ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Nov-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Nov-2010 | 
                    18-Nov-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        125-005 | 
                        124-255 | 
                        -0-070 | 
                        -0.2% | 
                        127-155 | 
                     
                    
                        | High | 
                        125-100 | 
                        124-280 | 
                        -0-140 | 
                        -0.3% | 
                        127-215 | 
                     
                    
                        | Low | 
                        124-210 | 
                        124-015 | 
                        -0-195 | 
                        -0.5% | 
                        125-185 | 
                     
                    
                        | Close | 
                        124-280 | 
                        124-155 | 
                        -0-125 | 
                        -0.3% | 
                        125-300 | 
                     
                    
                        | Range | 
                        0-210 | 
                        0-265 | 
                        0-055 | 
                        26.2% | 
                        2-030 | 
                     
                    
                        | ATR | 
                        0-279 | 
                        0-278 | 
                        -0-001 | 
                        -0.4% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,198,458 | 
                        1,212,196 | 
                        13,738 | 
                        1.1% | 
                        5,296,451 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                126-305 | 
                126-175 | 
                124-301 | 
                 | 
             
            
                | R3 | 
                126-040 | 
                125-230 | 
                124-228 | 
                 | 
             
            
                | R2 | 
                125-095 | 
                125-095 | 
                124-204 | 
                 | 
             
            
                | R1 | 
                124-285 | 
                124-285 | 
                124-179 | 
                124-218 | 
             
            
                | PP | 
                124-150 | 
                124-150 | 
                124-150 | 
                124-116 | 
             
            
                | S1 | 
                124-020 | 
                124-020 | 
                124-131 | 
                123-272 | 
             
            
                | S2 | 
                123-205 | 
                123-205 | 
                124-106 | 
                 | 
             
            
                | S3 | 
                122-260 | 
                123-075 | 
                124-082 | 
                 | 
             
            
                | S4 | 
                121-315 | 
                122-130 | 
                124-009 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                127-050 | 
                124-015 | 
                3-035 | 
                2.5% | 
                1-024 | 
                0.9% | 
                14% | 
                False | 
                True | 
                1,441,990 | 
                 
                
                | 10 | 
                127-285 | 
                124-015 | 
                3-270 | 
                3.1% | 
                0-313 | 
                0.8% | 
                11% | 
                False | 
                True | 
                1,236,116 | 
                 
                
                | 20 | 
                128-010 | 
                124-015 | 
                3-315 | 
                3.2% | 
                0-271 | 
                0.7% | 
                11% | 
                False | 
                True | 
                1,169,594 | 
                 
                
                | 40 | 
                128-010 | 
                124-015 | 
                3-315 | 
                3.2% | 
                0-240 | 
                0.6% | 
                11% | 
                False | 
                True | 
                1,114,164 | 
                 
                
                | 60 | 
                128-010 | 
                122-300 | 
                5-030 | 
                4.1% | 
                0-254 | 
                0.6% | 
                30% | 
                False | 
                False | 
                1,110,618 | 
                 
                
                | 80 | 
                128-010 | 
                121-280 | 
                6-050 | 
                4.9% | 
                0-242 | 
                0.6% | 
                42% | 
                False | 
                False | 
                844,168 | 
                 
                
                | 100 | 
                128-010 | 
                120-170 | 
                7-160 | 
                6.0% | 
                0-225 | 
                0.6% | 
                53% | 
                False | 
                False | 
                675,519 | 
                 
                
                | 120 | 
                128-010 | 
                118-100 | 
                9-230 | 
                7.8% | 
                0-200 | 
                0.5% | 
                64% | 
                False | 
                False | 
                562,939 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            128-126 | 
         
        
            | 
2.618             | 
            127-014 | 
         
        
            | 
1.618             | 
            126-069 | 
         
        
            | 
1.000             | 
            125-225 | 
         
        
            | 
0.618             | 
            125-124 | 
         
        
            | 
HIGH             | 
            124-280 | 
         
        
            | 
0.618             | 
            124-179 | 
         
        
            | 
0.500             | 
            124-148 | 
         
        
            | 
0.382             | 
            124-116 | 
         
        
            | 
LOW             | 
            124-015 | 
         
        
            | 
0.618             | 
            123-171 | 
         
        
            | 
1.000             | 
            123-070 | 
         
        
            | 
1.618             | 
            122-226 | 
         
        
            | 
2.618             | 
            121-281 | 
         
        
            | 
4.250             | 
            120-169 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Nov-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                124-152 | 
                                124-218 | 
                             
                            
                                | PP | 
                                124-150 | 
                                124-197 | 
                             
                            
                                | S1 | 
                                124-148 | 
                                124-176 | 
                             
             
         |