ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Oct-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Oct-2010 | 
                    19-Oct-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        126-085 | 
                        126-240 | 
                        0-155 | 
                        0.4% | 
                        127-090 | 
                     
                    
                        | High | 
                        126-305 | 
                        127-060 | 
                        0-075 | 
                        0.2% | 
                        127-220 | 
                     
                    
                        | Low | 
                        126-085 | 
                        126-125 | 
                        0-040 | 
                        0.1% | 
                        126-020 | 
                     
                    
                        | Close | 
                        126-285 | 
                        127-010 | 
                        0-045 | 
                        0.1% | 
                        126-075 | 
                     
                    
                        | Range | 
                        0-220 | 
                        0-255 | 
                        0-035 | 
                        15.9% | 
                        1-200 | 
                     
                    
                        | ATR | 
                        0-227 | 
                        0-229 | 
                        0-002 | 
                        0.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        829,287 | 
                        1,137,058 | 
                        307,771 | 
                        37.1% | 
                        4,906,384 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                129-083 | 
                128-302 | 
                127-150 | 
                 | 
             
            
                | R3 | 
                128-148 | 
                128-047 | 
                127-080 | 
                 | 
             
            
                | R2 | 
                127-213 | 
                127-213 | 
                127-057 | 
                 | 
             
            
                | R1 | 
                127-112 | 
                127-112 | 
                127-033 | 
                127-162 | 
             
            
                | PP | 
                126-278 | 
                126-278 | 
                126-278 | 
                126-304 | 
             
            
                | S1 | 
                126-177 | 
                126-177 | 
                126-307 | 
                126-228 | 
             
            
                | S2 | 
                126-023 | 
                126-023 | 
                126-283 | 
                 | 
             
            
                | S3 | 
                125-088 | 
                125-242 | 
                126-260 | 
                 | 
             
            
                | S4 | 
                124-153 | 
                124-307 | 
                126-190 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                127-090 | 
                126-020 | 
                1-070 | 
                1.0% | 
                0-245 | 
                0.6% | 
                79% | 
                False | 
                False | 
                1,176,629 | 
                 
                
                | 10 | 
                127-220 | 
                126-020 | 
                1-200 | 
                1.3% | 
                0-218 | 
                0.5% | 
                60% | 
                False | 
                False | 
                1,043,229 | 
                 
                
                | 20 | 
                127-220 | 
                125-050 | 
                2-170 | 
                2.0% | 
                0-210 | 
                0.5% | 
                74% | 
                False | 
                False | 
                1,083,397 | 
                 
                
                | 40 | 
                127-220 | 
                122-300 | 
                4-240 | 
                3.7% | 
                0-254 | 
                0.6% | 
                86% | 
                False | 
                False | 
                1,043,869 | 
                 
                
                | 60 | 
                127-220 | 
                121-110 | 
                6-110 | 
                5.0% | 
                0-232 | 
                0.6% | 
                90% | 
                False | 
                False | 
                703,711 | 
                 
                
                | 80 | 
                127-220 | 
                120-170 | 
                7-050 | 
                5.6% | 
                0-213 | 
                0.5% | 
                91% | 
                False | 
                False | 
                527,993 | 
                 
                
                | 100 | 
                127-220 | 
                117-140 | 
                10-080 | 
                8.1% | 
                0-182 | 
                0.4% | 
                94% | 
                False | 
                False | 
                422,402 | 
                 
                
                | 120 | 
                127-220 | 
                114-240 | 
                12-300 | 
                10.2% | 
                0-164 | 
                0.4% | 
                95% | 
                False | 
                False | 
                352,005 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            130-184 | 
         
        
            | 
2.618             | 
            129-088 | 
         
        
            | 
1.618             | 
            128-153 | 
         
        
            | 
1.000             | 
            127-315 | 
         
        
            | 
0.618             | 
            127-218 | 
         
        
            | 
HIGH             | 
            127-060 | 
         
        
            | 
0.618             | 
            126-283 | 
         
        
            | 
0.500             | 
            126-252 | 
         
        
            | 
0.382             | 
            126-222 | 
         
        
            | 
LOW             | 
            126-125 | 
         
        
            | 
0.618             | 
            125-287 | 
         
        
            | 
1.000             | 
            125-190 | 
         
        
            | 
1.618             | 
            125-032 | 
         
        
            | 
2.618             | 
            124-097 | 
         
        
            | 
4.250             | 
            123-001 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Oct-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                126-304 | 
                                126-287 | 
                             
                            
                                | PP | 
                                126-278 | 
                                126-243 | 
                             
                            
                                | S1 | 
                                126-252 | 
                                126-200 | 
                             
             
         |