ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 23-Nov-2010

Day Change Summary
	Previous	Current
	22-Nov-2010	23-Nov-2010	Change	Change %	Previous Week
Open	123-130	124-060	0-250	0.6%	124-310
High	124-090	124-300	0-210	0.5%	124-310
Low	123-070	124-050	0-300	0.8%	123-020
Close	124-060	124-170	0-110	0.3%	123-170
Range	1-020	0-250	-0-090	-26.5%	1-290
ATR	0-261	0-261	-0-001	-0.3%	0-000
Volume	29,199	127,738	98,539	337.5%	143,079

Daily Pivots for day following 23-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-283	126-157	124-308
R3	126-033	125-227	124-239
R2	125-103	125-103	124-216
R1	124-297	124-297	124-193	125-040
PP	124-173	124-173	124-173	124-205
S1	124-047	124-047	124-147	124-110
S2	123-243	123-243	124-124
S3	122-313	123-117	124-101
S4	122-063	122-187	124-032

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-183	128-147	124-186
R3	127-213	126-177	124-018
R2	125-243	125-243	123-282
R1	124-207	124-207	123-226	124-080
PP	123-273	123-273	123-273	123-210
S1	122-237	122-237	123-114	122-110
S2	121-303	121-303	123-058
S3	120-013	120-267	123-002
S4	118-043	118-297	122-154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-300	123-020	1-280	1.5%	0-242	0.6%	78%	True	False	53,265
10	126-110	123-020	3-090	2.6%	0-300	0.8%	45%	False	False	32,803
20	127-080	123-020	4-060	3.4%	0-271	0.7%	35%	False	False	20,778
40	127-080	123-020	4-060	3.4%	0-216	0.5%	35%	False	False	11,183
60	127-080	122-100	4-300	4.0%	0-185	0.5%	45%	False	False	7,490
80	127-080	121-190	5-210	4.5%	0-143	0.4%	52%	False	False	5,618
100	127-080	119-060	8-020	6.5%	0-116	0.3%	66%	False	False	4,495

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-061
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-082
2.618	126-314
1.618	126-064
1.000	125-230
0.618	125-134
HIGH	124-300
0.618	124-204
0.500	124-175
0.382	124-146
LOW	124-050
0.618	123-216
1.000	123-120
1.618	122-286
2.618	122-036
4.250	120-268

Fisher Pivots for day following 23-Nov-2010
Pivot	1 day	3 day
R1	124-175	124-122
PP	124-173	124-073
S1	124-172	124-025

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These figures are updated between 7pm and 10pm EST after a trading day.

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