | 
                117-117 | 
                116-200 | 
                 | 
             
            
                | R2 | 
                117-043 | 
                117-043 | 
                116-183 | 
                 | 
             
            
                | R1 | 
                116-257 | 
                116-257 | 
                116-166 | 
                116-220 | 
             
            
                | PP | 
                116-183 | 
                116-183 | 
                116-183 | 
                116-165 | 
             
            
                | S1 | 
                116-077 | 
                116-077 | 
                116-134 | 
                116-040 | 
             
            
                | S2 | 
                116-003 | 
                116-003 | 
                116-117 | 
                 | 
             
            
                | S3 | 
                115-143 | 
                115-217 | 
                116-100 | 
                 | 
             
            
                | S4 | 
                114-283 | 
                115-037 | 
                116-051 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121-100 | 
                120-260 | 
                118-073 | 
                 | 
             
            
                | R3 | 
                119-280 | 
                119-120 | 
                117-266 | 
                 | 
             
            
                | R2 | 
                118-140 | 
                118-140 | 
                117-224 | 
                 | 
             
            
                | R1 | 
                117-300 | 
                117-300 | 
                117-182 | 
                118-060 | 
             
            
                | PP | 
                117-000 | 
                117-000 | 
                117-000 | 
                117-040 | 
             
            
                | S1 | 
                116-160 | 
                116-160 | 
                117-098 | 
                116-240 | 
             
            
                | S2 | 
                115-180 | 
                115-180 | 
                117-056 | 
                 | 
             
            
                | S3 | 
                114-040 | 
                115-020 | 
                117-014 | 
                 | 
             
            
                | S4 | 
                112-220 | 
                113-200 | 
                116-207 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            119-095 | 
         
        
            | 
2.618             | 
            118-121 | 
         
        
            | 
1.618             | 
            117-261 | 
         
        
            | 
1.000             | 
            117-150 | 
         
        
            | 
0.618             | 
            117-081 | 
         
        
            | 
HIGH             | 
            116-290 | 
         
        
            | 
0.618             | 
            116-221 | 
         
        
            | 
0.500             | 
            116-200 | 
         
        
            | 
0.382             | 
            116-179 | 
         
        
            | 
LOW             | 
            116-110 | 
         
        
            | 
0.618             | 
            115-319 | 
         
        
            | 
1.000             | 
            115-250 | 
         
        
            | 
1.618             | 
            115-139 | 
         
        
            | 
2.618             | 
            114-279 | 
         
        
            | 
4.250             | 
            113-305 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                116-200 | 
                                116-260 | 
                             
                            
                                | PP | 
                                116-183 | 
                                116-223 | 
                             
                            
                                | S1 | 
                                116-167 | 
                                116-187 | 
                             
             
         |