ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Jul-2012 | 
                    11-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        133-180 | 
                        133-260 | 
                        0-080 | 
                        0.2% | 
                        133-010 | 
                     
                    
                        | High | 
                        133-210 | 
                        133-310 | 
                        0-100 | 
                        0.2% | 
                        133-160 | 
                     
                    
                        | Low | 
                        133-180 | 
                        133-170 | 
                        -0-010 | 
                        0.0% | 
                        132-230 | 
                     
                    
                        | Close | 
                        133-210 | 
                        133-200 | 
                        -0-010 | 
                        0.0% | 
                        133-140 | 
                     
                    
                        | Range | 
                        0-030 | 
                        0-140 | 
                        0-110 | 
                        366.7% | 
                        0-250 | 
                     
                    
                        | ATR | 
                        0-101 | 
                        0-104 | 
                        0-003 | 
                        2.7% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        30 | 
                        1,567 | 
                        1,537 | 
                        5,123.3% | 
                        21 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                135-007 | 
                134-243 | 
                133-277 | 
                 | 
             
            
                | R3 | 
                134-187 | 
                134-103 | 
                133-238 | 
                 | 
             
            
                | R2 | 
                134-047 | 
                134-047 | 
                133-226 | 
                 | 
             
            
                | R1 | 
                133-283 | 
                133-283 | 
                133-213 | 
                133-255 | 
             
            
                | PP | 
                133-227 | 
                133-227 | 
                133-227 | 
                133-212 | 
             
            
                | S1 | 
                133-143 | 
                133-143 | 
                133-187 | 
                133-115 | 
             
            
                | S2 | 
                133-087 | 
                133-087 | 
                133-174 | 
                 | 
             
            
                | S3 | 
                132-267 | 
                133-003 | 
                133-162 | 
                 | 
             
            
                | S4 | 
                132-127 | 
                132-183 | 
                133-123 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            135-265 | 
         
        
            | 
2.618             | 
            135-037 | 
         
        
            | 
1.618             | 
            134-217 | 
         
        
            | 
1.000             | 
            134-130 | 
         
        
            | 
0.618             | 
            134-077 | 
         
        
            | 
HIGH             | 
            133-310 | 
         
        
            | 
0.618             | 
            133-257 | 
         
        
            | 
0.500             | 
            133-240 | 
         
        
            | 
0.382             | 
            133-223 | 
         
        
            | 
LOW             | 
            133-170 | 
         
        
            | 
0.618             | 
            133-083 | 
         
        
            | 
1.000             | 
            133-030 | 
         
        
            | 
1.618             | 
            132-263 | 
         
        
            | 
2.618             | 
            132-123 | 
         
        
            | 
4.250             | 
            131-215 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                133-240 | 
                                133-225 | 
                             
                            
                                | PP | 
                                133-227 | 
                                133-217 | 
                             
                            
                                | S1 | 
                                133-213 | 
                                133-208 | 
                             
             
         |