ECBOT 30 Year Treasury Bond Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Sep-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Sep-2010 | 09-Sep-2010 | Change | Change % | Previous Week |  
                        | Open | 132-00 | 130-10 | -1-22 | -1.3% | 132-31 |  
                        | High | 132-00 | 130-10 | -1-22 | -1.3% | 133-20 |  
                        | Low | 131-12 | 130-10 | -1-02 | -0.8% | 129-20 |  
                        | Close | 131-03 | 129-14 | -1-21 | -1.3% | 130-11 |  
                        | Range | 0-20 | 0-00 | -0-20 | -100.0% | 4-00 |  
                        | ATR | 1-03 | 1-02 | -0-01 | -2.0% | 0-00 |  
                        | Volume | 5 | 2 | -3 | -60.0% | 24 |  | 
    
| 
        
            | Daily Pivots for day following 09-Sep-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 130-01 | 129-23 | 129-14 |  |  
                | R3 | 130-01 | 129-23 | 129-14 |  |  
                | R2 | 130-01 | 130-01 | 129-14 |  |  
                | R1 | 129-23 | 129-23 | 129-14 | 129-28 |  
                | PP | 130-01 | 130-01 | 130-01 | 130-03 |  
                | S1 | 129-23 | 129-23 | 129-14 | 129-28 |  
                | S2 | 130-01 | 130-01 | 129-14 |  |  
                | S3 | 130-01 | 129-23 | 129-14 |  |  
                | S4 | 130-01 | 129-23 | 129-14 |  |  | 
        
            | Weekly Pivots for week ending 03-Sep-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 143-06 | 140-25 | 132-17 |  |  
                | R3 | 139-06 | 136-25 | 131-14 |  |  
                | R2 | 135-06 | 135-06 | 131-02 |  |  
                | R1 | 132-25 | 132-25 | 130-23 | 132-00 |  
                | PP | 131-06 | 131-06 | 131-06 | 130-26 |  
                | S1 | 128-25 | 128-25 | 129-31 | 128-00 |  
                | S2 | 127-06 | 127-06 | 129-20 |  |  
                | S3 | 123-06 | 124-25 | 129-08 |  |  
                | S4 | 119-06 | 120-25 | 128-05 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 130-10 |  
            | 2.618 | 130-10 |  
            | 1.618 | 130-10 |  
            | 1.000 | 130-10 |  
            | 0.618 | 130-10 |  
            | HIGH | 130-10 |  
            | 0.618 | 130-10 |  
            | 0.500 | 130-10 |  
            | 0.382 | 130-10 |  
            | LOW | 130-10 |  
            | 0.618 | 130-10 |  
            | 1.000 | 130-10 |  
            | 1.618 | 130-10 |  
            | 2.618 | 130-10 |  
            | 4.250 | 130-10 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Sep-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 130-10 | 131-05 |  
                                | PP | 130-01 | 130-19 |  
                                | S1 | 129-23 | 130-00 |  |