ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Jul-2012 | 
                    09-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        133-160 | 
                        133-140 | 
                        -0-020 | 
                        0.0% | 
                        133-010 | 
                     
                    
                        | High | 
                        133-160 | 
                        133-180 | 
                        0-020 | 
                        0.0% | 
                        133-160 | 
                     
                    
                        | Low | 
                        133-140 | 
                        133-140 | 
                        0-000 | 
                        0.0% | 
                        132-230 | 
                     
                    
                        | Close | 
                        133-140 | 
                        133-180 | 
                        0-040 | 
                        0.1% | 
                        133-140 | 
                     
                    
                        | Range | 
                        0-020 | 
                        0-040 | 
                        0-020 | 
                        100.0% | 
                        0-250 | 
                     
                    
                        | ATR | 
                        0-112 | 
                        0-107 | 
                        -0-005 | 
                        -4.6% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        2 | 
                        462 | 
                        460 | 
                        23,000.0% | 
                        21 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-287 | 
                133-273 | 
                133-202 | 
                 | 
             
            
                | R3 | 
                133-247 | 
                133-233 | 
                133-191 | 
                 | 
             
            
                | R2 | 
                133-207 | 
                133-207 | 
                133-187 | 
                 | 
             
            
                | R1 | 
                133-193 | 
                133-193 | 
                133-184 | 
                133-200 | 
             
            
                | PP | 
                133-167 | 
                133-167 | 
                133-167 | 
                133-170 | 
             
            
                | S1 | 
                133-153 | 
                133-153 | 
                133-176 | 
                133-160 | 
             
            
                | S2 | 
                133-127 | 
                133-127 | 
                133-173 | 
                 | 
             
            
                | S3 | 
                133-087 | 
                133-113 | 
                133-169 | 
                 | 
             
            
                | S4 | 
                133-047 | 
                133-073 | 
                133-158 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                135-180 | 
                135-090 | 
                133-278 | 
                 | 
             
            
                | R3 | 
                134-250 | 
                134-160 | 
                133-209 | 
                 | 
             
            
                | R2 | 
                134-000 | 
                134-000 | 
                133-186 | 
                 | 
             
            
                | R1 | 
                133-230 | 
                133-230 | 
                133-163 | 
                133-275 | 
             
            
                | PP | 
                133-070 | 
                133-070 | 
                133-070 | 
                133-092 | 
             
            
                | S1 | 
                132-300 | 
                132-300 | 
                133-117 | 
                133-025 | 
             
            
                | S2 | 
                132-140 | 
                132-140 | 
                133-094 | 
                 | 
             
            
                | S3 | 
                131-210 | 
                132-050 | 
                133-071 | 
                 | 
             
            
                | S4 | 
                130-280 | 
                131-120 | 
                133-002 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            134-030 | 
         
        
            | 
2.618             | 
            133-285 | 
         
        
            | 
1.618             | 
            133-245 | 
         
        
            | 
1.000             | 
            133-220 | 
         
        
            | 
0.618             | 
            133-205 | 
         
        
            | 
HIGH             | 
            133-180 | 
         
        
            | 
0.618             | 
            133-165 | 
         
        
            | 
0.500             | 
            133-160 | 
         
        
            | 
0.382             | 
            133-155 | 
         
        
            | 
LOW             | 
            133-140 | 
         
        
            | 
0.618             | 
            133-115 | 
         
        
            | 
1.000             | 
            133-100 | 
         
        
            | 
1.618             | 
            133-075 | 
         
        
            | 
2.618             | 
            133-035 | 
         
        
            | 
4.250             | 
            132-290 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                133-173 | 
                                133-143 | 
                             
                            
                                | PP | 
                                133-167 | 
                                133-107 | 
                             
                            
                                | S1 | 
                                133-160 | 
                                133-070 | 
                             
             
         |