ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Aug-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Aug-2010 | 
                    31-Aug-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        123-310 | 
                        125-120 | 
                        1-130 | 
                        1.1% | 
                        124-210 | 
                     
                    
                        | High | 
                        125-140 | 
                        125-270 | 
                        0-130 | 
                        0.3% | 
                        126-030 | 
                     
                    
                        | Low | 
                        123-310 | 
                        125-090 | 
                        1-100 | 
                        1.1% | 
                        124-080 | 
                     
                    
                        | Close | 
                        125-090 | 
                        125-200 | 
                        0-110 | 
                        0.3% | 
                        124-110 | 
                     
                    
                        | Range | 
                        1-150 | 
                        0-180 | 
                        -0-290 | 
                        -61.7% | 
                        1-270 | 
                     
                    
                        | ATR | 
                        0-245 | 
                        0-240 | 
                        -0-005 | 
                        -1.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        998,488 | 
                        844,266 | 
                        -154,222 | 
                        -15.4% | 
                        1,750,382 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                127-087 | 
                127-003 | 
                125-299 | 
                 | 
             
            
                | R3 | 
                126-227 | 
                126-143 | 
                125-250 | 
                 | 
             
            
                | R2 | 
                126-047 | 
                126-047 | 
                125-233 | 
                 | 
             
            
                | R1 | 
                125-283 | 
                125-283 | 
                125-216 | 
                126-005 | 
             
            
                | PP | 
                125-187 | 
                125-187 | 
                125-187 | 
                125-208 | 
             
            
                | S1 | 
                125-103 | 
                125-103 | 
                125-184 | 
                125-145 | 
             
            
                | S2 | 
                125-007 | 
                125-007 | 
                125-167 | 
                 | 
             
            
                | S3 | 
                124-147 | 
                124-243 | 
                125-150 | 
                 | 
             
            
                | S4 | 
                123-287 | 
                124-063 | 
                125-101 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Aug-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                130-137 | 
                129-073 | 
                125-114 | 
                 | 
             
            
                | R3 | 
                128-187 | 
                127-123 | 
                124-272 | 
                 | 
             
            
                | R2 | 
                126-237 | 
                126-237 | 
                124-218 | 
                 | 
             
            
                | R1 | 
                125-173 | 
                125-173 | 
                124-164 | 
                125-070 | 
             
            
                | PP | 
                124-287 | 
                124-287 | 
                124-287 | 
                124-235 | 
             
            
                | S1 | 
                123-223 | 
                123-223 | 
                124-056 | 
                123-120 | 
             
            
                | S2 | 
                123-017 | 
                123-017 | 
                124-002 | 
                 | 
             
            
                | S3 | 
                121-067 | 
                121-273 | 
                123-268 | 
                 | 
             
            
                | S4 | 
                119-117 | 
                120-003 | 
                123-106 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                126-030 | 
                123-310 | 
                2-040 | 
                1.7% | 
                0-318 | 
                0.8% | 
                78% | 
                False | 
                False | 
                681,103 | 
                 
                
                | 10 | 
                126-030 | 
                123-310 | 
                2-040 | 
                1.7% | 
                0-279 | 
                0.7% | 
                78% | 
                False | 
                False | 
                384,339 | 
                 
                
                | 20 | 
                126-030 | 
                122-210 | 
                3-140 | 
                2.7% | 
                0-231 | 
                0.6% | 
                86% | 
                False | 
                False | 
                198,754 | 
                 
                
                | 40 | 
                126-030 | 
                120-170 | 
                5-180 | 
                4.4% | 
                0-197 | 
                0.5% | 
                92% | 
                False | 
                False | 
                100,059 | 
                 
                
                | 60 | 
                126-030 | 
                118-220 | 
                7-130 | 
                5.9% | 
                0-160 | 
                0.4% | 
                94% | 
                False | 
                False | 
                66,753 | 
                 
                
                | 80 | 
                126-030 | 
                116-070 | 
                9-280 | 
                7.9% | 
                0-130 | 
                0.3% | 
                95% | 
                False | 
                False | 
                50,071 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            128-075 | 
         
        
            | 
2.618             | 
            127-101 | 
         
        
            | 
1.618             | 
            126-241 | 
         
        
            | 
1.000             | 
            126-130 | 
         
        
            | 
0.618             | 
            126-061 | 
         
        
            | 
HIGH             | 
            125-270 | 
         
        
            | 
0.618             | 
            125-201 | 
         
        
            | 
0.500             | 
            125-180 | 
         
        
            | 
0.382             | 
            125-159 | 
         
        
            | 
LOW             | 
            125-090 | 
         
        
            | 
0.618             | 
            124-299 | 
         
        
            | 
1.000             | 
            124-230 | 
         
        
            | 
1.618             | 
            124-119 | 
         
        
            | 
2.618             | 
            123-259 | 
         
        
            | 
4.250             | 
            122-285 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Aug-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                125-193 | 
                                125-123 | 
                             
                            
                                | PP | 
                                125-187 | 
                                125-047 | 
                             
                            
                                | S1 | 
                                125-180 | 
                                124-290 | 
                             
             
         |