ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Dec-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Dec-2010 | 
                    07-Dec-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        123-250 | 
                        124-050 | 
                        0-120 | 
                        0.3% | 
                        124-160 | 
                     
                    
                        | High | 
                        124-120 | 
                        124-065 | 
                        -0-055 | 
                        -0.1% | 
                        125-150 | 
                     
                    
                        | Low | 
                        123-250 | 
                        122-140 | 
                        -1-110 | 
                        -1.1% | 
                        123-045 | 
                     
                    
                        | Close | 
                        124-100 | 
                        122-160 | 
                        -1-260 | 
                        -1.5% | 
                        123-225 | 
                     
                    
                        | Range | 
                        0-190 | 
                        1-245 | 
                        1-055 | 
                        197.4% | 
                        2-105 | 
                     
                    
                        | ATR | 
                        0-288 | 
                        0-310 | 
                        0-022 | 
                        7.8% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        47,314 | 
                        38,353 | 
                        -8,961 | 
                        -18.9% | 
                        2,010,734 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                128-110 | 
                127-060 | 
                123-151 | 
                 | 
             
            
                | R3 | 
                126-185 | 
                125-135 | 
                122-315 | 
                 | 
             
            
                | R2 | 
                124-260 | 
                124-260 | 
                122-264 | 
                 | 
             
            
                | R1 | 
                123-210 | 
                123-210 | 
                122-212 | 
                123-112 | 
             
            
                | PP | 
                123-015 | 
                123-015 | 
                123-015 | 
                122-286 | 
             
            
                | S1 | 
                121-285 | 
                121-285 | 
                122-108 | 
                121-188 | 
             
            
                | S2 | 
                121-090 | 
                121-090 | 
                122-056 | 
                 | 
             
            
                | S3 | 
                119-165 | 
                120-040 | 
                122-005 | 
                 | 
             
            
                | S4 | 
                117-240 | 
                118-115 | 
                121-169 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                131-028 | 
                129-232 | 
                124-315 | 
                 | 
             
            
                | R3 | 
                128-243 | 
                127-127 | 
                124-110 | 
                 | 
             
            
                | R2 | 
                126-138 | 
                126-138 | 
                124-042 | 
                 | 
             
            
                | R1 | 
                125-022 | 
                125-022 | 
                123-293 | 
                124-188 | 
             
            
                | PP | 
                124-033 | 
                124-033 | 
                124-033 | 
                123-276 | 
             
            
                | S1 | 
                122-237 | 
                122-237 | 
                123-157 | 
                122-082 | 
             
            
                | S2 | 
                121-248 | 
                121-248 | 
                123-088 | 
                 | 
             
            
                | S3 | 
                119-143 | 
                120-132 | 
                123-020 | 
                 | 
             
            
                | S4 | 
                117-038 | 
                118-027 | 
                122-135 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                125-020 | 
                122-140 | 
                2-200 | 
                2.1% | 
                1-056 | 
                1.0% | 
                2% | 
                False | 
                True | 
                104,951 | 
                 
                
                | 10 | 
                125-275 | 
                122-140 | 
                3-135 | 
                2.8% | 
                1-006 | 
                0.8% | 
                2% | 
                False | 
                True | 
                611,547 | 
                 
                
                | 20 | 
                127-215 | 
                122-140 | 
                5-075 | 
                4.3% | 
                1-005 | 
                0.8% | 
                1% | 
                False | 
                True | 
                905,557 | 
                 
                
                | 40 | 
                128-010 | 
                122-140 | 
                5-190 | 
                4.6% | 
                0-275 | 
                0.7% | 
                1% | 
                False | 
                True | 
                994,947 | 
                 
                
                | 60 | 
                128-010 | 
                122-140 | 
                5-190 | 
                4.6% | 
                0-254 | 
                0.6% | 
                1% | 
                False | 
                True | 
                1,030,557 | 
                 
                
                | 80 | 
                128-010 | 
                122-140 | 
                5-190 | 
                4.6% | 
                0-262 | 
                0.7% | 
                1% | 
                False | 
                True | 
                939,243 | 
                 
                
                | 100 | 
                128-010 | 
                121-110 | 
                6-220 | 
                5.5% | 
                0-244 | 
                0.6% | 
                17% | 
                False | 
                False | 
                752,598 | 
                 
                
                | 120 | 
                128-010 | 
                118-220 | 
                9-110 | 
                7.6% | 
                0-227 | 
                0.6% | 
                41% | 
                False | 
                False | 
                627,214 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            131-226 | 
         
        
            | 
2.618             | 
            128-264 | 
         
        
            | 
1.618             | 
            127-019 | 
         
        
            | 
1.000             | 
            125-310 | 
         
        
            | 
0.618             | 
            125-094 | 
         
        
            | 
HIGH             | 
            124-065 | 
         
        
            | 
0.618             | 
            123-169 | 
         
        
            | 
0.500             | 
            123-102 | 
         
        
            | 
0.382             | 
            123-036 | 
         
        
            | 
LOW             | 
            122-140 | 
         
        
            | 
0.618             | 
            121-111 | 
         
        
            | 
1.000             | 
            120-215 | 
         
        
            | 
1.618             | 
            119-186 | 
         
        
            | 
2.618             | 
            117-261 | 
         
        
            | 
4.250             | 
            114-299 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Dec-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                123-102 | 
                                123-140 | 
                             
                            
                                | PP | 
                                123-015 | 
                                123-040 | 
                             
                            
                                | S1 | 
                                122-248 | 
                                122-260 | 
                             
             
         |