ECBOT 10 Year T-Note Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Feb-2012 | 
                    22-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        130-170 | 
                        130-080 | 
                        -0-090 | 
                        -0.2% | 
                        130-290 | 
                     
                    
                        | High | 
                        130-180 | 
                        130-260 | 
                        0-080 | 
                        0.2% | 
                        131-180 | 
                     
                    
                        | Low | 
                        130-030 | 
                        130-040 | 
                        0-010 | 
                        0.0% | 
                        130-110 | 
                     
                    
                        | Close | 
                        130-110 | 
                        130-250 | 
                        0-140 | 
                        0.3% | 
                        130-220 | 
                     
                    
                        | Range | 
                        0-150 | 
                        0-220 | 
                        0-070 | 
                        46.7% | 
                        1-070 | 
                     
                    
                        | ATR | 
                        0-176 | 
                        0-179 | 
                        0-003 | 
                        1.8% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        12,778 | 
                        50,154 | 
                        37,376 | 
                        292.5% | 
                        62,881 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                132-203 | 
                132-127 | 
                131-051 | 
                 | 
             
            
                | R3 | 
                131-303 | 
                131-227 | 
                130-310 | 
                 | 
             
            
                | R2 | 
                131-083 | 
                131-083 | 
                130-290 | 
                 | 
             
            
                | R1 | 
                131-007 | 
                131-007 | 
                130-270 | 
                131-045 | 
             
            
                | PP | 
                130-183 | 
                130-183 | 
                130-183 | 
                130-202 | 
             
            
                | S1 | 
                130-107 | 
                130-107 | 
                130-230 | 
                130-145 | 
             
            
                | S2 | 
                129-283 | 
                129-283 | 
                130-210 | 
                 | 
             
            
                | S3 | 
                129-063 | 
                129-207 | 
                130-190 | 
                 | 
             
            
                | S4 | 
                128-163 | 
                128-307 | 
                130-129 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-167 | 
                133-263 | 
                131-114 | 
                 | 
             
            
                | R3 | 
                133-097 | 
                132-193 | 
                131-007 | 
                 | 
             
            
                | R2 | 
                132-027 | 
                132-027 | 
                130-292 | 
                 | 
             
            
                | R1 | 
                131-123 | 
                131-123 | 
                130-256 | 
                131-040 | 
             
            
                | PP | 
                130-277 | 
                130-277 | 
                130-277 | 
                130-235 | 
             
            
                | S1 | 
                130-053 | 
                130-053 | 
                130-184 | 
                129-290 | 
             
            
                | S2 | 
                129-207 | 
                129-207 | 
                130-148 | 
                 | 
             
            
                | S3 | 
                128-137 | 
                128-303 | 
                130-113 | 
                 | 
             
            
                | S4 | 
                127-067 | 
                127-233 | 
                130-006 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            133-235 | 
         
        
            | 
2.618             | 
            132-196 | 
         
        
            | 
1.618             | 
            131-296 | 
         
        
            | 
1.000             | 
            131-160 | 
         
        
            | 
0.618             | 
            131-076 | 
         
        
            | 
HIGH             | 
            130-260 | 
         
        
            | 
0.618             | 
            130-176 | 
         
        
            | 
0.500             | 
            130-150 | 
         
        
            | 
0.382             | 
            130-124 | 
         
        
            | 
LOW             | 
            130-040 | 
         
        
            | 
0.618             | 
            129-224 | 
         
        
            | 
1.000             | 
            129-140 | 
         
        
            | 
1.618             | 
            129-004 | 
         
        
            | 
2.618             | 
            128-104 | 
         
        
            | 
4.250             | 
            127-065 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                130-217 | 
                                130-215 | 
                             
                            
                                | PP | 
                                130-183 | 
                                130-180 | 
                             
                            
                                | S1 | 
                                130-150 | 
                                130-145 | 
                             
             
         |