ECBOT 10 Year T-Note Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Apr-2010 | 
                    09-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        116-005 | 
                        115-255 | 
                        -0-070 | 
                        -0.2% | 
                        115-100 | 
                     
                    
                        | High | 
                        116-090 | 
                        116-000 | 
                        -0-090 | 
                        -0.2% | 
                        116-090 | 
                     
                    
                        | Low | 
                        115-240 | 
                        115-185 | 
                        -0-055 | 
                        -0.1% | 
                        114-265 | 
                     
                    
                        | Close | 
                        115-260 | 
                        115-290 | 
                        0-030 | 
                        0.1% | 
                        115-290 | 
                     
                    
                        | Range | 
                        0-170 | 
                        0-135 | 
                        -0-035 | 
                        -20.6% | 
                        1-145 | 
                     
                    
                        | ATR | 
                        0-189 | 
                        0-185 | 
                        -0-004 | 
                        -2.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,194,194 | 
                        974,637 | 
                        -219,557 | 
                        -18.4% | 
                        4,123,716 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                117-030 | 
                116-295 | 
                116-044 | 
                 | 
             
            
                | R3 | 
                116-215 | 
                116-160 | 
                116-007 | 
                 | 
             
            
                | R2 | 
                116-080 | 
                116-080 | 
                115-315 | 
                 | 
             
            
                | R1 | 
                116-025 | 
                116-025 | 
                115-302 | 
                116-052 | 
             
            
                | PP | 
                115-265 | 
                115-265 | 
                115-265 | 
                115-279 | 
             
            
                | S1 | 
                115-210 | 
                115-210 | 
                115-278 | 
                115-238 | 
             
            
                | S2 | 
                115-130 | 
                115-130 | 
                115-265 | 
                 | 
             
            
                | S3 | 
                114-315 | 
                115-075 | 
                115-253 | 
                 | 
             
            
                | S4 | 
                114-180 | 
                114-260 | 
                115-216 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-010 | 
                119-135 | 
                116-226 | 
                 | 
             
            
                | R3 | 
                118-185 | 
                117-310 | 
                116-098 | 
                 | 
             
            
                | R2 | 
                117-040 | 
                117-040 | 
                116-055 | 
                 | 
             
            
                | R1 | 
                116-165 | 
                116-165 | 
                116-013 | 
                116-262 | 
             
            
                | PP | 
                115-215 | 
                115-215 | 
                115-215 | 
                115-264 | 
             
            
                | S1 | 
                115-020 | 
                115-020 | 
                115-247 | 
                115-118 | 
             
            
                | S2 | 
                114-070 | 
                114-070 | 
                115-205 | 
                 | 
             
            
                | S3 | 
                112-245 | 
                113-195 | 
                115-162 | 
                 | 
             
            
                | S4 | 
                111-100 | 
                112-050 | 
                115-034 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                116-090 | 
                114-265 | 
                1-145 | 
                1.3% | 
                0-177 | 
                0.5% | 
                74% | 
                False | 
                False | 
                824,743 | 
                 
                
                | 10 | 
                116-120 | 
                114-265 | 
                1-175 | 
                1.3% | 
                0-160 | 
                0.4% | 
                70% | 
                False | 
                False | 
                913,985 | 
                 
                
                | 20 | 
                117-175 | 
                114-265 | 
                2-230 | 
                2.3% | 
                0-179 | 
                0.5% | 
                40% | 
                False | 
                False | 
                871,312 | 
                 
                
                | 40 | 
                117-225 | 
                114-265 | 
                2-280 | 
                2.5% | 
                0-170 | 
                0.5% | 
                38% | 
                False | 
                False | 
                666,415 | 
                 
                
                | 60 | 
                117-225 | 
                114-050 | 
                3-175 | 
                3.1% | 
                0-167 | 
                0.4% | 
                49% | 
                False | 
                False | 
                445,284 | 
                 
                
                | 80 | 
                117-225 | 
                113-180 | 
                4-045 | 
                3.6% | 
                0-155 | 
                0.4% | 
                57% | 
                False | 
                False | 
                333,975 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            117-254 | 
         
        
            | 
2.618             | 
            117-033 | 
         
        
            | 
1.618             | 
            116-218 | 
         
        
            | 
1.000             | 
            116-135 | 
         
        
            | 
0.618             | 
            116-083 | 
         
        
            | 
HIGH             | 
            116-000 | 
         
        
            | 
0.618             | 
            115-268 | 
         
        
            | 
0.500             | 
            115-252 | 
         
        
            | 
0.382             | 
            115-237 | 
         
        
            | 
LOW             | 
            115-185 | 
         
        
            | 
0.618             | 
            115-102 | 
         
        
            | 
1.000             | 
            115-050 | 
         
        
            | 
1.618             | 
            114-287 | 
         
        
            | 
2.618             | 
            114-152 | 
         
        
            | 
4.250             | 
            113-251 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                115-278 | 
                                115-278 | 
                             
                            
                                | PP | 
                                115-265 | 
                                115-265 | 
                             
                            
                                | S1 | 
                                115-252 | 
                                115-252 | 
                             
             
         |