ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Jul-2012 | 
                    10-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        133-140 | 
                        133-180 | 
                        0-040 | 
                        0.1% | 
                        133-010 | 
                     
                    
                        | High | 
                        133-180 | 
                        133-210 | 
                        0-030 | 
                        0.1% | 
                        133-160 | 
                     
                    
                        | Low | 
                        133-140 | 
                        133-180 | 
                        0-040 | 
                        0.1% | 
                        132-230 | 
                     
                    
                        | Close | 
                        133-180 | 
                        133-210 | 
                        0-030 | 
                        0.1% | 
                        133-140 | 
                     
                    
                        | Range | 
                        0-040 | 
                        0-030 | 
                        -0-010 | 
                        -25.0% | 
                        0-250 | 
                     
                    
                        | ATR | 
                        0-107 | 
                        0-101 | 
                        -0-005 | 
                        -5.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        462 | 
                        30 | 
                        -432 | 
                        -93.5% | 
                        21 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-290 | 
                133-280 | 
                133-226 | 
                 | 
             
            
                | R3 | 
                133-260 | 
                133-250 | 
                133-218 | 
                 | 
             
            
                | R2 | 
                133-230 | 
                133-230 | 
                133-216 | 
                 | 
             
            
                | R1 | 
                133-220 | 
                133-220 | 
                133-213 | 
                133-225 | 
             
            
                | PP | 
                133-200 | 
                133-200 | 
                133-200 | 
                133-202 | 
             
            
                | S1 | 
                133-190 | 
                133-190 | 
                133-207 | 
                133-195 | 
             
            
                | S2 | 
                133-170 | 
                133-170 | 
                133-204 | 
                 | 
             
            
                | S3 | 
                133-140 | 
                133-160 | 
                133-202 | 
                 | 
             
            
                | S4 | 
                133-110 | 
                133-130 | 
                133-194 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            134-018 | 
         
        
            | 
2.618             | 
            133-289 | 
         
        
            | 
1.618             | 
            133-259 | 
         
        
            | 
1.000             | 
            133-240 | 
         
        
            | 
0.618             | 
            133-229 | 
         
        
            | 
HIGH             | 
            133-210 | 
         
        
            | 
0.618             | 
            133-199 | 
         
        
            | 
0.500             | 
            133-195 | 
         
        
            | 
0.382             | 
            133-191 | 
         
        
            | 
LOW             | 
            133-180 | 
         
        
            | 
0.618             | 
            133-161 | 
         
        
            | 
1.000             | 
            133-150 | 
         
        
            | 
1.618             | 
            133-131 | 
         
        
            | 
2.618             | 
            133-101 | 
         
        
            | 
4.250             | 
            133-052 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                133-205 | 
                                133-198 | 
                             
                            
                                | PP | 
                                133-200 | 
                                133-187 | 
                             
                            
                                | S1 | 
                                133-195 | 
                                133-175 | 
                             
             
         |