ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-May-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-May-2010 | 
                    20-May-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        117-210 | 
                        118-200 | 
                        0-310 | 
                        0.8% | 
                        116-110 | 
                     
                    
                        | High | 
                        117-210 | 
                        119-000 | 
                        1-110 | 
                        1.1% | 
                        117-090 | 
                     
                    
                        | Low | 
                        117-210 | 
                        118-190 | 
                        0-300 | 
                        0.8% | 
                        116-070 | 
                     
                    
                        | Close | 
                        117-260 | 
                        118-180 | 
                        0-240 | 
                        0.6% | 
                        117-090 | 
                     
                    
                        | Range | 
                        0-000 | 
                        0-130 | 
                        0-130 | 
                         | 
                        1-020 | 
                     
                    
                        | ATR | 
                        0-158 | 
                        0-174 | 
                        0-016 | 
                        10.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        17 | 
                        2 | 
                        -15 | 
                        -88.2% | 
                        65 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119-300 | 
                119-210 | 
                118-252 | 
                 | 
             
            
                | R3 | 
                119-170 | 
                119-080 | 
                118-216 | 
                 | 
             
            
                | R2 | 
                119-040 | 
                119-040 | 
                118-204 | 
                 | 
             
            
                | R1 | 
                118-270 | 
                118-270 | 
                118-192 | 
                118-250 | 
             
            
                | PP | 
                118-230 | 
                118-230 | 
                118-230 | 
                118-220 | 
             
            
                | S1 | 
                118-140 | 
                118-140 | 
                118-168 | 
                118-120 | 
             
            
                | S2 | 
                118-100 | 
                118-100 | 
                118-156 | 
                 | 
             
            
                | S3 | 
                117-290 | 
                118-010 | 
                118-144 | 
                 | 
             
            
                | S4 | 
                117-160 | 
                117-200 | 
                118-108 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-037 | 
                119-243 | 
                117-277 | 
                 | 
             
            
                | R3 | 
                119-017 | 
                118-223 | 
                117-184 | 
                 | 
             
            
                | R2 | 
                117-317 | 
                117-317 | 
                117-152 | 
                 | 
             
            
                | R1 | 
                117-203 | 
                117-203 | 
                117-121 | 
                117-260 | 
             
            
                | PP | 
                116-297 | 
                116-297 | 
                116-297 | 
                117-005 | 
             
            
                | S1 | 
                116-183 | 
                116-183 | 
                117-059 | 
                116-240 | 
             
            
                | S2 | 
                115-277 | 
                115-277 | 
                117-028 | 
                 | 
             
            
                | S3 | 
                114-257 | 
                115-163 | 
                116-316 | 
                 | 
             
            
                | S4 | 
                113-237 | 
                114-143 | 
                116-223 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            120-232 | 
         
        
            | 
2.618             | 
            120-020 | 
         
        
            | 
1.618             | 
            119-210 | 
         
        
            | 
1.000             | 
            119-130 | 
         
        
            | 
0.618             | 
            119-080 | 
         
        
            | 
HIGH             | 
            119-000 | 
         
        
            | 
0.618             | 
            118-270 | 
         
        
            | 
0.500             | 
            118-255 | 
         
        
            | 
0.382             | 
            118-240 | 
         
        
            | 
LOW             | 
            118-190 | 
         
        
            | 
0.618             | 
            118-110 | 
         
        
            | 
1.000             | 
            118-060 | 
         
        
            | 
1.618             | 
            117-300 | 
         
        
            | 
2.618             | 
            117-170 | 
         
        
            | 
4.250             | 
            116-278 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                118-255 | 
                                118-155 | 
                             
                            
                                | PP | 
                                118-230 | 
                                118-130 | 
                             
                            
                                | S1 | 
                                118-205 | 
                                118-105 | 
                             
             
         |