ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Dec-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Dec-2010 | 
                    14-Dec-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121-055 | 
                        121-235 | 
                        0-180 | 
                        0.5% | 
                        123-250 | 
                     
                    
                        | High | 
                        121-255 | 
                        121-260 | 
                        0-005 | 
                        0.0% | 
                        124-120 | 
                     
                    
                        | Low | 
                        120-140 | 
                        120-055 | 
                        -0-085 | 
                        -0.2% | 
                        121-005 | 
                     
                    
                        | Close | 
                        121-225 | 
                        120-135 | 
                        -1-090 | 
                        -1.1% | 
                        121-085 | 
                     
                    
                        | Range | 
                        1-115 | 
                        1-205 | 
                        0-090 | 
                        20.7% | 
                        3-115 | 
                     
                    
                        | ATR | 
                        1-007 | 
                        1-022 | 
                        0-014 | 
                        4.3% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        10,669 | 
                        12,667 | 
                        1,998 | 
                        18.7% | 
                        137,605 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125-232 | 
                124-228 | 
                121-104 | 
                 | 
             
            
                | R3 | 
                124-027 | 
                123-023 | 
                120-279 | 
                 | 
             
            
                | R2 | 
                122-142 | 
                122-142 | 
                120-231 | 
                 | 
             
            
                | R1 | 
                121-138 | 
                121-138 | 
                120-183 | 
                121-038 | 
             
            
                | PP | 
                120-257 | 
                120-257 | 
                120-257 | 
                120-206 | 
             
            
                | S1 | 
                119-253 | 
                119-253 | 
                120-087 | 
                119-152 | 
             
            
                | S2 | 
                119-052 | 
                119-052 | 
                120-039 | 
                 | 
             
            
                | S3 | 
                117-167 | 
                118-048 | 
                119-311 | 
                 | 
             
            
                | S4 | 
                115-282 | 
                116-163 | 
                119-166 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                132-095 | 
                130-045 | 
                123-036 | 
                 | 
             
            
                | R3 | 
                128-300 | 
                126-250 | 
                122-061 | 
                 | 
             
            
                | R2 | 
                125-185 | 
                125-185 | 
                121-282 | 
                 | 
             
            
                | R1 | 
                123-135 | 
                123-135 | 
                121-184 | 
                122-262 | 
             
            
                | PP | 
                122-070 | 
                122-070 | 
                122-070 | 
                121-294 | 
             
            
                | S1 | 
                120-020 | 
                120-020 | 
                120-306 | 
                119-148 | 
             
            
                | S2 | 
                118-275 | 
                118-275 | 
                120-208 | 
                 | 
             
            
                | S3 | 
                115-160 | 
                116-225 | 
                120-109 | 
                 | 
             
            
                | S4 | 
                112-045 | 
                113-110 | 
                119-134 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                122-250 | 
                120-055 | 
                2-195 | 
                2.2% | 
                1-088 | 
                1.1% | 
                10% | 
                False | 
                True | 
                15,054 | 
                 
                
                | 10 | 
                125-020 | 
                120-055 | 
                4-285 | 
                4.1% | 
                1-072 | 
                1.0% | 
                5% | 
                False | 
                True | 
                60,003 | 
                 
                
                | 20 | 
                125-275 | 
                120-055 | 
                5-220 | 
                4.7% | 
                1-007 | 
                0.8% | 
                4% | 
                False | 
                True | 
                590,740 | 
                 
                
                | 40 | 
                128-010 | 
                120-055 | 
                7-275 | 
                6.5% | 
                0-296 | 
                0.8% | 
                3% | 
                False | 
                True | 
                855,950 | 
                 
                
                | 60 | 
                128-010 | 
                120-055 | 
                7-275 | 
                6.5% | 
                0-269 | 
                0.7% | 
                3% | 
                False | 
                True | 
                935,674 | 
                 
                
                | 80 | 
                128-010 | 
                120-055 | 
                7-275 | 
                6.5% | 
                0-273 | 
                0.7% | 
                3% | 
                False | 
                True | 
                936,612 | 
                 
                
                | 100 | 
                128-010 | 
                120-055 | 
                7-275 | 
                6.5% | 
                0-256 | 
                0.7% | 
                3% | 
                False | 
                True | 
                753,242 | 
                 
                
                | 120 | 
                128-010 | 
                120-050 | 
                7-280 | 
                6.5% | 
                0-240 | 
                0.6% | 
                3% | 
                False | 
                False | 
                627,838 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            128-251 | 
         
        
            | 
2.618             | 
            126-034 | 
         
        
            | 
1.618             | 
            124-149 | 
         
        
            | 
1.000             | 
            123-145 | 
         
        
            | 
0.618             | 
            122-264 | 
         
        
            | 
HIGH             | 
            121-260 | 
         
        
            | 
0.618             | 
            121-059 | 
         
        
            | 
0.500             | 
            120-318 | 
         
        
            | 
0.382             | 
            120-256 | 
         
        
            | 
LOW             | 
            120-055 | 
         
        
            | 
0.618             | 
            119-051 | 
         
        
            | 
1.000             | 
            118-170 | 
         
        
            | 
1.618             | 
            117-166 | 
         
        
            | 
2.618             | 
            115-281 | 
         
        
            | 
4.250             | 
            113-064 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Dec-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                120-318 | 
                                121-042 | 
                             
                            
                                | PP | 
                                120-257 | 
                                120-287 | 
                             
                            
                                | S1 | 
                                120-196 | 
                                120-211 | 
                             
             
         |