ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-May-2012 | 
                    24-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        131-310 | 
                        132-180 | 
                        0-190 | 
                        0.4% | 
                        131-170 | 
                     
                    
                        | High | 
                        131-310 | 
                        132-180 | 
                        0-190 | 
                        0.4% | 
                        131-310 | 
                     
                    
                        | Low | 
                        131-310 | 
                        131-230 | 
                        -0-080 | 
                        -0.2% | 
                        131-160 | 
                     
                    
                        | Close | 
                        131-310 | 
                        131-230 | 
                        -0-080 | 
                        -0.2% | 
                        131-310 | 
                     
                    
                        | Range | 
                        0-000 | 
                        0-270 | 
                        0-270 | 
                         | 
                        0-150 | 
                     
                    
                        | ATR | 
                        0-070 | 
                        0-084 | 
                        0-014 | 
                        20.6% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        2 | 
                        2 | 
                        0 | 
                        0.0% | 
                        10 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-170 | 
                133-310 | 
                132-058 | 
                 | 
             
            
                | R3 | 
                133-220 | 
                133-040 | 
                131-304 | 
                 | 
             
            
                | R2 | 
                132-270 | 
                132-270 | 
                131-280 | 
                 | 
             
            
                | R1 | 
                132-090 | 
                132-090 | 
                131-255 | 
                132-045 | 
             
            
                | PP | 
                132-000 | 
                132-000 | 
                132-000 | 
                131-298 | 
             
            
                | S1 | 
                131-140 | 
                131-140 | 
                131-205 | 
                131-095 | 
             
            
                | S2 | 
                131-050 | 
                131-050 | 
                131-180 | 
                 | 
             
            
                | S3 | 
                130-100 | 
                130-190 | 
                131-156 | 
                 | 
             
            
                | S4 | 
                129-150 | 
                129-240 | 
                131-082 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-070 | 
                133-020 | 
                132-072 | 
                 | 
             
            
                | R3 | 
                132-240 | 
                132-190 | 
                132-031 | 
                 | 
             
            
                | R2 | 
                132-090 | 
                132-090 | 
                132-018 | 
                 | 
             
            
                | R1 | 
                132-040 | 
                132-040 | 
                132-004 | 
                132-065 | 
             
            
                | PP | 
                131-260 | 
                131-260 | 
                131-260 | 
                131-272 | 
             
            
                | S1 | 
                131-210 | 
                131-210 | 
                131-296 | 
                131-235 | 
             
            
                | S2 | 
                131-110 | 
                131-110 | 
                131-282 | 
                 | 
             
            
                | S3 | 
                130-280 | 
                131-060 | 
                131-269 | 
                 | 
             
            
                | S4 | 
                130-130 | 
                130-230 | 
                131-228 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            136-048 | 
         
        
            | 
2.618             | 
            134-247 | 
         
        
            | 
1.618             | 
            133-297 | 
         
        
            | 
1.000             | 
            133-130 | 
         
        
            | 
0.618             | 
            133-027 | 
         
        
            | 
HIGH             | 
            132-180 | 
         
        
            | 
0.618             | 
            132-077 | 
         
        
            | 
0.500             | 
            132-045 | 
         
        
            | 
0.382             | 
            132-013 | 
         
        
            | 
LOW             | 
            131-230 | 
         
        
            | 
0.618             | 
            131-063 | 
         
        
            | 
1.000             | 
            130-280 | 
         
        
            | 
1.618             | 
            130-113 | 
         
        
            | 
2.618             | 
            129-163 | 
         
        
            | 
4.250             | 
            128-042 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                132-045 | 
                                132-000 | 
                             
                            
                                | PP | 
                                132-000 | 
                                131-290 | 
                             
                            
                                | S1 | 
                                131-275 | 
                                131-260 | 
                             
             
         |