ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Aug-2012 | 
                    14-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        132-240 | 
                        132-140 | 
                        -0-100 | 
                        -0.2% | 
                        132-310 | 
                     
                    
                        | High | 
                        132-260 | 
                        132-170 | 
                        -0-090 | 
                        -0.2% | 
                        133-100 | 
                     
                    
                        | Low | 
                        132-150 | 
                        132-000 | 
                        -0-150 | 
                        -0.4% | 
                        132-040 | 
                     
                    
                        | Close | 
                        132-190 | 
                        132-020 | 
                        -0-170 | 
                        -0.4% | 
                        132-230 | 
                     
                    
                        | Range | 
                        0-110 | 
                        0-170 | 
                        0-060 | 
                        54.5% | 
                        1-060 | 
                     
                    
                        | ATR | 
                        0-145 | 
                        0-148 | 
                        0-003 | 
                        2.2% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        6,925 | 
                        3,748 | 
                        -3,177 | 
                        -45.9% | 
                        35,077 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-253 | 
                133-147 | 
                132-114 | 
                 | 
             
            
                | R3 | 
                133-083 | 
                132-297 | 
                132-067 | 
                 | 
             
            
                | R2 | 
                132-233 | 
                132-233 | 
                132-051 | 
                 | 
             
            
                | R1 | 
                132-127 | 
                132-127 | 
                132-036 | 
                132-095 | 
             
            
                | PP | 
                132-063 | 
                132-063 | 
                132-063 | 
                132-048 | 
             
            
                | S1 | 
                131-277 | 
                131-277 | 
                132-004 | 
                131-245 | 
             
            
                | S2 | 
                131-213 | 
                131-213 | 
                131-309 | 
                 | 
             
            
                | S3 | 
                131-043 | 
                131-107 | 
                131-293 | 
                 | 
             
            
                | S4 | 
                130-193 | 
                130-257 | 
                131-246 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                136-090 | 
                135-220 | 
                133-119 | 
                 | 
             
            
                | R3 | 
                135-030 | 
                134-160 | 
                133-014 | 
                 | 
             
            
                | R2 | 
                133-290 | 
                133-290 | 
                132-300 | 
                 | 
             
            
                | R1 | 
                133-100 | 
                133-100 | 
                132-265 | 
                133-005 | 
             
            
                | PP | 
                132-230 | 
                132-230 | 
                132-230 | 
                132-182 | 
             
            
                | S1 | 
                132-040 | 
                132-040 | 
                132-195 | 
                131-265 | 
             
            
                | S2 | 
                131-170 | 
                131-170 | 
                132-160 | 
                 | 
             
            
                | S3 | 
                130-110 | 
                130-300 | 
                132-126 | 
                 | 
             
            
                | S4 | 
                129-050 | 
                129-240 | 
                132-021 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                132-260 | 
                132-000 | 
                0-260 | 
                0.6% | 
                0-130 | 
                0.3% | 
                8% | 
                False | 
                True | 
                8,150 | 
                 
                
                | 10 | 
                133-280 | 
                132-000 | 
                1-280 | 
                1.4% | 
                0-176 | 
                0.4% | 
                3% | 
                False | 
                True | 
                5,963 | 
                 
                
                | 20 | 
                134-180 | 
                132-000 | 
                2-180 | 
                1.9% | 
                0-148 | 
                0.3% | 
                2% | 
                False | 
                True | 
                3,400 | 
                 
                
                | 40 | 
                134-180 | 
                131-290 | 
                2-210 | 
                2.0% | 
                0-094 | 
                0.2% | 
                6% | 
                False | 
                False | 
                1,784 | 
                 
                
                | 60 | 
                134-180 | 
                131-140 | 
                3-040 | 
                2.4% | 
                0-069 | 
                0.2% | 
                20% | 
                False | 
                False | 
                1,190 | 
                 
                
                | 80 | 
                134-180 | 
                129-230 | 
                4-270 | 
                3.7% | 
                0-052 | 
                0.1% | 
                48% | 
                False | 
                False | 
                893 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            134-252 | 
         
        
            | 
2.618             | 
            133-295 | 
         
        
            | 
1.618             | 
            133-125 | 
         
        
            | 
1.000             | 
            133-020 | 
         
        
            | 
0.618             | 
            132-275 | 
         
        
            | 
HIGH             | 
            132-170 | 
         
        
            | 
0.618             | 
            132-105 | 
         
        
            | 
0.500             | 
            132-085 | 
         
        
            | 
0.382             | 
            132-065 | 
         
        
            | 
LOW             | 
            132-000 | 
         
        
            | 
0.618             | 
            131-215 | 
         
        
            | 
1.000             | 
            131-150 | 
         
        
            | 
1.618             | 
            131-045 | 
         
        
            | 
2.618             | 
            130-195 | 
         
        
            | 
4.250             | 
            129-238 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                132-085 | 
                                132-130 | 
                             
                            
                                | PP | 
                                132-063 | 
                                132-093 | 
                             
                            
                                | S1 | 
                                132-042 | 
                                132-057 | 
                             
             
         |