ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Nov-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Nov-2010 | 
                    29-Nov-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        124-095 | 
                        124-160 | 
                        0-065 | 
                        0.2% | 
                        124-115 | 
                     
                    
                        | High | 
                        124-270 | 
                        124-310 | 
                        0-040 | 
                        0.1% | 
                        125-275 | 
                     
                    
                        | Low | 
                        124-015 | 
                        124-095 | 
                        0-080 | 
                        0.2% | 
                        124-015 | 
                     
                    
                        | Close | 
                        124-190 | 
                        124-280 | 
                        0-090 | 
                        0.2% | 
                        124-190 | 
                     
                    
                        | Range | 
                        0-255 | 
                        0-215 | 
                        -0-040 | 
                        -15.7% | 
                        1-260 | 
                     
                    
                        | ATR | 
                        0-282 | 
                        0-277 | 
                        -0-005 | 
                        -1.7% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        800,291 | 
                        1,130,062 | 
                        329,771 | 
                        41.2% | 
                        4,975,119 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                126-233 | 
                126-152 | 
                125-078 | 
                 | 
             
            
                | R3 | 
                126-018 | 
                125-257 | 
                125-019 | 
                 | 
             
            
                | R2 | 
                125-123 | 
                125-123 | 
                124-319 | 
                 | 
             
            
                | R1 | 
                125-042 | 
                125-042 | 
                124-300 | 
                125-082 | 
             
            
                | PP | 
                124-228 | 
                124-228 | 
                124-228 | 
                124-249 | 
             
            
                | S1 | 
                124-147 | 
                124-147 | 
                124-260 | 
                124-188 | 
             
            
                | S2 | 
                124-013 | 
                124-013 | 
                124-241 | 
                 | 
             
            
                | S3 | 
                123-118 | 
                123-252 | 
                124-221 | 
                 | 
             
            
                | S4 | 
                122-223 | 
                123-037 | 
                124-162 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                0-299 | 
                0.7% | 
                46% | 
                False | 
                False | 
                1,221,036 | 
                 
                
                | 10 | 
                125-300 | 
                124-015 | 
                1-285 | 
                1.5% | 
                0-287 | 
                0.7% | 
                44% | 
                False | 
                False | 
                1,249,353 | 
                 
                
                | 20 | 
                128-010 | 
                124-015 | 
                3-315 | 
                3.2% | 
                0-287 | 
                0.7% | 
                21% | 
                False | 
                False | 
                1,178,298 | 
                 
                
                | 40 | 
                128-010 | 
                124-015 | 
                3-315 | 
                3.2% | 
                0-246 | 
                0.6% | 
                21% | 
                False | 
                False | 
                1,107,927 | 
                 
                
                | 60 | 
                128-010 | 
                122-300 | 
                5-030 | 
                4.1% | 
                0-252 | 
                0.6% | 
                38% | 
                False | 
                False | 
                1,125,147 | 
                 
                
                | 80 | 
                128-010 | 
                122-300 | 
                5-030 | 
                4.1% | 
                0-249 | 
                0.6% | 
                38% | 
                False | 
                False | 
                928,133 | 
                 
                
                | 100 | 
                128-010 | 
                120-170 | 
                7-160 | 
                6.0% | 
                0-233 | 
                0.6% | 
                58% | 
                False | 
                False | 
                742,963 | 
                 
                
                | 120 | 
                128-010 | 
                118-220 | 
                9-110 | 
                7.5% | 
                0-211 | 
                0.5% | 
                66% | 
                False | 
                False | 
                619,161 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            127-264 | 
         
        
            | 
2.618             | 
            126-233 | 
         
        
            | 
1.618             | 
            126-018 | 
         
        
            | 
1.000             | 
            125-205 | 
         
        
            | 
0.618             | 
            125-123 | 
         
        
            | 
HIGH             | 
            124-310 | 
         
        
            | 
0.618             | 
            124-228 | 
         
        
            | 
0.500             | 
            124-202 | 
         
        
            | 
0.382             | 
            124-177 | 
         
        
            | 
LOW             | 
            124-095 | 
         
        
            | 
0.618             | 
            123-282 | 
         
        
            | 
1.000             | 
            123-200 | 
         
        
            | 
1.618             | 
            123-067 | 
         
        
            | 
2.618             | 
            122-172 | 
         
        
            | 
4.250             | 
            121-141 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Nov-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                124-254 | 
                                124-271 | 
                             
                            
                                | PP | 
                                124-228 | 
                                124-262 | 
                             
                            
                                | S1 | 
                                124-202 | 
                                124-252 | 
                             
             
         |