ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jun-2012 | 
                    15-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        132-140 | 
                        132-120 | 
                        -0-020 | 
                        0.0% | 
                        132-280 | 
                     
                    
                        | High | 
                        132-140 | 
                        132-220 | 
                        0-080 | 
                        0.2% | 
                        132-280 | 
                     
                    
                        | Low | 
                        132-140 | 
                        132-120 | 
                        -0-020 | 
                        0.0% | 
                        132-100 | 
                     
                    
                        | Close | 
                        132-140 | 
                        132-220 | 
                        0-080 | 
                        0.2% | 
                        132-220 | 
                     
                    
                        | Range | 
                        0-000 | 
                        0-100 | 
                        0-100 | 
                         | 
                        0-180 | 
                     
                    
                        | ATR | 
                        0-104 | 
                        0-103 | 
                        0-000 | 
                        -0.2% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1 | 
                        1 | 
                        0 | 
                        0.0% | 
                        5 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-167 | 
                133-133 | 
                132-275 | 
                 | 
             
            
                | R3 | 
                133-067 | 
                133-033 | 
                132-248 | 
                 | 
             
            
                | R2 | 
                132-287 | 
                132-287 | 
                132-238 | 
                 | 
             
            
                | R1 | 
                132-253 | 
                132-253 | 
                132-229 | 
                132-270 | 
             
            
                | PP | 
                132-187 | 
                132-187 | 
                132-187 | 
                132-195 | 
             
            
                | S1 | 
                132-153 | 
                132-153 | 
                132-211 | 
                132-170 | 
             
            
                | S2 | 
                132-087 | 
                132-087 | 
                132-202 | 
                 | 
             
            
                | S3 | 
                131-307 | 
                132-053 | 
                132-192 | 
                 | 
             
            
                | S4 | 
                131-207 | 
                131-273 | 
                132-165 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-100 | 
                134-020 | 
                132-319 | 
                 | 
             
            
                | R3 | 
                133-240 | 
                133-160 | 
                132-270 | 
                 | 
             
            
                | R2 | 
                133-060 | 
                133-060 | 
                132-253 | 
                 | 
             
            
                | R1 | 
                132-300 | 
                132-300 | 
                132-236 | 
                132-250 | 
             
            
                | PP | 
                132-200 | 
                132-200 | 
                132-200 | 
                132-175 | 
             
            
                | S1 | 
                132-120 | 
                132-120 | 
                132-204 | 
                132-070 | 
             
            
                | S2 | 
                132-020 | 
                132-020 | 
                132-187 | 
                 | 
             
            
                | S3 | 
                131-160 | 
                131-260 | 
                132-170 | 
                 | 
             
            
                | S4 | 
                130-300 | 
                131-080 | 
                132-121 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            134-005 | 
         
        
            | 
2.618             | 
            133-162 | 
         
        
            | 
1.618             | 
            133-062 | 
         
        
            | 
1.000             | 
            133-000 | 
         
        
            | 
0.618             | 
            132-282 | 
         
        
            | 
HIGH             | 
            132-220 | 
         
        
            | 
0.618             | 
            132-182 | 
         
        
            | 
0.500             | 
            132-170 | 
         
        
            | 
0.382             | 
            132-158 | 
         
        
            | 
LOW             | 
            132-120 | 
         
        
            | 
0.618             | 
            132-058 | 
         
        
            | 
1.000             | 
            132-020 | 
         
        
            | 
1.618             | 
            131-278 | 
         
        
            | 
2.618             | 
            131-178 | 
         
        
            | 
4.250             | 
            131-015 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                132-203 | 
                                132-203 | 
                             
                            
                                | PP | 
                                132-187 | 
                                132-187 | 
                             
                            
                                | S1 | 
                                132-170 | 
                                132-170 | 
                             
             
         |