ECBOT 10 Year T-Note Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Oct-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Oct-2010 | 
                    08-Oct-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        126-160 | 
                        126-160 | 
                        0-000 | 
                        0.0% | 
                        125-220 | 
                     
                    
                        | High | 
                        126-230 | 
                        127-020 | 
                        0-110 | 
                        0.3% | 
                        127-020 | 
                     
                    
                        | Low | 
                        126-160 | 
                        126-160 | 
                        0-000 | 
                        0.0% | 
                        125-220 | 
                     
                    
                        | Close | 
                        126-190 | 
                        126-250 | 
                        0-060 | 
                        0.1% | 
                        126-250 | 
                     
                    
                        | Range | 
                        0-070 | 
                        0-180 | 
                        0-110 | 
                        157.1% | 
                        1-120 | 
                     
                    
                        | ATR | 
                        0-160 | 
                        0-161 | 
                        0-001 | 
                        0.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        143 | 
                        182 | 
                        39 | 
                        27.3% | 
                        540 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                128-150 | 
                128-060 | 
                127-029 | 
                 | 
             
            
                | R3 | 
                127-290 | 
                127-200 | 
                126-300 | 
                 | 
             
            
                | R2 | 
                127-110 | 
                127-110 | 
                126-283 | 
                 | 
             
            
                | R1 | 
                127-020 | 
                127-020 | 
                126-266 | 
                127-065 | 
             
            
                | PP | 
                126-250 | 
                126-250 | 
                126-250 | 
                126-272 | 
             
            
                | S1 | 
                126-160 | 
                126-160 | 
                126-234 | 
                126-205 | 
             
            
                | S2 | 
                126-070 | 
                126-070 | 
                126-217 | 
                 | 
             
            
                | S3 | 
                125-210 | 
                125-300 | 
                126-200 | 
                 | 
             
            
                | S4 | 
                125-030 | 
                125-120 | 
                126-151 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                130-203 | 
                130-027 | 
                127-172 | 
                 | 
             
            
                | R3 | 
                129-083 | 
                128-227 | 
                127-051 | 
                 | 
             
            
                | R2 | 
                127-283 | 
                127-283 | 
                127-011 | 
                 | 
             
            
                | R1 | 
                127-107 | 
                127-107 | 
                126-290 | 
                127-195 | 
             
            
                | PP | 
                126-163 | 
                126-163 | 
                126-163 | 
                126-208 | 
             
            
                | S1 | 
                125-307 | 
                125-307 | 
                126-210 | 
                126-075 | 
             
            
                | S2 | 
                125-043 | 
                125-043 | 
                126-169 | 
                 | 
             
            
                | S3 | 
                123-243 | 
                124-187 | 
                126-129 | 
                 | 
             
            
                | S4 | 
                122-123 | 
                123-067 | 
                126-008 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                127-020 | 
                125-220 | 
                1-120 | 
                1.1% | 
                0-134 | 
                0.3% | 
                80% | 
                True | 
                False | 
                108 | 
                 
                
                | 10 | 
                127-020 | 
                124-220 | 
                2-120 | 
                1.9% | 
                0-151 | 
                0.4% | 
                88% | 
                True | 
                False | 
                258 | 
                 
                
                | 20 | 
                127-020 | 
                122-100 | 
                4-240 | 
                3.7% | 
                0-143 | 
                0.4% | 
                94% | 
                True | 
                False | 
                150 | 
                 
                
                | 40 | 
                127-020 | 
                122-100 | 
                4-240 | 
                3.7% | 
                0-092 | 
                0.2% | 
                94% | 
                True | 
                False | 
                84 | 
                 
                
                | 60 | 
                127-020 | 
                120-070 | 
                6-270 | 
                5.4% | 
                0-065 | 
                0.2% | 
                96% | 
                True | 
                False | 
                57 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            129-145 | 
         
        
            | 
2.618             | 
            128-171 | 
         
        
            | 
1.618             | 
            127-311 | 
         
        
            | 
1.000             | 
            127-200 | 
         
        
            | 
0.618             | 
            127-131 | 
         
        
            | 
HIGH             | 
            127-020 | 
         
        
            | 
0.618             | 
            126-271 | 
         
        
            | 
0.500             | 
            126-250 | 
         
        
            | 
0.382             | 
            126-229 | 
         
        
            | 
LOW             | 
            126-160 | 
         
        
            | 
0.618             | 
            126-049 | 
         
        
            | 
1.000             | 
            125-300 | 
         
        
            | 
1.618             | 
            125-189 | 
         
        
            | 
2.618             | 
            125-009 | 
         
        
            | 
4.250             | 
            124-035 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Oct-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                126-250 | 
                                126-227 | 
                             
                            
                                | PP | 
                                126-250 | 
                                126-203 | 
                             
                            
                                | S1 | 
                                126-250 | 
                                126-180 | 
                             
             
         |