ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Jul-2012 | 
                    13-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        133-230 | 
                        133-190 | 
                        -0-040 | 
                        -0.1% | 
                        133-140 | 
                     
                    
                        | High | 
                        133-240 | 
                        133-190 | 
                        -0-050 | 
                        -0.1% | 
                        133-310 | 
                     
                    
                        | Low | 
                        133-220 | 
                        133-190 | 
                        -0-030 | 
                        -0.1% | 
                        133-140 | 
                     
                    
                        | Close | 
                        133-230 | 
                        133-190 | 
                        -0-040 | 
                        -0.1% | 
                        133-190 | 
                     
                    
                        | Range | 
                        0-020 | 
                        0-000 | 
                        -0-020 | 
                        -100.0% | 
                        0-170 | 
                     
                    
                        | ATR | 
                        0-100 | 
                        0-095 | 
                        -0-004 | 
                        -4.3% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        288 | 
                        12 | 
                        -276 | 
                        -95.8% | 
                        2,359 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-190 | 
                133-190 | 
                133-190 | 
                 | 
             
            
                | R3 | 
                133-190 | 
                133-190 | 
                133-190 | 
                 | 
             
            
                | R2 | 
                133-190 | 
                133-190 | 
                133-190 | 
                 | 
             
            
                | R1 | 
                133-190 | 
                133-190 | 
                133-190 | 
                133-190 | 
             
            
                | PP | 
                133-190 | 
                133-190 | 
                133-190 | 
                133-190 | 
             
            
                | S1 | 
                133-190 | 
                133-190 | 
                133-190 | 
                133-190 | 
             
            
                | S2 | 
                133-190 | 
                133-190 | 
                133-190 | 
                 | 
             
            
                | S3 | 
                133-190 | 
                133-190 | 
                133-190 | 
                 | 
             
            
                | S4 | 
                133-190 | 
                133-190 | 
                133-190 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                135-083 | 
                134-307 | 
                133-284 | 
                 | 
             
            
                | R3 | 
                134-233 | 
                134-137 | 
                133-237 | 
                 | 
             
            
                | R2 | 
                134-063 | 
                134-063 | 
                133-221 | 
                 | 
             
            
                | R1 | 
                133-287 | 
                133-287 | 
                133-206 | 
                134-015 | 
             
            
                | PP | 
                133-213 | 
                133-213 | 
                133-213 | 
                133-238 | 
             
            
                | S1 | 
                133-117 | 
                133-117 | 
                133-174 | 
                133-165 | 
             
            
                | S2 | 
                133-043 | 
                133-043 | 
                133-159 | 
                 | 
             
            
                | S3 | 
                132-193 | 
                132-267 | 
                133-143 | 
                 | 
             
            
                | S4 | 
                132-023 | 
                132-097 | 
                133-096 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            133-190 | 
         
        
            | 
2.618             | 
            133-190 | 
         
        
            | 
1.618             | 
            133-190 | 
         
        
            | 
1.000             | 
            133-190 | 
         
        
            | 
0.618             | 
            133-190 | 
         
        
            | 
HIGH             | 
            133-190 | 
         
        
            | 
0.618             | 
            133-190 | 
         
        
            | 
0.500             | 
            133-190 | 
         
        
            | 
0.382             | 
            133-190 | 
         
        
            | 
LOW             | 
            133-190 | 
         
        
            | 
0.618             | 
            133-190 | 
         
        
            | 
1.000             | 
            133-190 | 
         
        
            | 
1.618             | 
            133-190 | 
         
        
            | 
2.618             | 
            133-190 | 
         
        
            | 
4.250             | 
            133-190 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                133-190 | 
                                133-240 | 
                             
                            
                                | PP | 
                                133-190 | 
                                133-223 | 
                             
                            
                                | S1 | 
                                133-190 | 
                                133-207 | 
                             
             
         |