ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 15-Nov-2010

Day Change Summary
	Previous	Current
	12-Nov-2010	15-Nov-2010	Change	Change %	Previous Week
Open	126-230	125-285	-0-265	-0.7%	127-155
High	127-050	125-300	-1-070	-1.0%	127-215
Low	125-185	124-150	-1-035	-0.9%	125-185
Close	125-300	124-245	-1-055	-0.9%	125-300
Range	1-185	1-150	-0-035	-6.9%	2-030
ATR	0-271	0-285	0-014	5.2%	0-000
Volume	1,463,220	1,720,343	257,123	17.6%	5,296,451

Daily Pivots for day following 15-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-148	128-187	125-184
R3	127-318	127-037	125-054
R2	126-168	126-168	125-011
R1	125-207	125-207	124-288	125-112
PP	125-018	125-018	125-018	124-291
S1	124-057	124-057	124-202	123-282
S2	123-188	123-188	124-159
S3	122-038	122-227	124-116
S4	120-208	121-077	123-306

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	132-217	131-128	127-028
R3	130-187	129-098	126-164
R2	128-157	128-157	126-103
R1	127-068	127-068	126-041	126-258
PP	126-127	126-127	126-127	126-061
S1	125-038	125-038	125-239	124-228
S2	124-097	124-097	125-177
S3	122-067	123-008	125-116
S4	120-037	120-298	124-252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-215	124-150	3-065	2.6%	1-082	1.0%	9%	False	True	1,274,325
10	128-010	124-150	3-180	2.9%	0-315	0.8%	8%	False	True	1,182,599
20	128-010	124-150	3-180	2.9%	0-264	0.7%	8%	False	True	1,121,161
40	128-010	124-090	3-240	3.0%	0-241	0.6%	13%	False	False	1,108,141
60	128-010	122-300	5-030	4.1%	0-256	0.6%	36%	False	False	1,051,902
80	128-010	121-110	6-220	5.4%	0-239	0.6%	51%	False	False	793,867
100	128-010	120-050	7-280	6.3%	0-222	0.6%	59%	False	False	635,258
120	128-010	117-140	10-190	8.5%	0-194	0.5%	69%	False	False	529,387

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	0-072
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-058
2.618	129-250
1.618	128-100
1.000	127-130
0.618	126-270
HIGH	125-300
0.618	125-120
0.500	125-065
0.382	125-010
LOW	124-150
0.618	123-180
1.000	123-000
1.618	122-030
2.618	120-200
4.250	118-072

Fisher Pivots for day following 15-Nov-2010
Pivot	1 day	3 day
R1	125-065	125-272
PP	125-018	125-157
S1	124-292	125-041

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

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