ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 17-Nov-2010

Day Change Summary
	Previous	Current
	16-Nov-2010	17-Nov-2010	Change	Change %	Previous Week
Open	123-180	124-000	0-140	0.4%	126-190
High	124-050	124-110	0-060	0.2%	126-260
Low	123-100	123-220	0-120	0.3%	124-210
Close	124-020	123-290	-0-050	-0.1%	125-000
Range	0-270	0-210	-0-060	-22.2%	2-050
ATR	0-266	0-262	-0-004	-1.5%	0-000
Volume	12,015	26,369	14,354	119.5%	59,805

Daily Pivots for day following 17-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-303	125-187	124-086
R3	125-093	124-297	124-028
R2	124-203	124-203	124-008
R1	124-087	124-087	123-309	124-040
PP	123-313	123-313	123-313	123-290
S1	123-197	123-197	123-271	123-150
S2	123-103	123-103	123-252
S3	122-213	122-307	123-232
S4	122-003	122-097	123-174

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-307	130-203	126-060
R3	129-257	128-153	125-190
R2	127-207	127-207	125-126
R1	126-103	126-103	125-063	125-290
PP	125-157	125-157	125-157	125-090
S1	124-053	124-053	124-257	123-240
S2	123-107	123-107	124-194
S3	121-057	122-003	124-130
S4	119-007	119-273	123-260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-110	123-100	3-010	2.4%	1-018	0.9%	20%	False	False	15,394
10	127-080	123-100	3-300	3.2%	0-318	0.8%	15%	False	False	15,641
20	127-080	123-100	3-300	3.2%	0-254	0.6%	15%	False	False	9,202
40	127-080	123-100	3-300	3.2%	0-208	0.5%	15%	False	False	5,224
60	127-080	122-100	4-300	4.0%	0-170	0.4%	32%	False	False	3,491
80	127-080	120-240	6-160	5.2%	0-130	0.3%	49%	False	False	2,618
100	127-080	118-310	8-090	6.7%	0-108	0.3%	60%	False	False	2,096

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-068
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	127-042
2.618	126-020
1.618	125-130
1.000	125-000
0.618	124-240
HIGH	124-110
0.618	124-030
0.500	124-005
0.382	123-300
LOW	123-220
0.618	123-090
1.000	123-010
1.618	122-200
2.618	121-310
4.250	120-288

Fisher Pivots for day following 17-Nov-2010
Pivot	1 day	3 day
R1	124-005	124-045
PP	123-313	124-020
S1	123-302	123-315

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These figures are updated between 7pm and 10pm EST after a trading day.

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