ECBOT 10 Year T-Note Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Oct-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Oct-2010 | 
                    11-Oct-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        126-160 | 
                        126-230 | 
                        0-070 | 
                        0.2% | 
                        125-220 | 
                     
                    
                        | High | 
                        127-020 | 
                        126-290 | 
                        -0-050 | 
                        -0.1% | 
                        127-020 | 
                     
                    
                        | Low | 
                        126-160 | 
                        126-230 | 
                        0-070 | 
                        0.2% | 
                        125-220 | 
                     
                    
                        | Close | 
                        126-250 | 
                        126-290 | 
                        0-040 | 
                        0.1% | 
                        126-250 | 
                     
                    
                        | Range | 
                        0-180 | 
                        0-060 | 
                        -0-120 | 
                        -66.7% | 
                        1-120 | 
                     
                    
                        | ATR | 
                        0-161 | 
                        0-154 | 
                        -0-007 | 
                        -4.5% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        182 | 
                        168 | 
                        -14 | 
                        -7.7% | 
                        540 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                127-130 | 
                127-110 | 
                127-003 | 
                 | 
             
            
                | R3 | 
                127-070 | 
                127-050 | 
                126-306 | 
                 | 
             
            
                | R2 | 
                127-010 | 
                127-010 | 
                126-301 | 
                 | 
             
            
                | R1 | 
                126-310 | 
                126-310 | 
                126-296 | 
                127-000 | 
             
            
                | PP | 
                126-270 | 
                126-270 | 
                126-270 | 
                126-275 | 
             
            
                | S1 | 
                126-250 | 
                126-250 | 
                126-284 | 
                126-260 | 
             
            
                | S2 | 
                126-210 | 
                126-210 | 
                126-279 | 
                 | 
             
            
                | S3 | 
                126-150 | 
                126-190 | 
                126-274 | 
                 | 
             
            
                | S4 | 
                126-090 | 
                126-130 | 
                126-257 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                125-290 | 
                1-050 | 
                0.9% | 
                0-130 | 
                0.3% | 
                86% | 
                False | 
                False | 
                135 | 
                 
                
                | 10 | 
                127-020 | 
                124-250 | 
                2-090 | 
                1.8% | 
                0-135 | 
                0.3% | 
                93% | 
                False | 
                False | 
                154 | 
                 
                
                | 20 | 
                127-020 | 
                123-010 | 
                4-010 | 
                3.2% | 
                0-142 | 
                0.4% | 
                96% | 
                False | 
                False | 
                158 | 
                 
                
                | 40 | 
                127-020 | 
                122-100 | 
                4-240 | 
                3.7% | 
                0-094 | 
                0.2% | 
                97% | 
                False | 
                False | 
                89 | 
                 
                
                | 60 | 
                127-020 | 
                120-070 | 
                6-270 | 
                5.4% | 
                0-066 | 
                0.2% | 
                98% | 
                False | 
                False | 
                60 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            127-225 | 
         
        
            | 
2.618             | 
            127-127 | 
         
        
            | 
1.618             | 
            127-067 | 
         
        
            | 
1.000             | 
            127-030 | 
         
        
            | 
0.618             | 
            127-007 | 
         
        
            | 
HIGH             | 
            126-290 | 
         
        
            | 
0.618             | 
            126-267 | 
         
        
            | 
0.500             | 
            126-260 | 
         
        
            | 
0.382             | 
            126-253 | 
         
        
            | 
LOW             | 
            126-230 | 
         
        
            | 
0.618             | 
            126-193 | 
         
        
            | 
1.000             | 
            126-170 | 
         
        
            | 
1.618             | 
            126-133 | 
         
        
            | 
2.618             | 
            126-073 | 
         
        
            | 
4.250             | 
            125-295 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Oct-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                126-280 | 
                                126-277 | 
                             
                            
                                | PP | 
                                126-270 | 
                                126-263 | 
                             
                            
                                | S1 | 
                                126-260 | 
                                126-250 | 
                             
             
         |