ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 22-Oct-2010

Day Change Summary
	Previous	Current
	21-Oct-2010	22-Oct-2010	Change	Change %	Previous Week
Open	126-305	126-170	-0-135	-0.3%	126-085
High	127-015	126-225	-0-110	-0.3%	127-070
Low	126-150	126-095	-0-055	-0.1%	126-085
Close	126-205	126-135	-0-070	-0.2%	126-135
Range	0-185	0-130	-0-055	-29.7%	0-305
ATR	0-222	0-215	-0-007	-3.0%	0-000
Volume	997,495	779,926	-217,569	-21.8%	4,666,953

Daily Pivots for day following 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-222	127-148	126-206
R3	127-092	127-018	126-171
R2	126-282	126-282	126-159
R1	126-208	126-208	126-147	126-180
PP	126-152	126-152	126-152	126-138
S1	126-078	126-078	126-123	126-050
S2	126-022	126-022	126-111
S3	125-212	125-268	126-099
S4	125-082	125-138	126-064

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-158	128-292	126-303
R3	128-173	127-307	126-219
R2	127-188	127-188	126-191
R1	127-002	127-002	126-163	127-095
PP	126-203	126-203	126-203	126-250
S1	126-017	126-017	126-107	126-110
S2	125-218	125-218	126-079
S3	124-233	125-032	126-051
S4	123-248	124-047	125-287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-070	126-085	0-305	0.8%	0-193	0.5%	16%	False	False	933,390
10	127-220	126-020	1-200	1.3%	0-200	0.5%	22%	False	False	957,333
20	127-220	125-070	2-150	2.0%	0-205	0.5%	49%	False	False	1,041,060
40	127-220	122-300	4-240	3.8%	0-245	0.6%	73%	False	False	1,087,173
60	127-220	122-140	5-080	4.2%	0-231	0.6%	76%	False	False	748,646
80	127-220	120-170	7-050	5.7%	0-214	0.5%	82%	False	False	561,748
100	127-220	118-100	9-120	7.4%	0-186	0.5%	87%	False	False	449,407
120	127-220	115-250	11-290	9.4%	0-167	0.4%	89%	False	False	374,510

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-064
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	128-138
2.618	127-245
1.618	127-115
1.000	127-035
0.618	126-305
HIGH	126-225
0.618	126-175
0.500	126-160
0.382	126-145
LOW	126-095
0.618	126-015
1.000	125-285
1.618	125-205
2.618	125-075
4.250	124-182

Fisher Pivots for day following 22-Oct-2010
Pivot	1 day	3 day
R1	126-160	126-242
PP	126-152	126-207
S1	126-143	126-171

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These figures are updated between 7pm and 10pm EST after a trading day.

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