ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Sep-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Sep-2010 | 
                    17-Sep-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        124-060 | 
                        123-280 | 
                        -0-100 | 
                        -0.3% | 
                        123-110 | 
                     
                    
                        | High | 
                        124-155 | 
                        124-115 | 
                        -0-040 | 
                        -0.1% | 
                        124-210 | 
                     
                    
                        | Low | 
                        123-200 | 
                        123-165 | 
                        -0-035 | 
                        -0.1% | 
                        122-300 | 
                     
                    
                        | Close | 
                        123-290 | 
                        124-045 | 
                        0-075 | 
                        0.2% | 
                        124-045 | 
                     
                    
                        | Range | 
                        0-275 | 
                        0-270 | 
                        -0-005 | 
                        -1.8% | 
                        1-230 | 
                     
                    
                        | ATR | 
                        0-266 | 
                        0-266 | 
                        0-000 | 
                        0.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,335,183 | 
                        1,132,590 | 
                        -202,593 | 
                        -15.2% | 
                        5,841,811 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Sep-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                126-172 | 
                126-058 | 
                124-194 | 
                 | 
             
            
                | R3 | 
                125-222 | 
                125-108 | 
                124-119 | 
                 | 
             
            
                | R2 | 
                124-272 | 
                124-272 | 
                124-094 | 
                 | 
             
            
                | R1 | 
                124-158 | 
                124-158 | 
                124-070 | 
                124-215 | 
             
            
                | PP | 
                124-002 | 
                124-002 | 
                124-002 | 
                124-030 | 
             
            
                | S1 | 
                123-208 | 
                123-208 | 
                124-020 | 
                123-265 | 
             
            
                | S2 | 
                123-052 | 
                123-052 | 
                123-316 | 
                 | 
             
            
                | S3 | 
                122-102 | 
                122-258 | 
                123-291 | 
                 | 
             
            
                | S4 | 
                121-152 | 
                121-308 | 
                123-216 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Sep-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                129-022 | 
                128-103 | 
                125-028 | 
                 | 
             
            
                | R3 | 
                127-112 | 
                126-193 | 
                124-196 | 
                 | 
             
            
                | R2 | 
                125-202 | 
                125-202 | 
                124-146 | 
                 | 
             
            
                | R1 | 
                124-283 | 
                124-283 | 
                124-095 | 
                125-082 | 
             
            
                | PP | 
                123-292 | 
                123-292 | 
                123-292 | 
                124-031 | 
             
            
                | S1 | 
                123-053 | 
                123-053 | 
                123-315 | 
                123-172 | 
             
            
                | S2 | 
                122-062 | 
                122-062 | 
                123-264 | 
                 | 
             
            
                | S3 | 
                120-152 | 
                121-143 | 
                123-214 | 
                 | 
             
            
                | S4 | 
                118-242 | 
                119-233 | 
                123-062 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                124-210 | 
                122-300 | 
                1-230 | 
                1.4% | 
                0-265 | 
                0.7% | 
                70% | 
                False | 
                False | 
                1,168,362 | 
                 
                
                | 10 | 
                125-035 | 
                122-300 | 
                2-055 | 
                1.7% | 
                0-294 | 
                0.7% | 
                55% | 
                False | 
                False | 
                1,158,373 | 
                 
                
                | 20 | 
                126-030 | 
                122-300 | 
                3-050 | 
                2.5% | 
                0-291 | 
                0.7% | 
                38% | 
                False | 
                False | 
                903,196 | 
                 
                
                | 40 | 
                126-030 | 
                121-110 | 
                4-240 | 
                3.8% | 
                0-237 | 
                0.6% | 
                59% | 
                False | 
                False | 
                458,990 | 
                 
                
                | 60 | 
                126-030 | 
                120-050 | 
                5-300 | 
                4.8% | 
                0-210 | 
                0.5% | 
                67% | 
                False | 
                False | 
                306,233 | 
                 
                
                | 80 | 
                126-030 | 
                117-140 | 
                8-210 | 
                7.0% | 
                0-169 | 
                0.4% | 
                77% | 
                False | 
                False | 
                229,683 | 
                 
                
                | 100 | 
                126-030 | 
                114-090 | 
                11-260 | 
                9.5% | 
                0-149 | 
                0.4% | 
                83% | 
                False | 
                False | 
                183,748 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            127-302 | 
         
        
            | 
2.618             | 
            126-182 | 
         
        
            | 
1.618             | 
            125-232 | 
         
        
            | 
1.000             | 
            125-065 | 
         
        
            | 
0.618             | 
            124-282 | 
         
        
            | 
HIGH             | 
            124-115 | 
         
        
            | 
0.618             | 
            124-012 | 
         
        
            | 
0.500             | 
            123-300 | 
         
        
            | 
0.382             | 
            123-268 | 
         
        
            | 
LOW             | 
            123-165 | 
         
        
            | 
0.618             | 
            122-318 | 
         
        
            | 
1.000             | 
            122-215 | 
         
        
            | 
1.618             | 
            122-048 | 
         
        
            | 
2.618             | 
            121-098 | 
         
        
            | 
4.250             | 
            119-298 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Sep-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                124-023 | 
                                124-039 | 
                             
                            
                                | PP | 
                                124-002 | 
                                124-033 | 
                             
                            
                                | S1 | 
                                123-300 | 
                                124-028 | 
                             
             
         |