ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Jun-2012 | 
                    05-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        133-060 | 
                        133-010 | 
                        -0-050 | 
                        -0.1% | 
                        132-000 | 
                     
                    
                        | High | 
                        133-060 | 
                        133-010 | 
                        -0-050 | 
                        -0.1% | 
                        133-290 | 
                     
                    
                        | Low | 
                        133-060 | 
                        133-010 | 
                        -0-050 | 
                        -0.1% | 
                        132-000 | 
                     
                    
                        | Close | 
                        133-060 | 
                        133-010 | 
                        -0-050 | 
                        -0.1% | 
                        133-290 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-112 | 
                        0-108 | 
                        -0-004 | 
                        -4.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        2 | 
                        2 | 
                        0 | 
                        0.0% | 
                        8 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-010 | 
                133-010 | 
                133-010 | 
                 | 
             
            
                | R3 | 
                133-010 | 
                133-010 | 
                133-010 | 
                 | 
             
            
                | R2 | 
                133-010 | 
                133-010 | 
                133-010 | 
                 | 
             
            
                | R1 | 
                133-010 | 
                133-010 | 
                133-010 | 
                133-010 | 
             
            
                | PP | 
                133-010 | 
                133-010 | 
                133-010 | 
                133-010 | 
             
            
                | S1 | 
                133-010 | 
                133-010 | 
                133-010 | 
                133-010 | 
             
            
                | S2 | 
                133-010 | 
                133-010 | 
                133-010 | 
                 | 
             
            
                | S3 | 
                133-010 | 
                133-010 | 
                133-010 | 
                 | 
             
            
                | S4 | 
                133-010 | 
                133-010 | 
                133-010 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                138-317 | 
                138-113 | 
                134-306 | 
                 | 
             
            
                | R3 | 
                137-027 | 
                136-143 | 
                134-138 | 
                 | 
             
            
                | R2 | 
                135-057 | 
                135-057 | 
                134-082 | 
                 | 
             
            
                | R1 | 
                134-173 | 
                134-173 | 
                134-026 | 
                134-275 | 
             
            
                | PP | 
                133-087 | 
                133-087 | 
                133-087 | 
                133-138 | 
             
            
                | S1 | 
                132-203 | 
                132-203 | 
                133-234 | 
                132-305 | 
             
            
                | S2 | 
                131-117 | 
                131-117 | 
                133-178 | 
                 | 
             
            
                | S3 | 
                129-147 | 
                130-233 | 
                133-122 | 
                 | 
             
            
                | S4 | 
                127-177 | 
                128-263 | 
                132-274 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            133-010 | 
         
        
            | 
2.618             | 
            133-010 | 
         
        
            | 
1.618             | 
            133-010 | 
         
        
            | 
1.000             | 
            133-010 | 
         
        
            | 
0.618             | 
            133-010 | 
         
        
            | 
HIGH             | 
            133-010 | 
         
        
            | 
0.618             | 
            133-010 | 
         
        
            | 
0.500             | 
            133-010 | 
         
        
            | 
0.382             | 
            133-010 | 
         
        
            | 
LOW             | 
            133-010 | 
         
        
            | 
0.618             | 
            133-010 | 
         
        
            | 
1.000             | 
            133-010 | 
         
        
            | 
1.618             | 
            133-010 | 
         
        
            | 
2.618             | 
            133-010 | 
         
        
            | 
4.250             | 
            133-010 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                133-010 | 
                                133-150 | 
                             
                            
                                | PP | 
                                133-010 | 
                                133-103 | 
                             
                            
                                | S1 | 
                                133-010 | 
                                133-057 | 
                             
             
         |