ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Nov-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Nov-2010 | 
                    24-Nov-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        125-035 | 
                        125-090 | 
                        0-055 | 
                        0.1% | 
                        125-285 | 
                     
                    
                        | High | 
                        125-275 | 
                        125-170 | 
                        -0-105 | 
                        -0.3% | 
                        125-300 | 
                     
                    
                        | Low | 
                        125-025 | 
                        124-045 | 
                        -0-300 | 
                        -0.7% | 
                        124-015 | 
                     
                    
                        | Close | 
                        125-130 | 
                        124-090 | 
                        -1-040 | 
                        -0.9% | 
                        124-165 | 
                     
                    
                        | Range | 
                        0-250 | 
                        1-125 | 
                        0-195 | 
                        78.0% | 
                        1-285 | 
                     
                    
                        | ATR | 
                        0-272 | 
                        0-284 | 
                        0-012 | 
                        4.5% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,488,550 | 
                        1,730,235 | 
                        241,685 | 
                        16.2% | 
                        6,388,355 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                128-263 | 
                127-302 | 
                125-015 | 
                 | 
             
            
                | R3 | 
                127-138 | 
                126-177 | 
                124-212 | 
                 | 
             
            
                | R2 | 
                126-013 | 
                126-013 | 
                124-172 | 
                 | 
             
            
                | R1 | 
                125-052 | 
                125-052 | 
                124-131 | 
                124-290 | 
             
            
                | PP | 
                124-208 | 
                124-208 | 
                124-208 | 
                124-168 | 
             
            
                | S1 | 
                123-247 | 
                123-247 | 
                124-049 | 
                123-165 | 
             
            
                | S2 | 
                123-083 | 
                123-083 | 
                124-008 | 
                 | 
             
            
                | S3 | 
                121-278 | 
                122-122 | 
                123-288 | 
                 | 
             
            
                | S4 | 
                120-153 | 
                120-317 | 
                123-165 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1.5% | 
                0-290 | 
                0.7% | 
                13% | 
                False | 
                False | 
                1,205,729 | 
                 
                
                | 10 | 
                127-075 | 
                124-015 | 
                3-060 | 
                2.6% | 
                0-316 | 
                0.8% | 
                7% | 
                False | 
                False | 
                1,231,614 | 
                 
                
                | 20 | 
                128-010 | 
                124-015 | 
                3-315 | 
                3.2% | 
                0-288 | 
                0.7% | 
                6% | 
                False | 
                False | 
                1,195,069 | 
                 
                
                | 40 | 
                128-010 | 
                124-015 | 
                3-315 | 
                3.2% | 
                0-249 | 
                0.6% | 
                6% | 
                False | 
                False | 
                1,126,840 | 
                 
                
                | 60 | 
                128-010 | 
                122-300 | 
                5-030 | 
                4.1% | 
                0-253 | 
                0.6% | 
                26% | 
                False | 
                False | 
                1,139,398 | 
                 
                
                | 80 | 
                128-010 | 
                122-210 | 
                5-120 | 
                4.3% | 
                0-248 | 
                0.6% | 
                30% | 
                False | 
                False | 
                904,237 | 
                 
                
                | 100 | 
                128-010 | 
                120-170 | 
                7-160 | 
                6.0% | 
                0-231 | 
                0.6% | 
                50% | 
                False | 
                False | 
                723,662 | 
                 
                
                | 120 | 
                128-010 | 
                118-220 | 
                9-110 | 
                7.5% | 
                0-207 | 
                0.5% | 
                60% | 
                False | 
                False | 
                603,076 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            131-141 | 
         
        
            | 
2.618             | 
            129-055 | 
         
        
            | 
1.618             | 
            127-250 | 
         
        
            | 
1.000             | 
            126-295 | 
         
        
            | 
0.618             | 
            126-125 | 
         
        
            | 
HIGH             | 
            125-170 | 
         
        
            | 
0.618             | 
            125-000 | 
         
        
            | 
0.500             | 
            124-268 | 
         
        
            | 
0.382             | 
            124-215 | 
         
        
            | 
LOW             | 
            124-045 | 
         
        
            | 
0.618             | 
            123-090 | 
         
        
            | 
1.000             | 
            122-240 | 
         
        
            | 
1.618             | 
            121-285 | 
         
        
            | 
2.618             | 
            120-160 | 
         
        
            | 
4.250             | 
            118-074 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Nov-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                124-268 | 
                                125-000 | 
                             
                            
                                | PP | 
                                124-208 | 
                                124-243 | 
                             
                            
                                | S1 | 
                                124-149 | 
                                124-167 | 
                             
             
         |