ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 29-Nov-2010

Day Change Summary
	Previous	Current
	26-Nov-2010	29-Nov-2010	Change	Change %	Previous Week
Open	123-130	123-190	0-060	0.2%	123-130
High	123-290	124-010	0-040	0.1%	124-300
Low	123-040	123-120	0-080	0.2%	123-040
Close	123-210	123-300	0-090	0.2%	123-210
Range	0-250	0-210	-0-040	-16.0%	1-260
ATR	0-272	0-268	-0-004	-1.6%	0-000
Volume	691,164	364,087	-327,077	-47.3%	1,308,824

Daily Pivots for day following 29-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-240	125-160	124-096
R3	125-030	124-270	124-038
R2	124-140	124-140	124-018
R1	124-060	124-060	123-319	124-100
PP	123-250	123-250	123-250	123-270
S1	123-170	123-170	123-281	123-210
S2	123-040	123-040	123-262
S3	122-150	122-280	123-242
S4	121-260	122-070	123-184

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%	0-300	0.8%	45%	False	False	334,582
10	124-310	123-020	1-290	1.5%	0-286	0.7%	46%	False	False	181,599
20	127-080	123-020	4-060	3.4%	0-284	0.7%	21%	False	False	96,075
40	127-080	123-020	4-060	3.4%	0-228	0.6%	21%	False	False	49,064
60	127-080	122-100	4-300	4.0%	0-199	0.5%	33%	False	False	32,756
80	127-080	122-100	4-300	4.0%	0-152	0.4%	33%	False	False	24,567
100	127-080	119-060	8-020	6.5%	0-125	0.3%	59%	False	False	19,655

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-054
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-262
2.618	125-240
1.618	125-030
1.000	124-220
0.618	124-140
HIGH	124-010
0.618	123-250
0.500	123-225
0.382	123-200
LOW	123-120
0.618	122-310
1.000	122-230
1.618	122-100
2.618	121-210
4.250	120-188

Fisher Pivots for day following 29-Nov-2010
Pivot	1 day	3 day
R1	123-275	123-293
PP	123-250	123-287
S1	123-225	123-280

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

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