ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 26-Nov-2010

Day Change Summary
	Previous	Current
	24-Nov-2010	26-Nov-2010	Change	Change %	Previous Week
Open	125-090	124-095	-0-315	-0.8%	124-115
High	125-170	124-270	-0-220	-0.5%	125-275
Low	124-045	124-015	-0-030	-0.1%	124-015
Close	124-090	124-190	0-100	0.3%	124-190
Range	1-125	0-255	-0-190	-42.7%	1-260
ATR	0-284	0-282	-0-002	-0.7%	0-000
Volume	1,730,235	800,291	-929,944	-53.7%	4,975,119

Daily Pivots for day following 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-283	126-172	125-010
R3	126-028	125-237	124-260
R2	125-093	125-093	124-237
R1	124-302	124-302	124-213	125-038
PP	124-158	124-158	124-158	124-186
S1	124-047	124-047	124-167	124-102
S2	123-223	123-223	124-143
S3	122-288	123-112	124-120
S4	122-033	122-177	124-050

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	130-087	129-078	125-189
R3	128-147	127-138	125-030
R2	126-207	126-207	124-296
R1	125-198	125-198	124-243	126-042
PP	124-267	124-267	124-267	125-029
S1	123-258	123-258	124-137	124-102
S2	123-007	123-007	124-084
S3	121-067	121-318	124-030
S4	119-127	120-058	123-191

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%	0-288	0.7%	30%	False	True	1,123,348
10	127-050	124-015	3-035	2.5%	0-316	0.8%	18%	False	True	1,282,669
20	128-010	124-015	3-315	3.2%	0-286	0.7%	14%	False	True	1,176,733
40	128-010	124-015	3-315	3.2%	0-246	0.6%	14%	False	True	1,109,902
60	128-010	122-300	5-030	4.1%	0-251	0.6%	33%	False	False	1,132,312
80	128-010	122-210	5-120	4.3%	0-248	0.6%	36%	False	False	914,202
100	128-010	120-170	7-160	6.0%	0-232	0.6%	54%	False	False	731,664
120	128-010	118-220	9-110	7.5%	0-209	0.5%	63%	False	False	609,744

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	0-064
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-074
2.618	126-298
1.618	126-043
1.000	125-205
0.618	125-108
HIGH	124-270
0.618	124-173
0.500	124-142
0.382	124-112
LOW	124-015
0.618	123-177
1.000	123-080
1.618	122-242
2.618	121-307
4.250	120-211

Fisher Pivots for day following 26-Nov-2010
Pivot	1 day	3 day
R1	124-174	124-305
PP	124-158	124-267
S1	124-142	124-228

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

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