ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Aug-2012 | 
                    07-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        132-310 | 
                        133-000 | 
                        0-010 | 
                        0.0% | 
                        133-050 | 
                     
                    
                        | High | 
                        133-100 | 
                        133-030 | 
                        -0-070 | 
                        -0.2% | 
                        133-280 | 
                     
                    
                        | Low | 
                        132-290 | 
                        132-140 | 
                        -0-150 | 
                        -0.4% | 
                        132-250 | 
                     
                    
                        | Close | 
                        133-030 | 
                        132-170 | 
                        -0-180 | 
                        -0.4% | 
                        132-290 | 
                     
                    
                        | Range | 
                        0-130 | 
                        0-210 | 
                        0-080 | 
                        61.5% | 
                        1-030 | 
                     
                    
                        | ATR | 
                        0-150 | 
                        0-154 | 
                        0-004 | 
                        2.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        2,758 | 
                        2,242 | 
                        -516 | 
                        -18.7% | 
                        16,913 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-210 | 
                134-080 | 
                132-286 | 
                 | 
             
            
                | R3 | 
                134-000 | 
                133-190 | 
                132-228 | 
                 | 
             
            
                | R2 | 
                133-110 | 
                133-110 | 
                132-208 | 
                 | 
             
            
                | R1 | 
                132-300 | 
                132-300 | 
                132-189 | 
                132-260 | 
             
            
                | PP | 
                132-220 | 
                132-220 | 
                132-220 | 
                132-200 | 
             
            
                | S1 | 
                132-090 | 
                132-090 | 
                132-151 | 
                132-050 | 
             
            
                | S2 | 
                132-010 | 
                132-010 | 
                132-132 | 
                 | 
             
            
                | S3 | 
                131-120 | 
                131-200 | 
                132-112 | 
                 | 
             
            
                | S4 | 
                130-230 | 
                130-310 | 
                132-054 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                136-150 | 
                135-250 | 
                133-162 | 
                 | 
             
            
                | R3 | 
                135-120 | 
                134-220 | 
                133-066 | 
                 | 
             
            
                | R2 | 
                134-090 | 
                134-090 | 
                133-034 | 
                 | 
             
            
                | R1 | 
                133-190 | 
                133-190 | 
                133-002 | 
                133-125 | 
             
            
                | PP | 
                133-060 | 
                133-060 | 
                133-060 | 
                133-028 | 
             
            
                | S1 | 
                132-160 | 
                132-160 | 
                132-258 | 
                132-095 | 
             
            
                | S2 | 
                132-030 | 
                132-030 | 
                132-226 | 
                 | 
             
            
                | S3 | 
                131-000 | 
                131-130 | 
                132-194 | 
                 | 
             
            
                | S4 | 
                129-290 | 
                130-100 | 
                132-098 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                133-280 | 
                132-140 | 
                1-140 | 
                1.1% | 
                0-222 | 
                0.5% | 
                7% | 
                False | 
                True | 
                3,777 | 
                 
                
                | 10 | 
                134-180 | 
                132-140 | 
                2-040 | 
                1.6% | 
                0-197 | 
                0.5% | 
                4% | 
                False | 
                True | 
                2,492 | 
                 
                
                | 20 | 
                134-180 | 
                132-140 | 
                2-040 | 
                1.6% | 
                0-131 | 
                0.3% | 
                4% | 
                False | 
                True | 
                1,503 | 
                 
                
                | 40 | 
                134-180 | 
                131-290 | 
                2-210 | 
                2.0% | 
                0-081 | 
                0.2% | 
                24% | 
                False | 
                False | 
                766 | 
                 
                
                | 60 | 
                134-180 | 
                131-140 | 
                3-040 | 
                2.4% | 
                0-058 | 
                0.1% | 
                35% | 
                False | 
                False | 
                511 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            135-282 | 
         
        
            | 
2.618             | 
            134-260 | 
         
        
            | 
1.618             | 
            134-050 | 
         
        
            | 
1.000             | 
            133-240 | 
         
        
            | 
0.618             | 
            133-160 | 
         
        
            | 
HIGH             | 
            133-030 | 
         
        
            | 
0.618             | 
            132-270 | 
         
        
            | 
0.500             | 
            132-245 | 
         
        
            | 
0.382             | 
            132-220 | 
         
        
            | 
LOW             | 
            132-140 | 
         
        
            | 
0.618             | 
            132-010 | 
         
        
            | 
1.000             | 
            131-250 | 
         
        
            | 
1.618             | 
            131-120 | 
         
        
            | 
2.618             | 
            130-230 | 
         
        
            | 
4.250             | 
            129-208 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                132-245 | 
                                133-025 | 
                             
                            
                                | PP | 
                                132-220 | 
                                132-287 | 
                             
                            
                                | S1 | 
                                132-195 | 
                                132-228 | 
                             
             
         |