ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Sep-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Sep-2010 | 
                    20-Sep-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        123-280 | 
                        124-055 | 
                        0-095 | 
                        0.2% | 
                        123-110 | 
                     
                    
                        | High | 
                        124-115 | 
                        124-150 | 
                        0-035 | 
                        0.1% | 
                        124-210 | 
                     
                    
                        | Low | 
                        123-165 | 
                        124-010 | 
                        0-165 | 
                        0.4% | 
                        122-300 | 
                     
                    
                        | Close | 
                        124-045 | 
                        124-130 | 
                        0-085 | 
                        0.2% | 
                        124-045 | 
                     
                    
                        | Range | 
                        0-270 | 
                        0-140 | 
                        -0-130 | 
                        -48.1% | 
                        1-230 | 
                     
                    
                        | ATR | 
                        0-266 | 
                        0-257 | 
                        -0-009 | 
                        -3.4% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,132,590 | 
                        826,261 | 
                        -306,329 | 
                        -27.0% | 
                        5,841,811 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Sep-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125-197 | 
                125-143 | 
                124-207 | 
                 | 
             
            
                | R3 | 
                125-057 | 
                125-003 | 
                124-168 | 
                 | 
             
            
                | R2 | 
                124-237 | 
                124-237 | 
                124-156 | 
                 | 
             
            
                | R1 | 
                124-183 | 
                124-183 | 
                124-143 | 
                124-210 | 
             
            
                | PP | 
                124-097 | 
                124-097 | 
                124-097 | 
                124-110 | 
             
            
                | S1 | 
                124-043 | 
                124-043 | 
                124-117 | 
                124-070 | 
             
            
                | S2 | 
                123-277 | 
                123-277 | 
                124-104 | 
                 | 
             
            
                | S3 | 
                123-137 | 
                123-223 | 
                124-092 | 
                 | 
             
            
                | S4 | 
                122-317 | 
                123-083 | 
                124-053 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                123-165 | 
                1-045 | 
                0.9% | 
                0-223 | 
                0.6% | 
                78% | 
                False | 
                False | 
                1,153,652 | 
                 
                
                | 10 | 
                125-035 | 
                122-300 | 
                2-055 | 
                1.7% | 
                0-267 | 
                0.7% | 
                68% | 
                False | 
                False | 
                1,132,209 | 
                 
                
                | 20 | 
                126-030 | 
                122-300 | 
                3-050 | 
                2.5% | 
                0-286 | 
                0.7% | 
                47% | 
                False | 
                False | 
                939,425 | 
                 
                
                | 40 | 
                126-030 | 
                121-110 | 
                4-240 | 
                3.8% | 
                0-236 | 
                0.6% | 
                64% | 
                False | 
                False | 
                479,593 | 
                 
                
                | 60 | 
                126-030 | 
                120-050 | 
                5-300 | 
                4.8% | 
                0-210 | 
                0.5% | 
                72% | 
                False | 
                False | 
                320,003 | 
                 
                
                | 80 | 
                126-030 | 
                117-140 | 
                8-210 | 
                7.0% | 
                0-170 | 
                0.4% | 
                81% | 
                False | 
                False | 
                240,010 | 
                 
                
                | 100 | 
                126-030 | 
                114-240 | 
                11-110 | 
                9.1% | 
                0-150 | 
                0.4% | 
                85% | 
                False | 
                False | 
                192,011 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            126-105 | 
         
        
            | 
2.618             | 
            125-197 | 
         
        
            | 
1.618             | 
            125-057 | 
         
        
            | 
1.000             | 
            124-290 | 
         
        
            | 
0.618             | 
            124-237 | 
         
        
            | 
HIGH             | 
            124-150 | 
         
        
            | 
0.618             | 
            124-097 | 
         
        
            | 
0.500             | 
            124-080 | 
         
        
            | 
0.382             | 
            124-063 | 
         
        
            | 
LOW             | 
            124-010 | 
         
        
            | 
0.618             | 
            123-243 | 
         
        
            | 
1.000             | 
            123-190 | 
         
        
            | 
1.618             | 
            123-103 | 
         
        
            | 
2.618             | 
            122-283 | 
         
        
            | 
4.250             | 
            122-055 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Sep-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                124-113 | 
                                124-087 | 
                             
                            
                                | PP | 
                                124-097 | 
                                124-043 | 
                             
                            
                                | S1 | 
                                124-080 | 
                                124-000 | 
                             
             
         |