ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 11-Nov-2010

Day Change Summary
	Previous	Current
	10-Nov-2010	11-Nov-2010	Change	Change %	Previous Week
Open	126-170	127-005	0-155	0.4%	126-090
High	127-010	127-075	0-065	0.2%	128-010
Low	125-280	126-135	0-175	0.4%	126-025
Close	126-310	126-155	-0-155	-0.4%	127-135
Range	1-050	0-260	-0-110	-29.7%	1-305
ATR	0-252	0-253	0-001	0.2%	0-000
Volume	1,632,472	289,744	-1,342,728	-82.3%	5,775,984

Daily Pivots for day following 11-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-048	128-202	126-298
R3	128-108	127-262	126-226
R2	127-168	127-168	126-203
R1	127-002	127-002	126-179	126-275
PP	126-228	126-228	126-228	126-205
S1	126-062	126-062	126-131	126-015
S2	125-288	125-288	126-107
S3	125-028	125-122	126-084
S4	124-088	124-182	126-012

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	133-012	132-058	128-159
R3	131-027	130-073	127-307
R2	129-042	129-042	127-250
R1	128-088	128-088	127-192	128-225
PP	127-057	127-057	127-057	127-125
S1	126-103	126-103	127-078	126-240
S2	125-072	125-072	127-020
S3	123-087	124-118	126-283
S4	121-102	122-133	126-111

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-285	125-280	2-005	1.6%	0-282	0.7%	30%	False	False	1,030,241
10	128-010	125-250	2-080	1.8%	0-256	0.6%	31%	False	False	1,070,798
20	128-010	125-015	2-315	2.4%	0-243	0.6%	48%	False	False	1,085,536
40	128-010	123-165	4-165	3.6%	0-226	0.6%	66%	False	False	1,077,523
60	128-010	122-300	5-030	4.0%	0-248	0.6%	70%	False	False	1,002,128
80	128-010	121-110	6-220	5.3%	0-231	0.6%	77%	False	False	754,147
100	128-010	119-250	8-080	6.5%	0-216	0.5%	81%	False	False	603,424
120	128-010	117-140	10-190	8.4%	0-188	0.5%	85%	False	False	502,858

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-066
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-220
2.618	129-116
1.618	128-176
1.000	128-015
0.618	127-236
HIGH	127-075
0.618	126-296
0.500	126-265
0.382	126-234
LOW	126-135
0.618	125-294
1.000	125-195
1.618	125-034
2.618	124-094
4.250	122-310

Fisher Pivots for day following 11-Nov-2010
Pivot	1 day	3 day
R1	126-265	126-248
PP	126-228	126-217
S1	126-192	126-186

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

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