ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Jul-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Jul-2010 | 
                    09-Jul-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121-120 | 
                        120-300 | 
                        -0-140 | 
                        -0.4% | 
                        121-240 | 
                     
                    
                        | High | 
                        121-120 | 
                        121-030 | 
                        -0-090 | 
                        -0.2% | 
                        121-270 | 
                     
                    
                        | Low | 
                        120-310 | 
                        120-290 | 
                        -0-020 | 
                        -0.1% | 
                        120-290 | 
                     
                    
                        | Close | 
                        121-070 | 
                        120-310 | 
                        -0-080 | 
                        -0.2% | 
                        120-310 | 
                     
                    
                        | Range | 
                        0-130 | 
                        0-060 | 
                        -0-070 | 
                        -53.8% | 
                        0-300 | 
                     
                    
                        | ATR | 
                        0-164 | 
                        0-160 | 
                        -0-005 | 
                        -2.8% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        181 | 
                        163 | 
                        -18 | 
                        -9.9% | 
                        843 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121-177 | 
                121-143 | 
                121-023 | 
                 | 
             
            
                | R3 | 
                121-117 | 
                121-083 | 
                121-006 | 
                 | 
             
            
                | R2 | 
                121-057 | 
                121-057 | 
                121-001 | 
                 | 
             
            
                | R1 | 
                121-023 | 
                121-023 | 
                120-316 | 
                121-040 | 
             
            
                | PP | 
                120-317 | 
                120-317 | 
                120-317 | 
                121-005 | 
             
            
                | S1 | 
                120-283 | 
                120-283 | 
                120-304 | 
                120-300 | 
             
            
                | S2 | 
                120-257 | 
                120-257 | 
                120-299 | 
                 | 
             
            
                | S3 | 
                120-197 | 
                120-223 | 
                120-294 | 
                 | 
             
            
                | S4 | 
                120-137 | 
                120-163 | 
                120-277 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124-017 | 
                123-143 | 
                121-155 | 
                 | 
             
            
                | R3 | 
                123-037 | 
                122-163 | 
                121-072 | 
                 | 
             
            
                | R2 | 
                122-057 | 
                122-057 | 
                121-045 | 
                 | 
             
            
                | R1 | 
                121-183 | 
                121-183 | 
                121-018 | 
                121-130 | 
             
            
                | PP | 
                121-077 | 
                121-077 | 
                121-077 | 
                121-050 | 
             
            
                | S1 | 
                120-203 | 
                120-203 | 
                120-282 | 
                120-150 | 
             
            
                | S2 | 
                120-097 | 
                120-097 | 
                120-255 | 
                 | 
             
            
                | S3 | 
                119-117 | 
                119-223 | 
                120-228 | 
                 | 
             
            
                | S4 | 
                118-137 | 
                118-243 | 
                120-145 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                121-270 | 
                120-290 | 
                0-300 | 
                0.8% | 
                0-122 | 
                0.3% | 
                7% | 
                False | 
                True | 
                422 | 
                 
                
                | 10 | 
                122-020 | 
                120-050 | 
                1-290 | 
                1.6% | 
                0-140 | 
                0.4% | 
                43% | 
                False | 
                False | 
                291 | 
                 
                
                | 20 | 
                122-020 | 
                118-220 | 
                3-120 | 
                2.8% | 
                0-102 | 
                0.3% | 
                68% | 
                False | 
                False | 
                163 | 
                 
                
                | 40 | 
                122-020 | 
                116-110 | 
                5-230 | 
                4.7% | 
                0-071 | 
                0.2% | 
                81% | 
                False | 
                False | 
                93 | 
                 
                
                | 60 | 
                122-020 | 
                113-050 | 
                8-290 | 
                7.4% | 
                0-064 | 
                0.2% | 
                88% | 
                False | 
                False | 
                64 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            121-285 | 
         
        
            | 
2.618             | 
            121-187 | 
         
        
            | 
1.618             | 
            121-127 | 
         
        
            | 
1.000             | 
            121-090 | 
         
        
            | 
0.618             | 
            121-067 | 
         
        
            | 
HIGH             | 
            121-030 | 
         
        
            | 
0.618             | 
            121-007 | 
         
        
            | 
0.500             | 
            121-000 | 
         
        
            | 
0.382             | 
            120-313 | 
         
        
            | 
LOW             | 
            120-290 | 
         
        
            | 
0.618             | 
            120-253 | 
         
        
            | 
1.000             | 
            120-230 | 
         
        
            | 
1.618             | 
            120-193 | 
         
        
            | 
2.618             | 
            120-133 | 
         
        
            | 
4.250             | 
            120-035 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Jul-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121-000 | 
                                121-120 | 
                             
                            
                                | PP | 
                                120-317 | 
                                121-077 | 
                             
                            
                                | S1 | 
                                120-313 | 
                                121-033 | 
                             
             
         |