ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 01-Nov-2010

Day Change Summary
	Previous	Current
	29-Oct-2010	01-Nov-2010	Change	Change %	Previous Week
Open	125-275	126-090	0-135	0.3%	126-140
High	126-130	126-215	0-085	0.2%	126-305
Low	125-250	126-025	0-095	0.2%	125-015
Close	126-090	126-100	0-010	0.0%	126-090
Range	0-200	0-190	-0-010	-5.0%	1-290
ATR	0-223	0-221	-0-002	-1.1%	0-000
Volume	1,098,768	966,783	-131,985	-12.0%	5,792,789

Daily Pivots for day following 01-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-043	127-262	126-204
R3	127-173	127-072	126-152
R2	126-303	126-303	126-135
R1	126-202	126-202	126-117	126-252
PP	126-113	126-113	126-113	126-139
S1	126-012	126-012	126-083	126-062
S2	125-243	125-243	126-065
S3	125-053	125-142	126-048
S4	124-183	124-272	125-316

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-260	130-305	127-106
R3	129-290	129-015	126-258
R2	128-000	128-000	126-202
R1	127-045	127-045	126-146	126-198
PP	126-030	126-030	126-030	125-266
S1	125-075	125-075	126-034	124-228
S2	124-060	124-060	125-298
S3	122-090	123-105	125-242
S4	120-120	121-135	125-074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-215	125-015	1-200	1.3%	0-236	0.6%	78%	True	False	1,168,312
10	127-070	125-015	2-055	1.7%	0-214	0.5%	58%	False	False	1,059,723
20	127-220	125-015	2-205	2.1%	0-209	0.5%	48%	False	False	1,048,401
40	127-220	122-300	4-240	3.8%	0-229	0.6%	71%	False	False	1,095,544
60	127-220	122-300	4-240	3.8%	0-235	0.6%	71%	False	False	860,643
80	127-220	120-170	7-050	5.7%	0-221	0.5%	81%	False	False	646,211
100	127-220	118-220	9-000	7.1%	0-197	0.5%	85%	False	False	517,002
120	127-220	116-110	11-110	9.0%	0-171	0.4%	88%	False	False	430,839

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-051
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	129-062
2.618	128-072
1.618	127-202
1.000	127-085
0.618	127-012
HIGH	126-215
0.618	126-142
0.500	126-120
0.382	126-098
LOW	126-025
0.618	125-228
1.000	125-155
1.618	125-038
2.618	124-168
4.250	123-178

Fisher Pivots for day following 01-Nov-2010
Pivot	1 day	3 day
R1	126-120	126-052
PP	126-113	126-005
S1	126-107	125-278

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

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