ECBOT 10 Year T-Note Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Feb-2010 | 
                    24-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        115-250 | 
                        116-220 | 
                        0-290 | 
                        0.8% | 
                        116-180 | 
                     
                    
                        | High | 
                        116-250 | 
                        116-310 | 
                        0-060 | 
                        0.2% | 
                        116-300 | 
                     
                    
                        | Low | 
                        115-230 | 
                        116-150 | 
                        0-240 | 
                        0.6% | 
                        115-150 | 
                     
                    
                        | Close | 
                        116-210 | 
                        116-220 | 
                        0-010 | 
                        0.0% | 
                        115-240 | 
                     
                    
                        | Range | 
                        1-020 | 
                        0-160 | 
                        -0-180 | 
                        -52.9% | 
                        1-150 | 
                     
                    
                        | ATR | 
                        0-181 | 
                        0-180 | 
                        -0-002 | 
                        -0.8% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        207,037 | 
                        552,666 | 
                        345,629 | 
                        166.9% | 
                        115,509 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                118-067 | 
                117-303 | 
                116-308 | 
                 | 
             
            
                | R3 | 
                117-227 | 
                117-143 | 
                116-264 | 
                 | 
             
            
                | R2 | 
                117-067 | 
                117-067 | 
                116-249 | 
                 | 
             
            
                | R1 | 
                116-303 | 
                116-303 | 
                116-235 | 
                116-300 | 
             
            
                | PP | 
                116-227 | 
                116-227 | 
                116-227 | 
                116-225 | 
             
            
                | S1 | 
                116-143 | 
                116-143 | 
                116-205 | 
                116-140 | 
             
            
                | S2 | 
                116-067 | 
                116-067 | 
                116-191 | 
                 | 
             
            
                | S3 | 
                115-227 | 
                115-303 | 
                116-176 | 
                 | 
             
            
                | S4 | 
                115-067 | 
                115-143 | 
                116-132 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-147 | 
                119-183 | 
                116-178 | 
                 | 
             
            
                | R3 | 
                118-317 | 
                118-033 | 
                116-049 | 
                 | 
             
            
                | R2 | 
                117-167 | 
                117-167 | 
                116-006 | 
                 | 
             
            
                | R1 | 
                116-203 | 
                116-203 | 
                115-283 | 
                116-110 | 
             
            
                | PP | 
                116-017 | 
                116-017 | 
                116-017 | 
                115-290 | 
             
            
                | S1 | 
                115-053 | 
                115-053 | 
                115-197 | 
                114-280 | 
             
            
                | S2 | 
                114-187 | 
                114-187 | 
                115-154 | 
                 | 
             
            
                | S3 | 
                113-037 | 
                113-223 | 
                115-111 | 
                 | 
             
            
                | S4 | 
                111-207 | 
                112-073 | 
                114-302 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            119-030 | 
         
        
            | 
2.618             | 
            118-089 | 
         
        
            | 
1.618             | 
            117-249 | 
         
        
            | 
1.000             | 
            117-150 | 
         
        
            | 
0.618             | 
            117-089 | 
         
        
            | 
HIGH             | 
            116-310 | 
         
        
            | 
0.618             | 
            116-249 | 
         
        
            | 
0.500             | 
            116-230 | 
         
        
            | 
0.382             | 
            116-211 | 
         
        
            | 
LOW             | 
            116-150 | 
         
        
            | 
0.618             | 
            116-051 | 
         
        
            | 
1.000             | 
            115-310 | 
         
        
            | 
1.618             | 
            115-211 | 
         
        
            | 
2.618             | 
            115-051 | 
         
        
            | 
4.250             | 
            114-110 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                116-230 | 
                                116-178 | 
                             
                            
                                | PP | 
                                116-227 | 
                                116-137 | 
                             
                            
                                | S1 | 
                                116-223 | 
                                116-095 | 
                             
             
         |