ECBOT 10 Year T-Note Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-May-2010 | 
                    28-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121-125 | 
                        120-065 | 
                        -1-060 | 
                        -1.0% | 
                        121-020 | 
                     
                    
                        | High | 
                        121-135 | 
                        120-230 | 
                        -0-225 | 
                        -0.6% | 
                        122-145 | 
                     
                    
                        | Low | 
                        120-045 | 
                        120-055 | 
                        0-010 | 
                        0.0% | 
                        120-045 | 
                     
                    
                        | Close | 
                        120-100 | 
                        120-215 | 
                        0-115 | 
                        0.3% | 
                        120-215 | 
                     
                    
                        | Range | 
                        1-090 | 
                        0-175 | 
                        -0-235 | 
                        -57.3% | 
                        2-100 | 
                     
                    
                        | ATR | 
                        0-312 | 
                        0-302 | 
                        -0-010 | 
                        -3.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        2,339,058 | 
                        1,987,347 | 
                        -351,711 | 
                        -15.0% | 
                        10,061,335 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122-052 | 
                121-308 | 
                120-311 | 
                 | 
             
            
                | R3 | 
                121-197 | 
                121-133 | 
                120-263 | 
                 | 
             
            
                | R2 | 
                121-022 | 
                121-022 | 
                120-247 | 
                 | 
             
            
                | R1 | 
                120-278 | 
                120-278 | 
                120-231 | 
                120-310 | 
             
            
                | PP | 
                120-167 | 
                120-167 | 
                120-167 | 
                120-182 | 
             
            
                | S1 | 
                120-103 | 
                120-103 | 
                120-199 | 
                120-135 | 
             
            
                | S2 | 
                119-312 | 
                119-312 | 
                120-183 | 
                 | 
             
            
                | S3 | 
                119-137 | 
                119-248 | 
                120-167 | 
                 | 
             
            
                | S4 | 
                118-282 | 
                119-073 | 
                120-119 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                128-008 | 
                126-212 | 
                121-302 | 
                 | 
             
            
                | R3 | 
                125-228 | 
                124-112 | 
                121-098 | 
                 | 
             
            
                | R2 | 
                123-128 | 
                123-128 | 
                121-031 | 
                 | 
             
            
                | R1 | 
                122-012 | 
                122-012 | 
                120-283 | 
                121-180 | 
             
            
                | PP | 
                121-028 | 
                121-028 | 
                121-028 | 
                120-272 | 
             
            
                | S1 | 
                119-232 | 
                119-232 | 
                120-147 | 
                119-080 | 
             
            
                | S2 | 
                118-248 | 
                118-248 | 
                120-079 | 
                 | 
             
            
                | S3 | 
                116-148 | 
                117-132 | 
                120-012 | 
                 | 
             
            
                | S4 | 
                114-048 | 
                115-032 | 
                119-128 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                122-145 | 
                120-045 | 
                2-100 | 
                1.9% | 
                0-283 | 
                0.7% | 
                23% | 
                False | 
                False | 
                2,012,267 | 
                 
                
                | 10 | 
                122-145 | 
                119-100 | 
                3-045 | 
                2.6% | 
                0-308 | 
                0.8% | 
                43% | 
                False | 
                False | 
                1,773,483 | 
                 
                
                | 20 | 
                122-145 | 
                117-140 | 
                5-005 | 
                4.2% | 
                1-008 | 
                0.8% | 
                64% | 
                False | 
                False | 
                1,560,430 | 
                 
                
                | 40 | 
                122-145 | 
                114-265 | 
                7-200 | 
                6.3% | 
                0-266 | 
                0.7% | 
                77% | 
                False | 
                False | 
                1,280,734 | 
                 
                
                | 60 | 
                122-145 | 
                114-265 | 
                7-200 | 
                6.3% | 
                0-235 | 
                0.6% | 
                77% | 
                False | 
                False | 
                1,137,094 | 
                 
                
                | 80 | 
                122-145 | 
                114-265 | 
                7-200 | 
                6.3% | 
                0-216 | 
                0.6% | 
                77% | 
                False | 
                False | 
                922,356 | 
                 
                
                | 100 | 
                122-145 | 
                114-000 | 
                8-145 | 
                7.0% | 
                0-205 | 
                0.5% | 
                79% | 
                False | 
                False | 
                738,230 | 
                 
                
                | 120 | 
                122-145 | 
                113-180 | 
                8-285 | 
                7.4% | 
                0-189 | 
                0.5% | 
                80% | 
                False | 
                False | 
                615,197 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            123-014 | 
         
        
            | 
2.618             | 
            122-048 | 
         
        
            | 
1.618             | 
            121-193 | 
         
        
            | 
1.000             | 
            121-085 | 
         
        
            | 
0.618             | 
            121-018 | 
         
        
            | 
HIGH             | 
            120-230 | 
         
        
            | 
0.618             | 
            120-163 | 
         
        
            | 
0.500             | 
            120-142 | 
         
        
            | 
0.382             | 
            120-122 | 
         
        
            | 
LOW             | 
            120-055 | 
         
        
            | 
0.618             | 
            119-267 | 
         
        
            | 
1.000             | 
            119-200 | 
         
        
            | 
1.618             | 
            119-092 | 
         
        
            | 
2.618             | 
            118-237 | 
         
        
            | 
4.250             | 
            117-271 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                120-191 | 
                                120-298 | 
                             
                            
                                | PP | 
                                120-167 | 
                                120-270 | 
                             
                            
                                | S1 | 
                                120-142 | 
                                120-242 | 
                             
             
         |