ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Oct-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Oct-2010 | 
                    18-Oct-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        126-190 | 
                        126-085 | 
                        -0-105 | 
                        -0.3% | 
                        127-090 | 
                     
                    
                        | High | 
                        127-030 | 
                        126-305 | 
                        -0-045 | 
                        -0.1% | 
                        127-220 | 
                     
                    
                        | Low | 
                        126-020 | 
                        126-085 | 
                        0-065 | 
                        0.2% | 
                        126-020 | 
                     
                    
                        | Close | 
                        126-075 | 
                        126-285 | 
                        0-210 | 
                        0.5% | 
                        126-075 | 
                     
                    
                        | Range | 
                        1-010 | 
                        0-220 | 
                        -0-110 | 
                        -33.3% | 
                        1-200 | 
                     
                    
                        | ATR | 
                        0-226 | 
                        0-227 | 
                        0-000 | 
                        0.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,641,767 | 
                        829,287 | 
                        -812,480 | 
                        -49.5% | 
                        4,906,384 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                128-245 | 
                128-165 | 
                127-086 | 
                 | 
             
            
                | R3 | 
                128-025 | 
                127-265 | 
                127-026 | 
                 | 
             
            
                | R2 | 
                127-125 | 
                127-125 | 
                127-005 | 
                 | 
             
            
                | R1 | 
                127-045 | 
                127-045 | 
                126-305 | 
                127-085 | 
             
            
                | PP | 
                126-225 | 
                126-225 | 
                126-225 | 
                126-245 | 
             
            
                | S1 | 
                126-145 | 
                126-145 | 
                126-265 | 
                126-185 | 
             
            
                | S2 | 
                126-005 | 
                126-005 | 
                126-245 | 
                 | 
             
            
                | S3 | 
                125-105 | 
                125-245 | 
                126-224 | 
                 | 
             
            
                | S4 | 
                124-205 | 
                125-025 | 
                126-164 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                131-172 | 
                130-163 | 
                127-041 | 
                 | 
             
            
                | R3 | 
                129-292 | 
                128-283 | 
                126-218 | 
                 | 
             
            
                | R2 | 
                128-092 | 
                128-092 | 
                126-170 | 
                 | 
             
            
                | R1 | 
                127-083 | 
                127-083 | 
                126-123 | 
                126-308 | 
             
            
                | PP | 
                126-212 | 
                126-212 | 
                126-212 | 
                126-164 | 
             
            
                | S1 | 
                125-203 | 
                125-203 | 
                126-027 | 
                125-108 | 
             
            
                | S2 | 
                125-012 | 
                125-012 | 
                125-300 | 
                 | 
             
            
                | S3 | 
                123-132 | 
                124-003 | 
                125-252 | 
                 | 
             
            
                | S4 | 
                121-252 | 
                122-123 | 
                125-109 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                127-220 | 
                126-020 | 
                1-200 | 
                1.3% | 
                0-240 | 
                0.6% | 
                51% | 
                False | 
                False | 
                1,127,023 | 
                 
                
                | 10 | 
                127-220 | 
                126-020 | 
                1-200 | 
                1.3% | 
                0-204 | 
                0.5% | 
                51% | 
                False | 
                False | 
                1,037,079 | 
                 
                
                | 20 | 
                127-220 | 
                124-090 | 
                3-130 | 
                2.7% | 
                0-217 | 
                0.5% | 
                77% | 
                False | 
                False | 
                1,095,121 | 
                 
                
                | 40 | 
                127-220 | 
                122-300 | 
                4-240 | 
                3.7% | 
                0-251 | 
                0.6% | 
                83% | 
                False | 
                False | 
                1,017,273 | 
                 
                
                | 60 | 
                127-220 | 
                121-110 | 
                6-110 | 
                5.0% | 
                0-230 | 
                0.6% | 
                87% | 
                False | 
                False | 
                684,769 | 
                 
                
                | 80 | 
                127-220 | 
                120-050 | 
                7-170 | 
                5.9% | 
                0-212 | 
                0.5% | 
                89% | 
                False | 
                False | 
                513,782 | 
                 
                
                | 100 | 
                127-220 | 
                117-140 | 
                10-080 | 
                8.1% | 
                0-180 | 
                0.4% | 
                92% | 
                False | 
                False | 
                411,032 | 
                 
                
                | 120 | 
                127-220 | 
                114-240 | 
                12-300 | 
                10.2% | 
                0-162 | 
                0.4% | 
                94% | 
                False | 
                False | 
                342,529 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            129-280 | 
         
        
            | 
2.618             | 
            128-241 | 
         
        
            | 
1.618             | 
            128-021 | 
         
        
            | 
1.000             | 
            127-205 | 
         
        
            | 
0.618             | 
            127-121 | 
         
        
            | 
HIGH             | 
            126-305 | 
         
        
            | 
0.618             | 
            126-221 | 
         
        
            | 
0.500             | 
            126-195 | 
         
        
            | 
0.382             | 
            126-169 | 
         
        
            | 
LOW             | 
            126-085 | 
         
        
            | 
0.618             | 
            125-269 | 
         
        
            | 
1.000             | 
            125-185 | 
         
        
            | 
1.618             | 
            125-049 | 
         
        
            | 
2.618             | 
            124-149 | 
         
        
            | 
4.250             | 
            123-110 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Oct-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                126-255 | 
                                126-262 | 
                             
                            
                                | PP | 
                                126-225 | 
                                126-238 | 
                             
                            
                                | S1 | 
                                126-195 | 
                                126-215 | 
                             
             
         |