ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jun-2012 | 
                    29-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        132-280 | 
                        132-280 | 
                        0-000 | 
                        0.0% | 
                        132-150 | 
                     
                    
                        | High | 
                        132-280 | 
                        132-280 | 
                        0-000 | 
                        0.0% | 
                        132-280 | 
                     
                    
                        | Low | 
                        132-280 | 
                        132-140 | 
                        -0-140 | 
                        -0.3% | 
                        132-110 | 
                     
                    
                        | Close | 
                        132-280 | 
                        132-140 | 
                        -0-140 | 
                        -0.3% | 
                        132-140 | 
                     
                    
                        | Range | 
                        0-000 | 
                        0-140 | 
                        0-140 | 
                         | 
                        0-170 | 
                     
                    
                        | ATR | 
                        0-098 | 
                        0-101 | 
                        0-003 | 
                        3.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1 | 
                        1 | 
                        0 | 
                        0.0% | 
                        5 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-287 | 
                133-193 | 
                132-217 | 
                 | 
             
            
                | R3 | 
                133-147 | 
                133-053 | 
                132-178 | 
                 | 
             
            
                | R2 | 
                133-007 | 
                133-007 | 
                132-166 | 
                 | 
             
            
                | R1 | 
                132-233 | 
                132-233 | 
                132-153 | 
                132-210 | 
             
            
                | PP | 
                132-187 | 
                132-187 | 
                132-187 | 
                132-175 | 
             
            
                | S1 | 
                132-093 | 
                132-093 | 
                132-127 | 
                132-070 | 
             
            
                | S2 | 
                132-047 | 
                132-047 | 
                132-114 | 
                 | 
             
            
                | S3 | 
                131-227 | 
                131-273 | 
                132-102 | 
                 | 
             
            
                | S4 | 
                131-087 | 
                131-133 | 
                132-063 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-047 | 
                133-263 | 
                132-234 | 
                 | 
             
            
                | R3 | 
                133-197 | 
                133-093 | 
                132-187 | 
                 | 
             
            
                | R2 | 
                133-027 | 
                133-027 | 
                132-171 | 
                 | 
             
            
                | R1 | 
                132-243 | 
                132-243 | 
                132-156 | 
                132-210 | 
             
            
                | PP | 
                132-177 | 
                132-177 | 
                132-177 | 
                132-160 | 
             
            
                | S1 | 
                132-073 | 
                132-073 | 
                132-124 | 
                132-040 | 
             
            
                | S2 | 
                132-007 | 
                132-007 | 
                132-109 | 
                 | 
             
            
                | S3 | 
                131-157 | 
                131-223 | 
                132-093 | 
                 | 
             
            
                | S4 | 
                130-307 | 
                131-053 | 
                132-046 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            134-235 | 
         
        
            | 
2.618             | 
            134-007 | 
         
        
            | 
1.618             | 
            133-187 | 
         
        
            | 
1.000             | 
            133-100 | 
         
        
            | 
0.618             | 
            133-047 | 
         
        
            | 
HIGH             | 
            132-280 | 
         
        
            | 
0.618             | 
            132-227 | 
         
        
            | 
0.500             | 
            132-210 | 
         
        
            | 
0.382             | 
            132-193 | 
         
        
            | 
LOW             | 
            132-140 | 
         
        
            | 
0.618             | 
            132-053 | 
         
        
            | 
1.000             | 
            132-000 | 
         
        
            | 
1.618             | 
            131-233 | 
         
        
            | 
2.618             | 
            131-093 | 
         
        
            | 
4.250             | 
            130-185 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                132-210 | 
                                132-210 | 
                             
                            
                                | PP | 
                                132-187 | 
                                132-187 | 
                             
                            
                                | S1 | 
                                132-163 | 
                                132-163 | 
                             
             
         |