ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Dec-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Nov-2010 | 
                    01-Dec-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        124-265 | 
                        125-000 | 
                        0-055 | 
                        0.1% | 
                        124-115 | 
                     
                    
                        | High | 
                        125-150 | 
                        125-020 | 
                        -0-130 | 
                        -0.3% | 
                        125-275 | 
                     
                    
                        | Low | 
                        124-255 | 
                        123-190 | 
                        -1-065 | 
                        -1.0% | 
                        124-015 | 
                     
                    
                        | Close | 
                        125-015 | 
                        123-275 | 
                        -1-060 | 
                        -0.9% | 
                        124-190 | 
                     
                    
                        | Range | 
                        0-215 | 
                        1-150 | 
                        0-255 | 
                        118.6% | 
                        1-260 | 
                     
                    
                        | ATR | 
                        0-273 | 
                        0-287 | 
                        0-014 | 
                        5.2% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        441,582 | 
                        218,355 | 
                        -223,227 | 
                        -50.6% | 
                        4,975,119 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                128-185 | 
                127-220 | 
                124-214 | 
                 | 
             
            
                | R3 | 
                127-035 | 
                126-070 | 
                124-084 | 
                 | 
             
            
                | R2 | 
                125-205 | 
                125-205 | 
                124-041 | 
                 | 
             
            
                | R1 | 
                124-240 | 
                124-240 | 
                123-318 | 
                124-148 | 
             
            
                | PP | 
                124-055 | 
                124-055 | 
                124-055 | 
                124-009 | 
             
            
                | S1 | 
                123-090 | 
                123-090 | 
                123-232 | 
                122-318 | 
             
            
                | S2 | 
                122-225 | 
                122-225 | 
                123-189 | 
                 | 
             
            
                | S3 | 
                121-075 | 
                121-260 | 
                123-146 | 
                 | 
             
            
                | S4 | 
                119-245 | 
                120-110 | 
                123-016 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                125-170 | 
                123-190 | 
                1-300 | 
                1.6% | 
                1-000 | 
                0.8% | 
                14% | 
                False | 
                True | 
                864,105 | 
                 
                
                | 10 | 
                125-275 | 
                123-190 | 
                2-085 | 
                1.8% | 
                0-282 | 
                0.7% | 
                12% | 
                False | 
                True | 
                981,739 | 
                 
                
                | 20 | 
                128-010 | 
                123-190 | 
                4-140 | 
                3.6% | 
                0-305 | 
                0.8% | 
                6% | 
                False | 
                True | 
                1,129,106 | 
                 
                
                | 40 | 
                128-010 | 
                123-190 | 
                4-140 | 
                3.6% | 
                0-258 | 
                0.6% | 
                6% | 
                False | 
                True | 
                1,078,789 | 
                 
                
                | 60 | 
                128-010 | 
                122-300 | 
                5-030 | 
                4.1% | 
                0-250 | 
                0.6% | 
                18% | 
                False | 
                False | 
                1,095,881 | 
                 
                
                | 80 | 
                128-010 | 
                122-300 | 
                5-030 | 
                4.1% | 
                0-253 | 
                0.6% | 
                18% | 
                False | 
                False | 
                936,067 | 
                 
                
                | 100 | 
                128-010 | 
                120-170 | 
                7-160 | 
                6.1% | 
                0-238 | 
                0.6% | 
                44% | 
                False | 
                False | 
                749,554 | 
                 
                
                | 120 | 
                128-010 | 
                118-220 | 
                9-110 | 
                7.5% | 
                0-216 | 
                0.5% | 
                55% | 
                False | 
                False | 
                624,661 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            131-098 | 
         
        
            | 
2.618             | 
            128-290 | 
         
        
            | 
1.618             | 
            127-140 | 
         
        
            | 
1.000             | 
            126-170 | 
         
        
            | 
0.618             | 
            125-310 | 
         
        
            | 
HIGH             | 
            125-020 | 
         
        
            | 
0.618             | 
            124-160 | 
         
        
            | 
0.500             | 
            124-105 | 
         
        
            | 
0.382             | 
            124-050 | 
         
        
            | 
LOW             | 
            123-190 | 
         
        
            | 
0.618             | 
            122-220 | 
         
        
            | 
1.000             | 
            122-040 | 
         
        
            | 
1.618             | 
            121-070 | 
         
        
            | 
2.618             | 
            119-240 | 
         
        
            | 
4.250             | 
            117-112 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Dec-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                124-105 | 
                                124-170 | 
                             
                            
                                | PP | 
                                124-055 | 
                                124-098 | 
                             
                            
                                | S1 | 
                                124-005 | 
                                124-027 | 
                             
             
         |