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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |