ECBOT 10 Year T-Note Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-May-2010 | 
                    18-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-205 | 
                        119-140 | 
                        -0-065 | 
                        -0.2% | 
                        119-100 | 
                     
                    
                        | High | 
                        120-085 | 
                        120-130 | 
                        0-045 | 
                        0.1% | 
                        120-010 | 
                     
                    
                        | Low | 
                        119-120 | 
                        119-100 | 
                        -0-020 | 
                        -0.1% | 
                        118-120 | 
                     
                    
                        | Close | 
                        119-185 | 
                        120-065 | 
                        0-200 | 
                        0.5% | 
                        119-245 | 
                     
                    
                        | Range | 
                        0-285 | 
                        1-030 | 
                        0-065 | 
                        22.8% | 
                        1-210 | 
                     
                    
                        | ATR | 
                        0-290 | 
                        0-294 | 
                        0-004 | 
                        1.5% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,331,469 | 
                        1,216,411 | 
                        -115,058 | 
                        -8.6% | 
                        6,697,692 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123-082 | 
                122-263 | 
                120-258 | 
                 | 
             
            
                | R3 | 
                122-052 | 
                121-233 | 
                120-161 | 
                 | 
             
            
                | R2 | 
                121-022 | 
                121-022 | 
                120-129 | 
                 | 
             
            
                | R1 | 
                120-203 | 
                120-203 | 
                120-097 | 
                120-272 | 
             
            
                | PP | 
                119-312 | 
                119-312 | 
                119-312 | 
                120-026 | 
             
            
                | S1 | 
                119-173 | 
                119-173 | 
                120-033 | 
                119-242 | 
             
            
                | S2 | 
                118-282 | 
                118-282 | 
                120-001 | 
                 | 
             
            
                | S3 | 
                117-252 | 
                118-143 | 
                119-289 | 
                 | 
             
            
                | S4 | 
                116-222 | 
                117-113 | 
                119-192 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124-115 | 
                123-230 | 
                120-216 | 
                 | 
             
            
                | R3 | 
                122-225 | 
                122-020 | 
                120-071 | 
                 | 
             
            
                | R2 | 
                121-015 | 
                121-015 | 
                120-022 | 
                 | 
             
            
                | R1 | 
                120-130 | 
                120-130 | 
                119-294 | 
                120-232 | 
             
            
                | PP | 
                119-125 | 
                119-125 | 
                119-125 | 
                119-176 | 
             
            
                | S1 | 
                118-240 | 
                118-240 | 
                119-196 | 
                119-022 | 
             
            
                | S2 | 
                117-235 | 
                117-235 | 
                119-148 | 
                 | 
             
            
                | S3 | 
                116-025 | 
                117-030 | 
                119-099 | 
                 | 
             
            
                | S4 | 
                114-135 | 
                115-140 | 
                118-274 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                120-130 | 
                118-155 | 
                1-295 | 
                1.6% | 
                0-279 | 
                0.7% | 
                89% | 
                True | 
                False | 
                1,162,478 | 
                 
                
                | 10 | 
                121-015 | 
                118-020 | 
                2-315 | 
                2.5% | 
                1-054 | 
                1.0% | 
                72% | 
                False | 
                False | 
                1,427,574 | 
                 
                
                | 20 | 
                121-015 | 
                116-100 | 
                4-235 | 
                3.9% | 
                0-300 | 
                0.8% | 
                82% | 
                False | 
                False | 
                1,242,694 | 
                 
                
                | 40 | 
                121-015 | 
                114-265 | 
                6-070 | 
                5.2% | 
                0-243 | 
                0.6% | 
                86% | 
                False | 
                False | 
                1,098,032 | 
                 
                
                | 60 | 
                121-015 | 
                114-265 | 
                6-070 | 
                5.2% | 
                0-216 | 
                0.6% | 
                86% | 
                False | 
                False | 
                973,129 | 
                 
                
                | 80 | 
                121-015 | 
                114-265 | 
                6-070 | 
                5.2% | 
                0-202 | 
                0.5% | 
                86% | 
                False | 
                False | 
                732,832 | 
                 
                
                | 100 | 
                121-015 | 
                113-180 | 
                7-155 | 
                6.2% | 
                0-191 | 
                0.5% | 
                89% | 
                False | 
                False | 
                586,367 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            125-018 | 
         
        
            | 
2.618             | 
            123-086 | 
         
        
            | 
1.618             | 
            122-056 | 
         
        
            | 
1.000             | 
            121-160 | 
         
        
            | 
0.618             | 
            121-026 | 
         
        
            | 
HIGH             | 
            120-130 | 
         
        
            | 
0.618             | 
            119-316 | 
         
        
            | 
0.500             | 
            119-275 | 
         
        
            | 
0.382             | 
            119-234 | 
         
        
            | 
LOW             | 
            119-100 | 
         
        
            | 
0.618             | 
            118-204 | 
         
        
            | 
1.000             | 
            118-070 | 
         
        
            | 
1.618             | 
            117-174 | 
         
        
            | 
2.618             | 
            116-144 | 
         
        
            | 
4.250             | 
            114-212 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                120-028 | 
                                120-012 | 
                             
                            
                                | PP | 
                                119-312 | 
                                119-278 | 
                             
                            
                                | S1 | 
                                119-275 | 
                                119-225 | 
                             
             
         |