ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Nov-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Nov-2010 | 
                    02-Nov-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        126-090 | 
                        126-080 | 
                        -0-010 | 
                        0.0% | 
                        126-140 | 
                     
                    
                        | High | 
                        126-215 | 
                        126-195 | 
                        -0-020 | 
                        0.0% | 
                        126-305 | 
                     
                    
                        | Low | 
                        126-025 | 
                        126-060 | 
                        0-035 | 
                        0.1% | 
                        125-015 | 
                     
                    
                        | Close | 
                        126-100 | 
                        126-170 | 
                        0-070 | 
                        0.2% | 
                        126-090 | 
                     
                    
                        | Range | 
                        0-190 | 
                        0-135 | 
                        -0-055 | 
                        -28.9% | 
                        1-290 | 
                     
                    
                        | ATR | 
                        0-221 | 
                        0-215 | 
                        -0-006 | 
                        -2.8% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        966,783 | 
                        676,993 | 
                        -289,790 | 
                        -30.0% | 
                        5,792,789 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                127-227 | 
                127-173 | 
                126-244 | 
                 | 
             
            
                | R3 | 
                127-092 | 
                127-038 | 
                126-207 | 
                 | 
             
            
                | R2 | 
                126-277 | 
                126-277 | 
                126-195 | 
                 | 
             
            
                | R1 | 
                126-223 | 
                126-223 | 
                126-182 | 
                126-250 | 
             
            
                | PP | 
                126-142 | 
                126-142 | 
                126-142 | 
                126-155 | 
             
            
                | S1 | 
                126-088 | 
                126-088 | 
                126-158 | 
                126-115 | 
             
            
                | S2 | 
                126-007 | 
                126-007 | 
                126-145 | 
                 | 
             
            
                | S3 | 
                125-192 | 
                125-273 | 
                126-133 | 
                 | 
             
            
                | S4 | 
                125-057 | 
                125-138 | 
                126-096 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                0-211 | 
                0.5% | 
                91% | 
                False | 
                False | 
                1,041,079 | 
                 
                
                | 10 | 
                127-070 | 
                125-015 | 
                2-055 | 
                1.7% | 
                0-202 | 
                0.5% | 
                68% | 
                False | 
                False | 
                1,013,717 | 
                 
                
                | 20 | 
                127-220 | 
                125-015 | 
                2-205 | 
                2.1% | 
                0-210 | 
                0.5% | 
                56% | 
                False | 
                False | 
                1,028,473 | 
                 
                
                | 40 | 
                127-220 | 
                122-300 | 
                4-240 | 
                3.8% | 
                0-223 | 
                0.6% | 
                76% | 
                False | 
                False | 
                1,079,268 | 
                 
                
                | 60 | 
                127-220 | 
                122-300 | 
                4-240 | 
                3.8% | 
                0-236 | 
                0.6% | 
                76% | 
                False | 
                False | 
                871,721 | 
                 
                
                | 80 | 
                127-220 | 
                120-170 | 
                7-050 | 
                5.7% | 
                0-221 | 
                0.5% | 
                84% | 
                False | 
                False | 
                654,666 | 
                 
                
                | 100 | 
                127-220 | 
                118-220 | 
                9-000 | 
                7.1% | 
                0-199 | 
                0.5% | 
                87% | 
                False | 
                False | 
                523,772 | 
                 
                
                | 120 | 
                127-220 | 
                117-090 | 
                10-130 | 
                8.2% | 
                0-172 | 
                0.4% | 
                89% | 
                False | 
                False | 
                436,480 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            128-129 | 
         
        
            | 
2.618             | 
            127-228 | 
         
        
            | 
1.618             | 
            127-093 | 
         
        
            | 
1.000             | 
            127-010 | 
         
        
            | 
0.618             | 
            126-278 | 
         
        
            | 
HIGH             | 
            126-195 | 
         
        
            | 
0.618             | 
            126-143 | 
         
        
            | 
0.500             | 
            126-128 | 
         
        
            | 
0.382             | 
            126-112 | 
         
        
            | 
LOW             | 
            126-060 | 
         
        
            | 
0.618             | 
            125-297 | 
         
        
            | 
1.000             | 
            125-245 | 
         
        
            | 
1.618             | 
            125-162 | 
         
        
            | 
2.618             | 
            125-027 | 
         
        
            | 
4.250             | 
            124-126 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Nov-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                126-156 | 
                                126-138 | 
                             
                            
                                | PP | 
                                126-142 | 
                                126-105 | 
                             
                            
                                | S1 | 
                                126-128 | 
                                126-072 | 
                             
             
         |