ECBOT 5 Year T-Note Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Apr-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Apr-2010 | 
                    14-Apr-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        113-190 | 
                        113-200 | 
                        0-010 | 
                        0.0% | 
                        112-250 | 
                     
                    
                        | High | 
                        113-190 | 
                        113-210 | 
                        0-020 | 
                        0.1% | 
                        113-120 | 
                     
                    
                        | Low | 
                        113-190 | 
                        113-200 | 
                        0-010 | 
                        0.0% | 
                        112-250 | 
                     
                    
                        | Close | 
                        113-240 | 
                        113-200 | 
                        -0-040 | 
                        -0.1% | 
                        113-120 | 
                     
                    
                        | Range | 
                        0-000 | 
                        0-010 | 
                        0-010 | 
                         | 
                        0-190 | 
                     
                    
                        | ATR | 
                        0-051 | 
                        0-050 | 
                        -0-001 | 
                        -1.6% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        6 | 
                        52 | 
                        46 | 
                        766.7% | 
                        1,070 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                113-233 | 
                113-227 | 
                113-206 | 
                 | 
             
            
                | R3 | 
                113-223 | 
                113-217 | 
                113-203 | 
                 | 
             
            
                | R2 | 
                113-213 | 
                113-213 | 
                113-202 | 
                 | 
             
            
                | R1 | 
                113-207 | 
                113-207 | 
                113-201 | 
                113-205 | 
             
            
                | PP | 
                113-203 | 
                113-203 | 
                113-203 | 
                113-202 | 
             
            
                | S1 | 
                113-197 | 
                113-197 | 
                113-199 | 
                113-195 | 
             
            
                | S2 | 
                113-193 | 
                113-193 | 
                113-198 | 
                 | 
             
            
                | S3 | 
                113-183 | 
                113-187 | 
                113-197 | 
                 | 
             
            
                | S4 | 
                113-173 | 
                113-177 | 
                113-194 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Apr-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                114-307 | 
                114-243 | 
                113-224 | 
                 | 
             
            
                | R3 | 
                114-117 | 
                114-053 | 
                113-172 | 
                 | 
             
            
                | R2 | 
                113-247 | 
                113-247 | 
                113-155 | 
                 | 
             
            
                | R1 | 
                113-183 | 
                113-183 | 
                113-137 | 
                113-215 | 
             
            
                | PP | 
                113-057 | 
                113-057 | 
                113-057 | 
                113-072 | 
             
            
                | S1 | 
                112-313 | 
                112-313 | 
                113-103 | 
                113-025 | 
             
            
                | S2 | 
                112-187 | 
                112-187 | 
                113-085 | 
                 | 
             
            
                | S3 | 
                111-317 | 
                112-123 | 
                113-068 | 
                 | 
             
            
                | S4 | 
                111-127 | 
                111-253 | 
                113-016 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            113-252 | 
         
        
            | 
2.618             | 
            113-236 | 
         
        
            | 
1.618             | 
            113-226 | 
         
        
            | 
1.000             | 
            113-220 | 
         
        
            | 
0.618             | 
            113-216 | 
         
        
            | 
HIGH             | 
            113-210 | 
         
        
            | 
0.618             | 
            113-206 | 
         
        
            | 
0.500             | 
            113-205 | 
         
        
            | 
0.382             | 
            113-204 | 
         
        
            | 
LOW             | 
            113-200 | 
         
        
            | 
0.618             | 
            113-194 | 
         
        
            | 
1.000             | 
            113-190 | 
         
        
            | 
1.618             | 
            113-184 | 
         
        
            | 
2.618             | 
            113-174 | 
         
        
            | 
4.250             | 
            113-158 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Apr-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                113-205 | 
                                113-200 | 
                             
                            
                                | PP | 
                                113-203 | 
                                113-200 | 
                             
                            
                                | S1 | 
                                113-202 | 
                                113-200 | 
                             
             
         |