ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Sep-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Sep-2010 | 
                    29-Sep-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        125-275 | 
                        126-110 | 
                        0-155 | 
                        0.4% | 
                        124-055 | 
                     
                    
                        | High | 
                        126-155 | 
                        126-140 | 
                        -0-015 | 
                        0.0% | 
                        126-025 | 
                     
                    
                        | Low | 
                        125-235 | 
                        126-025 | 
                        0-110 | 
                        0.3% | 
                        124-010 | 
                     
                    
                        | Close | 
                        126-140 | 
                        126-050 | 
                        -0-090 | 
                        -0.2% | 
                        125-070 | 
                     
                    
                        | Range | 
                        0-240 | 
                        0-115 | 
                        -0-125 | 
                        -52.1% | 
                        2-015 | 
                     
                    
                        | ATR | 
                        0-254 | 
                        0-244 | 
                        -0-010 | 
                        -3.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,270,991 | 
                        1,101,603 | 
                        -169,388 | 
                        -13.3% | 
                        5,745,138 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Sep-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                127-097 | 
                127-028 | 
                126-113 | 
                 | 
             
            
                | R3 | 
                126-302 | 
                126-233 | 
                126-082 | 
                 | 
             
            
                | R2 | 
                126-187 | 
                126-187 | 
                126-071 | 
                 | 
             
            
                | R1 | 
                126-118 | 
                126-118 | 
                126-061 | 
                126-095 | 
             
            
                | PP | 
                126-072 | 
                126-072 | 
                126-072 | 
                126-060 | 
             
            
                | S1 | 
                126-003 | 
                126-003 | 
                126-039 | 
                125-300 | 
             
            
                | S2 | 
                125-277 | 
                125-277 | 
                126-029 | 
                 | 
             
            
                | S3 | 
                125-162 | 
                125-208 | 
                126-018 | 
                 | 
             
            
                | S4 | 
                125-047 | 
                125-093 | 
                125-307 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Sep-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                131-080 | 
                130-090 | 
                126-110 | 
                 | 
             
            
                | R3 | 
                129-065 | 
                128-075 | 
                125-250 | 
                 | 
             
            
                | R2 | 
                127-050 | 
                127-050 | 
                125-190 | 
                 | 
             
            
                | R1 | 
                126-060 | 
                126-060 | 
                125-130 | 
                126-215 | 
             
            
                | PP | 
                125-035 | 
                125-035 | 
                125-035 | 
                125-112 | 
             
            
                | S1 | 
                124-045 | 
                124-045 | 
                125-010 | 
                124-200 | 
             
            
                | S2 | 
                123-020 | 
                123-020 | 
                124-270 | 
                 | 
             
            
                | S3 | 
                121-005 | 
                122-030 | 
                124-210 | 
                 | 
             
            
                | S4 | 
                118-310 | 
                120-015 | 
                124-030 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                126-155 | 
                125-050 | 
                1-105 | 
                1.1% | 
                0-211 | 
                0.5% | 
                75% | 
                False | 
                False | 
                1,091,360 | 
                 
                
                | 10 | 
                126-155 | 
                123-165 | 
                2-310 | 
                2.4% | 
                0-228 | 
                0.6% | 
                89% | 
                False | 
                False | 
                1,138,892 | 
                 
                
                | 20 | 
                126-155 | 
                122-300 | 
                3-175 | 
                2.8% | 
                0-262 | 
                0.6% | 
                91% | 
                False | 
                False | 
                1,164,513 | 
                 
                
                | 40 | 
                126-155 | 
                122-210 | 
                3-265 | 
                3.0% | 
                0-246 | 
                0.6% | 
                91% | 
                False | 
                False | 
                681,633 | 
                 
                
                | 60 | 
                126-155 | 
                120-170 | 
                5-305 | 
                4.7% | 
                0-219 | 
                0.5% | 
                94% | 
                False | 
                False | 
                454,877 | 
                 
                
                | 80 | 
                126-155 | 
                118-220 | 
                7-255 | 
                6.2% | 
                0-186 | 
                0.5% | 
                96% | 
                False | 
                False | 
                341,193 | 
                 
                
                | 100 | 
                126-155 | 
                116-070 | 
                10-085 | 
                8.1% | 
                0-157 | 
                0.4% | 
                97% | 
                False | 
                False | 
                272,959 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            127-309 | 
         
        
            | 
2.618             | 
            127-121 | 
         
        
            | 
1.618             | 
            127-006 | 
         
        
            | 
1.000             | 
            126-255 | 
         
        
            | 
0.618             | 
            126-211 | 
         
        
            | 
HIGH             | 
            126-140 | 
         
        
            | 
0.618             | 
            126-096 | 
         
        
            | 
0.500             | 
            126-082 | 
         
        
            | 
0.382             | 
            126-069 | 
         
        
            | 
LOW             | 
            126-025 | 
         
        
            | 
0.618             | 
            125-274 | 
         
        
            | 
1.000             | 
            125-230 | 
         
        
            | 
1.618             | 
            125-159 | 
         
        
            | 
2.618             | 
            125-044 | 
         
        
            | 
4.250             | 
            124-176 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Sep-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                126-082 | 
                                126-018 | 
                             
                            
                                | PP | 
                                126-072 | 
                                125-305 | 
                             
                            
                                | S1 | 
                                126-061 | 
                                125-272 | 
                             
             
         |