ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jul-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jul-2010 | 
                    14-Jul-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121-070 | 
                        120-170 | 
                        -0-220 | 
                        -0.6% | 
                        121-240 | 
                     
                    
                        | High | 
                        121-110 | 
                        121-120 | 
                        0-010 | 
                        0.0% | 
                        121-270 | 
                     
                    
                        | Low | 
                        120-230 | 
                        120-170 | 
                        -0-060 | 
                        -0.2% | 
                        120-290 | 
                     
                    
                        | Close | 
                        120-230 | 
                        121-100 | 
                        0-190 | 
                        0.5% | 
                        120-310 | 
                     
                    
                        | Range | 
                        0-200 | 
                        0-270 | 
                        0-070 | 
                        35.0% | 
                        0-300 | 
                     
                    
                        | ATR | 
                        0-160 | 
                        0-168 | 
                        0-008 | 
                        4.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        99 | 
                        182 | 
                        83 | 
                        83.8% | 
                        843 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123-193 | 
                123-097 | 
                121-248 | 
                 | 
             
            
                | R3 | 
                122-243 | 
                122-147 | 
                121-174 | 
                 | 
             
            
                | R2 | 
                121-293 | 
                121-293 | 
                121-150 | 
                 | 
             
            
                | R1 | 
                121-197 | 
                121-197 | 
                121-125 | 
                121-245 | 
             
            
                | PP | 
                121-023 | 
                121-023 | 
                121-023 | 
                121-048 | 
             
            
                | S1 | 
                120-247 | 
                120-247 | 
                121-075 | 
                120-295 | 
             
            
                | S2 | 
                120-073 | 
                120-073 | 
                121-050 | 
                 | 
             
            
                | S3 | 
                119-123 | 
                119-297 | 
                121-026 | 
                 | 
             
            
                | S4 | 
                118-173 | 
                119-027 | 
                120-272 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                121-120 | 
                120-170 | 
                0-270 | 
                0.7% | 
                0-156 | 
                0.4% | 
                93% | 
                True | 
                True | 
                243 | 
                 
                
                | 10 | 
                122-020 | 
                120-170 | 
                1-170 | 
                1.3% | 
                0-152 | 
                0.4% | 
                51% | 
                False | 
                True | 
                351 | 
                 
                
                | 20 | 
                122-020 | 
                118-220 | 
                3-120 | 
                2.8% | 
                0-132 | 
                0.3% | 
                78% | 
                False | 
                False | 
                205 | 
                 
                
                | 40 | 
                122-020 | 
                117-140 | 
                4-200 | 
                3.8% | 
                0-086 | 
                0.2% | 
                84% | 
                False | 
                False | 
                114 | 
                 
                
                | 60 | 
                122-020 | 
                113-050 | 
                8-290 | 
                7.3% | 
                0-074 | 
                0.2% | 
                92% | 
                False | 
                False | 
                78 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            124-308 | 
         
        
            | 
2.618             | 
            123-187 | 
         
        
            | 
1.618             | 
            122-237 | 
         
        
            | 
1.000             | 
            122-070 | 
         
        
            | 
0.618             | 
            121-287 | 
         
        
            | 
HIGH             | 
            121-120 | 
         
        
            | 
0.618             | 
            121-017 | 
         
        
            | 
0.500             | 
            120-305 | 
         
        
            | 
0.382             | 
            120-273 | 
         
        
            | 
LOW             | 
            120-170 | 
         
        
            | 
0.618             | 
            120-003 | 
         
        
            | 
1.000             | 
            119-220 | 
         
        
            | 
1.618             | 
            119-053 | 
         
        
            | 
2.618             | 
            118-103 | 
         
        
            | 
4.250             | 
            116-302 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jul-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121-062 | 
                                121-062 | 
                             
                            
                                | PP | 
                                121-023 | 
                                121-023 | 
                             
                            
                                | S1 | 
                                120-305 | 
                                120-305 | 
                             
             
         |