ECBOT 10 Year T-Note Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Sep-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Sep-2010 | 
                    14-Sep-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        124-085 | 
                        124-270 | 
                        0-185 | 
                        0.5% | 
                        124-275 | 
                     
                    
                        | High | 
                        125-010 | 
                        125-160 | 
                        0-150 | 
                        0.4% | 
                        126-015 | 
                     
                    
                        | Low | 
                        124-000 | 
                        124-270 | 
                        0-270 | 
                        0.7% | 
                        124-075 | 
                     
                    
                        | Close | 
                        124-300 | 
                        125-145 | 
                        0-165 | 
                        0.4% | 
                        124-135 | 
                     
                    
                        | Range | 
                        1-010 | 
                        0-210 | 
                        -0-120 | 
                        -36.4% | 
                        1-260 | 
                     
                    
                        | ATR | 
                        0-268 | 
                        0-263 | 
                        -0-004 | 
                        -1.5% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        10,642 | 
                        8,287 | 
                        -2,355 | 
                        -22.1% | 
                        189,766 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Sep-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                127-075 | 
                127-000 | 
                125-260 | 
                 | 
             
            
                | R3 | 
                126-185 | 
                126-110 | 
                125-203 | 
                 | 
             
            
                | R2 | 
                125-295 | 
                125-295 | 
                125-184 | 
                 | 
             
            
                | R1 | 
                125-220 | 
                125-220 | 
                125-164 | 
                125-258 | 
             
            
                | PP | 
                125-085 | 
                125-085 | 
                125-085 | 
                125-104 | 
             
            
                | S1 | 
                125-010 | 
                125-010 | 
                125-126 | 
                125-048 | 
             
            
                | S2 | 
                124-195 | 
                124-195 | 
                125-106 | 
                 | 
             
            
                | S3 | 
                123-305 | 
                124-120 | 
                125-087 | 
                 | 
             
            
                | S4 | 
                123-095 | 
                123-230 | 
                125-030 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Sep-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                130-108 | 
                129-062 | 
                125-134 | 
                 | 
             
            
                | R3 | 
                128-168 | 
                127-122 | 
                124-294 | 
                 | 
             
            
                | R2 | 
                126-228 | 
                126-228 | 
                124-241 | 
                 | 
             
            
                | R1 | 
                125-182 | 
                125-182 | 
                124-188 | 
                125-075 | 
             
            
                | PP | 
                124-288 | 
                124-288 | 
                124-288 | 
                124-235 | 
             
            
                | S1 | 
                123-242 | 
                123-242 | 
                124-082 | 
                123-135 | 
             
            
                | S2 | 
                123-028 | 
                123-028 | 
                124-029 | 
                 | 
             
            
                | S3 | 
                121-088 | 
                121-302 | 
                123-296 | 
                 | 
             
            
                | S4 | 
                119-148 | 
                120-042 | 
                123-136 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                126-015 | 
                124-000 | 
                2-015 | 
                1.6% | 
                0-265 | 
                0.7% | 
                71% | 
                False | 
                False | 
                22,772 | 
                 
                
                | 10 | 
                126-210 | 
                124-000 | 
                2-210 | 
                2.1% | 
                0-272 | 
                0.7% | 
                55% | 
                False | 
                False | 
                100,515 | 
                 
                
                | 20 | 
                126-280 | 
                124-000 | 
                2-280 | 
                2.3% | 
                0-275 | 
                0.7% | 
                51% | 
                False | 
                False | 
                703,121 | 
                 
                
                | 40 | 
                126-280 | 
                122-065 | 
                4-215 | 
                3.7% | 
                0-239 | 
                0.6% | 
                70% | 
                False | 
                False | 
                863,026 | 
                 
                
                | 60 | 
                126-280 | 
                119-240 | 
                7-040 | 
                5.7% | 
                0-231 | 
                0.6% | 
                80% | 
                False | 
                False | 
                929,898 | 
                 
                
                | 80 | 
                126-280 | 
                118-260 | 
                8-020 | 
                6.4% | 
                0-241 | 
                0.6% | 
                82% | 
                False | 
                False | 
                925,872 | 
                 
                
                | 100 | 
                126-280 | 
                115-000 | 
                11-280 | 
                9.5% | 
                0-252 | 
                0.6% | 
                88% | 
                False | 
                False | 
                743,707 | 
                 
                
                | 120 | 
                126-280 | 
                113-150 | 
                13-130 | 
                10.7% | 
                0-229 | 
                0.6% | 
                89% | 
                False | 
                False | 
                619,978 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            128-092 | 
         
        
            | 
2.618             | 
            127-070 | 
         
        
            | 
1.618             | 
            126-180 | 
         
        
            | 
1.000             | 
            126-050 | 
         
        
            | 
0.618             | 
            125-290 | 
         
        
            | 
HIGH             | 
            125-160 | 
         
        
            | 
0.618             | 
            125-080 | 
         
        
            | 
0.500             | 
            125-055 | 
         
        
            | 
0.382             | 
            125-030 | 
         
        
            | 
LOW             | 
            124-270 | 
         
        
            | 
0.618             | 
            124-140 | 
         
        
            | 
1.000             | 
            124-060 | 
         
        
            | 
1.618             | 
            123-250 | 
         
        
            | 
2.618             | 
            123-040 | 
         
        
            | 
4.250             | 
            122-018 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Sep-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                125-115 | 
                                125-070 | 
                             
                            
                                | PP | 
                                125-085 | 
                                124-315 | 
                             
                            
                                | S1 | 
                                125-055 | 
                                124-240 | 
                             
             
         |