ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 19-Nov-2010

Day Change Summary
	Previous	Current
	18-Nov-2010	19-Nov-2010	Change	Change %	Previous Week
Open	124-255	124-165	-0-090	-0.2%	125-285
High	124-280	124-260	-0-020	-0.1%	125-300
Low	124-015	124-100	0-085	0.2%	124-015
Close	124-155	124-165	0-010	0.0%	124-165
Range	0-265	0-160	-0-105	-39.6%	1-285
ATR	0-278	0-269	-0-008	-3.0%	0-000
Volume	1,212,196	641,623	-570,573	-47.1%	6,388,355

Daily Pivots for day following 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-015	125-250	124-253
R3	125-175	125-090	124-209
R2	125-015	125-015	124-194
R1	124-250	124-250	124-180	124-245
PP	124-175	124-175	124-175	124-172
S1	124-090	124-090	124-150	124-085
S2	124-015	124-015	124-136
S3	123-175	123-250	124-121
S4	123-015	123-090	124-077

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	130-162	129-128	125-178
R3	128-197	127-163	125-011
R2	126-232	126-232	124-276
R1	125-198	125-198	124-220	125-072
PP	124-267	124-267	124-267	124-204
S1	123-233	123-233	124-110	123-108
S2	122-302	122-302	124-054
S3	121-017	121-268	123-319
S4	119-052	119-303	123-152

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-300	124-015	1-285	1.5%	0-275	0.7%	25%	False	False	1,277,671
10	127-215	124-015	3-200	2.9%	0-302	0.8%	13%	False	False	1,168,480
20	128-010	124-015	3-315	3.2%	0-272	0.7%	12%	False	False	1,162,678
40	128-010	124-015	3-315	3.2%	0-239	0.6%	12%	False	False	1,101,869
60	128-010	122-300	5-030	4.1%	0-254	0.6%	31%	False	False	1,112,341
80	128-010	122-140	5-190	4.5%	0-241	0.6%	37%	False	False	852,154
100	128-010	120-170	7-160	6.0%	0-225	0.6%	53%	False	False	681,934
120	128-010	118-100	9-230	7.8%	0-201	0.5%	64%	False	False	568,286

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-078
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	126-300
2.618	126-039
1.618	125-199
1.000	125-100
0.618	125-039
HIGH	124-260
0.618	124-199
0.500	124-180
0.382	124-161
LOW	124-100
0.618	124-001
1.000	123-260
1.618	123-161
2.618	123-001
4.250	122-060

Fisher Pivots for day following 19-Nov-2010
Pivot	1 day	3 day
R1	124-180	124-218
PP	124-175	124-200
S1	124-170	124-182

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

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