ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Oct-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Oct-2010 | 
                    25-Oct-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        126-170 | 
                        126-140 | 
                        -0-030 | 
                        -0.1% | 
                        126-085 | 
                     
                    
                        | High | 
                        126-225 | 
                        126-305 | 
                        0-080 | 
                        0.2% | 
                        127-070 | 
                     
                    
                        | Low | 
                        126-095 | 
                        126-090 | 
                        -0-005 | 
                        0.0% | 
                        126-085 | 
                     
                    
                        | Close | 
                        126-135 | 
                        126-135 | 
                        0-000 | 
                        0.0% | 
                        126-135 | 
                     
                    
                        | Range | 
                        0-130 | 
                        0-215 | 
                        0-085 | 
                        65.4% | 
                        0-305 | 
                     
                    
                        | ATR | 
                        0-215 | 
                        0-215 | 
                        0-000 | 
                        0.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        779,926 | 
                        918,010 | 
                        138,084 | 
                        17.7% | 
                        4,666,953 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                128-182 | 
                128-053 | 
                126-253 | 
                 | 
             
            
                | R3 | 
                127-287 | 
                127-158 | 
                126-194 | 
                 | 
             
            
                | R2 | 
                127-072 | 
                127-072 | 
                126-174 | 
                 | 
             
            
                | R1 | 
                126-263 | 
                126-263 | 
                126-155 | 
                126-220 | 
             
            
                | PP | 
                126-177 | 
                126-177 | 
                126-177 | 
                126-155 | 
             
            
                | S1 | 
                126-048 | 
                126-048 | 
                126-115 | 
                126-005 | 
             
            
                | S2 | 
                125-282 | 
                125-282 | 
                126-096 | 
                 | 
             
            
                | S3 | 
                125-067 | 
                125-153 | 
                126-076 | 
                 | 
             
            
                | S4 | 
                124-172 | 
                124-258 | 
                126-017 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                126-090 | 
                0-300 | 
                0.7% | 
                0-192 | 
                0.5% | 
                15% | 
                False | 
                True | 
                951,135 | 
                 
                
                | 10 | 
                127-220 | 
                126-020 | 
                1-200 | 
                1.3% | 
                0-216 | 
                0.5% | 
                22% | 
                False | 
                False | 
                1,039,079 | 
                 
                
                | 20 | 
                127-220 | 
                125-100 | 
                2-120 | 
                1.9% | 
                0-202 | 
                0.5% | 
                47% | 
                False | 
                False | 
                1,046,790 | 
                 
                
                | 40 | 
                127-220 | 
                122-300 | 
                4-240 | 
                3.8% | 
                0-239 | 
                0.6% | 
                73% | 
                False | 
                False | 
                1,092,405 | 
                 
                
                | 60 | 
                127-220 | 
                122-160 | 
                5-060 | 
                4.1% | 
                0-231 | 
                0.6% | 
                76% | 
                False | 
                False | 
                763,915 | 
                 
                
                | 80 | 
                127-220 | 
                120-170 | 
                7-050 | 
                5.7% | 
                0-214 | 
                0.5% | 
                82% | 
                False | 
                False | 
                573,218 | 
                 
                
                | 100 | 
                127-220 | 
                118-220 | 
                9-000 | 
                7.1% | 
                0-189 | 
                0.5% | 
                86% | 
                False | 
                False | 
                458,587 | 
                 
                
                | 120 | 
                127-220 | 
                116-070 | 
                11-150 | 
                9.1% | 
                0-166 | 
                0.4% | 
                89% | 
                False | 
                False | 
                382,160 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            129-259 | 
         
        
            | 
2.618             | 
            128-228 | 
         
        
            | 
1.618             | 
            128-013 | 
         
        
            | 
1.000             | 
            127-200 | 
         
        
            | 
0.618             | 
            127-118 | 
         
        
            | 
HIGH             | 
            126-305 | 
         
        
            | 
0.618             | 
            126-223 | 
         
        
            | 
0.500             | 
            126-198 | 
         
        
            | 
0.382             | 
            126-172 | 
         
        
            | 
LOW             | 
            126-090 | 
         
        
            | 
0.618             | 
            125-277 | 
         
        
            | 
1.000             | 
            125-195 | 
         
        
            | 
1.618             | 
            125-062 | 
         
        
            | 
2.618             | 
            124-167 | 
         
        
            | 
4.250             | 
            123-136 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Oct-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                126-198 | 
                                126-212 | 
                             
                            
                                | PP | 
                                126-177 | 
                                126-187 | 
                             
                            
                                | S1 | 
                                126-156 | 
                                126-161 | 
                             
             
         |