ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 26-Nov-2010

Day Change Summary
	Previous	Current
	24-Nov-2010	26-Nov-2010	Change	Change %	Previous Week
Open	124-130	123-130	-1-000	-0.8%	123-130
High	124-200	123-290	-0-230	-0.6%	124-300
Low	123-070	123-040	-0-030	-0.1%	123-040
Close	123-110	123-210	0-100	0.3%	123-210
Range	1-130	0-250	-0-200	-44.4%	1-260
ATR	0-274	0-272	-0-002	-0.6%	0-000
Volume	460,723	691,164	230,441	50.0%	1,308,824

Daily Pivots for day following 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-290	125-180	124-028
R3	125-040	124-250	123-279
R2	124-110	124-110	123-256
R1	124-000	124-000	123-233	124-055
PP	123-180	123-180	123-180	123-208
S1	123-070	123-070	123-187	123-125
S2	122-250	122-250	123-164
S3	122-000	122-140	123-141
S4	121-070	121-210	123-072

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-110	128-100	124-209
R3	127-170	126-160	124-050
R2	125-230	125-230	123-316
R1	124-220	124-220	123-263	125-065
PP	123-290	123-290	123-290	124-052
S1	122-280	122-280	123-157	123-125
S2	122-030	122-030	123-104
S3	120-090	121-020	123-050
S4	118-150	119-080	122-211

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-300	123-040	1-260	1.5%	0-290	0.7%	29%	False	True	272,868
10	126-060	123-020	3-040	2.5%	0-314	0.8%	19%	False	False	145,324
20	127-080	123-020	4-060	3.4%	0-282	0.7%	14%	False	False	78,017
40	127-080	123-020	4-060	3.4%	0-225	0.6%	14%	False	False	39,970
60	127-080	122-100	4-300	4.0%	0-197	0.5%	27%	False	False	26,688
80	127-080	121-220	5-180	4.5%	0-152	0.4%	35%	False	False	20,016
100	127-080	119-060	8-020	6.5%	0-123	0.3%	55%	False	False	16,014

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-057
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-072
2.618	125-304
1.618	125-054
1.000	124-220
0.618	124-124
HIGH	123-290
0.618	123-194
0.500	123-165
0.382	123-136
LOW	123-040
0.618	122-206
1.000	122-110
1.618	121-276
2.618	121-026
4.250	119-258

Fisher Pivots for day following 26-Nov-2010
Pivot	1 day	3 day
R1	123-195	124-010
PP	123-180	123-290
S1	123-165	123-250

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

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