ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 23-Nov-2010

Day Change Summary
	Previous	Current
	22-Nov-2010	23-Nov-2010	Change	Change %	Previous Week
Open	124-115	125-035	0-240	0.6%	125-285
High	125-075	125-275	0-200	0.5%	125-300
Low	124-065	125-025	0-280	0.7%	124-015
Close	125-030	125-130	0-100	0.2%	124-165
Range	1-010	0-250	-0-080	-24.2%	1-285
ATR	0-274	0-272	-0-002	-0.6%	0-000
Volume	956,043	1,488,550	532,507	55.7%	6,388,355

Daily Pivots for day following 23-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-253	127-122	125-268
R3	127-003	126-192	125-199
R2	126-073	126-073	125-176
R1	125-262	125-262	125-153	126-008
PP	125-143	125-143	125-143	125-176
S1	125-012	125-012	125-107	125-078
S2	124-213	124-213	125-084
S3	123-283	124-082	125-061
S4	123-033	123-152	124-312

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	125-275	124-015	1-260	1.4%	0-243	0.6%	75%	True	False	1,099,374
10	127-075	124-015	3-060	2.5%	0-309	0.8%	43%	False	False	1,221,838
20	128-010	124-015	3-315	3.2%	0-278	0.7%	34%	False	False	1,173,350
40	128-010	124-015	3-315	3.2%	0-241	0.6%	34%	False	False	1,111,124
60	128-010	122-300	5-030	4.1%	0-249	0.6%	48%	False	False	1,124,631
80	128-010	122-160	5-170	4.4%	0-245	0.6%	53%	False	False	882,629
100	128-010	120-170	7-160	6.0%	0-228	0.6%	65%	False	False	706,363
120	128-010	118-220	9-110	7.5%	0-205	0.5%	72%	False	False	588,657

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	0-071
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-058
2.618	127-290
1.618	127-040
1.000	126-205
0.618	126-110
HIGH	125-275
0.618	125-180
0.500	125-150
0.382	125-120
LOW	125-025
0.618	124-190
1.000	124-095
1.618	123-260
2.618	123-010
4.250	121-242

Fisher Pivots for day following 23-Nov-2010
Pivot	1 day	3 day
R1	125-150	125-090
PP	125-143	125-050
S1	125-137	125-010

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

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