ECBOT 10 Year T-Note Future December 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 | 
                        118-210 | 
                        117-140 | 
                        -1-070 | 
                        -1.0% | 
                        118-290 | 
                     
                    
                        | High | 
                        118-210 | 
                        117-140 | 
                        -1-070 | 
                        -1.0% | 
                        120-130 | 
                     
                    
                        | Low | 
                        118-140 | 
                        117-140 | 
                        -1-000 | 
                        -0.8% | 
                        117-140 | 
                     
                    
                        | Close | 
                        118-090 | 
                        118-210 | 
                        0-120 | 
                        0.3% | 
                        118-210 | 
                     
                    
                        | Range | 
                        0-070 | 
                        0-000 | 
                        -0-070 | 
                        -100.0% | 
                        2-310 | 
                     
                    
                        | ATR | 
                        0-195 | 
                        0-200 | 
                        0-005 | 
                        2.8% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        95 | 
                        3 | 
                        -92 | 
                        -96.8% | 
                        196 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                117-270 | 
                118-080 | 
                118-210 | 
                 | 
             
            
                | R3 | 
                117-270 | 
                118-080 | 
                118-210 | 
                 | 
             
            
                | R2 | 
                117-270 | 
                117-270 | 
                118-210 | 
                 | 
             
            
                | R1 | 
                118-080 | 
                118-080 | 
                118-210 | 
                118-015 | 
             
            
                | PP | 
                117-270 | 
                117-270 | 
                117-270 | 
                117-238 | 
             
            
                | S1 | 
                118-080 | 
                118-080 | 
                118-210 | 
                118-015 | 
             
            
                | S2 | 
                117-270 | 
                117-270 | 
                118-210 | 
                 | 
             
            
                | S3 | 
                117-270 | 
                118-080 | 
                118-210 | 
                 | 
             
            
                | S4 | 
                117-270 | 
                118-080 | 
                118-210 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                127-237 | 
                126-053 | 
                120-092 | 
                 | 
             
            
                | R3 | 
                124-247 | 
                123-063 | 
                119-151 | 
                 | 
             
            
                | R2 | 
                121-257 | 
                121-257 | 
                119-064 | 
                 | 
             
            
                | R1 | 
                120-073 | 
                120-073 | 
                118-297 | 
                119-170 | 
             
            
                | PP | 
                118-267 | 
                118-267 | 
                118-267 | 
                118-155 | 
             
            
                | S1 | 
                117-083 | 
                117-083 | 
                118-123 | 
                116-180 | 
             
            
                | S2 | 
                115-277 | 
                115-277 | 
                118-036 | 
                 | 
             
            
                | S3 | 
                112-287 | 
                114-093 | 
                117-269 | 
                 | 
             
            
                | S4 | 
                109-297 | 
                111-103 | 
                117-008 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            117-140 | 
         
        
            | 
2.618             | 
            117-140 | 
         
        
            | 
1.618             | 
            117-140 | 
         
        
            | 
1.000             | 
            117-140 | 
         
        
            | 
0.618             | 
            117-140 | 
         
        
            | 
HIGH             | 
            117-140 | 
         
        
            | 
0.618             | 
            117-140 | 
         
        
            | 
0.500             | 
            117-140 | 
         
        
            | 
0.382             | 
            117-140 | 
         
        
            | 
LOW             | 
            117-140 | 
         
        
            | 
0.618             | 
            117-140 | 
         
        
            | 
1.000             | 
            117-140 | 
         
        
            | 
1.618             | 
            117-140 | 
         
        
            | 
2.618             | 
            117-140 | 
         
        
            | 
4.250             | 
            117-140 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-May-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                118-080 | 
                                118-168 | 
                             
                            
                                | PP | 
                                117-270 | 
                                118-127 | 
                             
                            
                                | S1 | 
                                117-140 | 
                                118-085 | 
                             
             
         |