ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Jul-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jun-2010 | 
                    01-Jul-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121-220 | 
                        121-210 | 
                        -0-010 | 
                        0.0% | 
                        118-220 | 
                     
                    
                        | High | 
                        121-220 | 
                        122-020 | 
                        0-120 | 
                        0.3% | 
                        120-190 | 
                     
                    
                        | Low | 
                        121-090 | 
                        121-150 | 
                        0-060 | 
                        0.2% | 
                        118-220 | 
                     
                    
                        | Close | 
                        121-190 | 
                        121-210 | 
                        0-020 | 
                        0.1% | 
                        120-160 | 
                     
                    
                        | Range | 
                        0-130 | 
                        0-190 | 
                        0-060 | 
                        46.2% | 
                        1-290 | 
                     
                    
                        | ATR | 
                        0-168 | 
                        0-170 | 
                        0-002 | 
                        0.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        108 | 
                        415 | 
                        307 | 
                        284.3% | 
                        347 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123-163 | 
                123-057 | 
                121-314 | 
                 | 
             
            
                | R3 | 
                122-293 | 
                122-187 | 
                121-262 | 
                 | 
             
            
                | R2 | 
                122-103 | 
                122-103 | 
                121-245 | 
                 | 
             
            
                | R1 | 
                121-317 | 
                121-317 | 
                121-227 | 
                121-305 | 
             
            
                | PP | 
                121-233 | 
                121-233 | 
                121-233 | 
                121-228 | 
             
            
                | S1 | 
                121-127 | 
                121-127 | 
                121-193 | 
                121-115 | 
             
            
                | S2 | 
                121-043 | 
                121-043 | 
                121-175 | 
                 | 
             
            
                | S3 | 
                120-173 | 
                120-257 | 
                121-158 | 
                 | 
             
            
                | S4 | 
                119-303 | 
                120-067 | 
                121-106 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125-207 | 
                124-313 | 
                121-176 | 
                 | 
             
            
                | R3 | 
                123-237 | 
                123-023 | 
                121-008 | 
                 | 
             
            
                | R2 | 
                121-267 | 
                121-267 | 
                120-272 | 
                 | 
             
            
                | R1 | 
                121-053 | 
                121-053 | 
                120-216 | 
                121-160 | 
             
            
                | PP | 
                119-297 | 
                119-297 | 
                119-297 | 
                120-030 | 
             
            
                | S1 | 
                119-083 | 
                119-083 | 
                120-104 | 
                119-190 | 
             
            
                | S2 | 
                118-007 | 
                118-007 | 
                120-048 | 
                 | 
             
            
                | S3 | 
                116-037 | 
                117-113 | 
                119-312 | 
                 | 
             
            
                | S4 | 
                114-067 | 
                115-143 | 
                119-144 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            124-188 | 
         
        
            | 
2.618             | 
            123-197 | 
         
        
            | 
1.618             | 
            123-007 | 
         
        
            | 
1.000             | 
            122-210 | 
         
        
            | 
0.618             | 
            122-137 | 
         
        
            | 
HIGH             | 
            122-020 | 
         
        
            | 
0.618             | 
            121-267 | 
         
        
            | 
0.500             | 
            121-245 | 
         
        
            | 
0.382             | 
            121-223 | 
         
        
            | 
LOW             | 
            121-150 | 
         
        
            | 
0.618             | 
            121-033 | 
         
        
            | 
1.000             | 
            120-280 | 
         
        
            | 
1.618             | 
            120-163 | 
         
        
            | 
2.618             | 
            119-293 | 
         
        
            | 
4.250             | 
            118-302 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jul-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121-245 | 
                                121-205 | 
                             
                            
                                | PP | 
                                121-233 | 
                                121-200 | 
                             
                            
                                | S1 | 
                                121-222 | 
                                121-195 | 
                             
             
         |