ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Jul-2012 | 
                    25-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        134-050 | 
                        134-180 | 
                        0-130 | 
                        0.3% | 
                        133-220 | 
                     
                    
                        | High | 
                        134-150 | 
                        134-180 | 
                        0-030 | 
                        0.1% | 
                        134-020 | 
                     
                    
                        | Low | 
                        134-000 | 
                        134-040 | 
                        0-040 | 
                        0.1% | 
                        133-160 | 
                     
                    
                        | Close | 
                        134-110 | 
                        134-100 | 
                        -0-010 | 
                        0.0% | 
                        133-290 | 
                     
                    
                        | Range | 
                        0-150 | 
                        0-140 | 
                        -0-010 | 
                        -6.7% | 
                        0-180 | 
                     
                    
                        | ATR | 
                        0-102 | 
                        0-104 | 
                        0-003 | 
                        2.7% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,226 | 
                        1,612 | 
                        386 | 
                        31.5% | 
                        1,935 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                135-207 | 
                135-133 | 
                134-177 | 
                 | 
             
            
                | R3 | 
                135-067 | 
                134-313 | 
                134-138 | 
                 | 
             
            
                | R2 | 
                134-247 | 
                134-247 | 
                134-126 | 
                 | 
             
            
                | R1 | 
                134-173 | 
                134-173 | 
                134-113 | 
                134-140 | 
             
            
                | PP | 
                134-107 | 
                134-107 | 
                134-107 | 
                134-090 | 
             
            
                | S1 | 
                134-033 | 
                134-033 | 
                134-087 | 
                134-000 | 
             
            
                | S2 | 
                133-287 | 
                133-287 | 
                134-074 | 
                 | 
             
            
                | S3 | 
                133-147 | 
                133-213 | 
                134-062 | 
                 | 
             
            
                | S4 | 
                133-007 | 
                133-073 | 
                134-023 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                135-163 | 
                135-087 | 
                134-069 | 
                 | 
             
            
                | R3 | 
                134-303 | 
                134-227 | 
                134-020 | 
                 | 
             
            
                | R2 | 
                134-123 | 
                134-123 | 
                134-003 | 
                 | 
             
            
                | R1 | 
                134-047 | 
                134-047 | 
                133-306 | 
                134-085 | 
             
            
                | PP | 
                133-263 | 
                133-263 | 
                133-263 | 
                133-282 | 
             
            
                | S1 | 
                133-187 | 
                133-187 | 
                133-274 | 
                133-225 | 
             
            
                | S2 | 
                133-083 | 
                133-083 | 
                133-257 | 
                 | 
             
            
                | S3 | 
                132-223 | 
                133-007 | 
                133-240 | 
                 | 
             
            
                | S4 | 
                132-043 | 
                132-147 | 
                133-191 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                134-180 | 
                133-160 | 
                1-020 | 
                0.8% | 
                0-088 | 
                0.2% | 
                76% | 
                True | 
                False | 
                698 | 
                 
                
                | 10 | 
                134-180 | 
                133-160 | 
                1-020 | 
                0.8% | 
                0-065 | 
                0.2% | 
                76% | 
                True | 
                False | 
                518 | 
                 
                
                | 20 | 
                134-180 | 
                132-140 | 
                2-040 | 
                1.6% | 
                0-059 | 
                0.1% | 
                88% | 
                True | 
                False | 
                363 | 
                 
                
                | 40 | 
                134-180 | 
                131-290 | 
                2-210 | 
                2.0% | 
                0-035 | 
                0.1% | 
                91% | 
                True | 
                False | 
                184 | 
                 
                
                | 60 | 
                134-180 | 
                130-000 | 
                4-180 | 
                3.4% | 
                0-028 | 
                0.1% | 
                95% | 
                True | 
                False | 
                123 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            136-135 | 
         
        
            | 
2.618             | 
            135-227 | 
         
        
            | 
1.618             | 
            135-087 | 
         
        
            | 
1.000             | 
            135-000 | 
         
        
            | 
0.618             | 
            134-267 | 
         
        
            | 
HIGH             | 
            134-180 | 
         
        
            | 
0.618             | 
            134-127 | 
         
        
            | 
0.500             | 
            134-110 | 
         
        
            | 
0.382             | 
            134-093 | 
         
        
            | 
LOW             | 
            134-040 | 
         
        
            | 
0.618             | 
            133-273 | 
         
        
            | 
1.000             | 
            133-220 | 
         
        
            | 
1.618             | 
            133-133 | 
         
        
            | 
2.618             | 
            132-313 | 
         
        
            | 
4.250             | 
            132-085 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                134-110 | 
                                134-097 | 
                             
                            
                                | PP | 
                                134-107 | 
                                134-093 | 
                             
                            
                                | S1 | 
                                134-103 | 
                                134-090 | 
                             
             
         |