ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Oct-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Oct-2010 | 
                    26-Oct-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        126-140 | 
                        126-100 | 
                        -0-040 | 
                        -0.1% | 
                        126-085 | 
                     
                    
                        | High | 
                        126-305 | 
                        126-140 | 
                        -0-165 | 
                        -0.4% | 
                        127-070 | 
                     
                    
                        | Low | 
                        126-090 | 
                        125-200 | 
                        -0-210 | 
                        -0.5% | 
                        126-085 | 
                     
                    
                        | Close | 
                        126-135 | 
                        125-230 | 
                        -0-225 | 
                        -0.6% | 
                        126-135 | 
                     
                    
                        | Range | 
                        0-215 | 
                        0-260 | 
                        0-045 | 
                        20.9% | 
                        0-305 | 
                     
                    
                        | ATR | 
                        0-215 | 
                        0-219 | 
                        0-003 | 
                        1.5% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        918,010 | 
                        1,313,158 | 
                        395,148 | 
                        43.0% | 
                        4,666,953 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                128-117 | 
                127-273 | 
                126-053 | 
                 | 
             
            
                | R3 | 
                127-177 | 
                127-013 | 
                125-302 | 
                 | 
             
            
                | R2 | 
                126-237 | 
                126-237 | 
                125-278 | 
                 | 
             
            
                | R1 | 
                126-073 | 
                126-073 | 
                125-254 | 
                126-025 | 
             
            
                | PP | 
                125-297 | 
                125-297 | 
                125-297 | 
                125-272 | 
             
            
                | S1 | 
                125-133 | 
                125-133 | 
                125-206 | 
                125-085 | 
             
            
                | S2 | 
                125-037 | 
                125-037 | 
                125-182 | 
                 | 
             
            
                | S3 | 
                124-097 | 
                124-193 | 
                125-158 | 
                 | 
             
            
                | S4 | 
                123-157 | 
                123-253 | 
                125-087 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                125-200 | 
                1-190 | 
                1.3% | 
                0-193 | 
                0.5% | 
                6% | 
                False | 
                True | 
                986,355 | 
                 
                
                | 10 | 
                127-090 | 
                125-200 | 
                1-210 | 
                1.3% | 
                0-219 | 
                0.5% | 
                6% | 
                False | 
                True | 
                1,081,492 | 
                 
                
                | 20 | 
                127-220 | 
                125-100 | 
                2-120 | 
                1.9% | 
                0-204 | 
                0.5% | 
                17% | 
                False | 
                False | 
                1,048,898 | 
                 
                
                | 40 | 
                127-220 | 
                122-300 | 
                4-240 | 
                3.8% | 
                0-234 | 
                0.6% | 
                59% | 
                False | 
                False | 
                1,100,272 | 
                 
                
                | 60 | 
                127-220 | 
                122-160 | 
                5-060 | 
                4.1% | 
                0-234 | 
                0.6% | 
                62% | 
                False | 
                False | 
                785,722 | 
                 
                
                | 80 | 
                127-220 | 
                120-170 | 
                7-050 | 
                5.7% | 
                0-215 | 
                0.5% | 
                72% | 
                False | 
                False | 
                589,617 | 
                 
                
                | 100 | 
                127-220 | 
                118-220 | 
                9-000 | 
                7.2% | 
                0-190 | 
                0.5% | 
                78% | 
                False | 
                False | 
                471,719 | 
                 
                
                | 120 | 
                127-220 | 
                116-070 | 
                11-150 | 
                9.1% | 
                0-163 | 
                0.4% | 
                83% | 
                False | 
                False | 
                393,102 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            129-285 | 
         
        
            | 
2.618             | 
            128-181 | 
         
        
            | 
1.618             | 
            127-241 | 
         
        
            | 
1.000             | 
            127-080 | 
         
        
            | 
0.618             | 
            126-301 | 
         
        
            | 
HIGH             | 
            126-140 | 
         
        
            | 
0.618             | 
            126-041 | 
         
        
            | 
0.500             | 
            126-010 | 
         
        
            | 
0.382             | 
            125-299 | 
         
        
            | 
LOW             | 
            125-200 | 
         
        
            | 
0.618             | 
            125-039 | 
         
        
            | 
1.000             | 
            124-260 | 
         
        
            | 
1.618             | 
            124-099 | 
         
        
            | 
2.618             | 
            123-159 | 
         
        
            | 
4.250             | 
            122-055 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Oct-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                126-010 | 
                                126-092 | 
                             
                            
                                | PP | 
                                125-297 | 
                                126-032 | 
                             
                            
                                | S1 | 
                                125-263 | 
                                125-291 | 
                             
             
         |