ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jul-2012 | 
                    16-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        133-190 | 
                        133-220 | 
                        0-030 | 
                        0.1% | 
                        133-140 | 
                     
                    
                        | High | 
                        133-190 | 
                        134-020 | 
                        0-150 | 
                        0.4% | 
                        133-310 | 
                     
                    
                        | Low | 
                        133-190 | 
                        133-220 | 
                        0-030 | 
                        0.1% | 
                        133-140 | 
                     
                    
                        | Close | 
                        133-190 | 
                        133-270 | 
                        0-080 | 
                        0.2% | 
                        133-190 | 
                     
                    
                        | Range | 
                        0-000 | 
                        0-120 | 
                        0-120 | 
                         | 
                        0-170 | 
                     
                    
                        | ATR | 
                        0-095 | 
                        0-099 | 
                        0-004 | 
                        4.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        12 | 
                        102 | 
                        90 | 
                        750.0% | 
                        2,359 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-317 | 
                134-253 | 
                134-016 | 
                 | 
             
            
                | R3 | 
                134-197 | 
                134-133 | 
                133-303 | 
                 | 
             
            
                | R2 | 
                134-077 | 
                134-077 | 
                133-292 | 
                 | 
             
            
                | R1 | 
                134-013 | 
                134-013 | 
                133-281 | 
                134-045 | 
             
            
                | PP | 
                133-277 | 
                133-277 | 
                133-277 | 
                133-292 | 
             
            
                | S1 | 
                133-213 | 
                133-213 | 
                133-259 | 
                133-245 | 
             
            
                | S2 | 
                133-157 | 
                133-157 | 
                133-248 | 
                 | 
             
            
                | S3 | 
                133-037 | 
                133-093 | 
                133-237 | 
                 | 
             
            
                | S4 | 
                132-237 | 
                132-293 | 
                133-204 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                134-020 | 
                133-170 | 
                0-170 | 
                0.4% | 
                0-062 | 
                0.1% | 
                59% | 
                True | 
                False | 
                399 | 
                 
                
                | 10 | 
                134-020 | 
                132-230 | 
                1-110 | 
                1.0% | 
                0-053 | 
                0.1% | 
                84% | 
                True | 
                False | 
                248 | 
                 
                
                | 20 | 
                134-020 | 
                131-290 | 
                2-050 | 
                1.6% | 
                0-040 | 
                0.1% | 
                90% | 
                True | 
                False | 
                128 | 
                 
                
                | 40 | 
                134-020 | 
                131-140 | 
                2-200 | 
                2.0% | 
                0-029 | 
                0.1% | 
                92% | 
                True | 
                False | 
                65 | 
                 
                
                | 60 | 
                134-020 | 
                129-230 | 
                4-110 | 
                3.2% | 
                0-019 | 
                0.0% | 
                95% | 
                True | 
                False | 
                44 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            135-210 | 
         
        
            | 
2.618             | 
            135-014 | 
         
        
            | 
1.618             | 
            134-214 | 
         
        
            | 
1.000             | 
            134-140 | 
         
        
            | 
0.618             | 
            134-094 | 
         
        
            | 
HIGH             | 
            134-020 | 
         
        
            | 
0.618             | 
            133-294 | 
         
        
            | 
0.500             | 
            133-280 | 
         
        
            | 
0.382             | 
            133-266 | 
         
        
            | 
LOW             | 
            133-220 | 
         
        
            | 
0.618             | 
            133-146 | 
         
        
            | 
1.000             | 
            133-100 | 
         
        
            | 
1.618             | 
            133-026 | 
         
        
            | 
2.618             | 
            132-226 | 
         
        
            | 
4.250             | 
            132-030 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                133-280 | 
                                133-268 | 
                             
                            
                                | PP | 
                                133-277 | 
                                133-267 | 
                             
                            
                                | S1 | 
                                133-273 | 
                                133-265 | 
                             
             
         |