ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Oct-2012 | 
                    26-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        132-085 | 
                        131-280 | 
                        -0-125 | 
                        -0.3% | 
                        132-120 | 
                     
                    
                        | High | 
                        132-095 | 
                        132-195 | 
                        0-100 | 
                        0.2% | 
                        132-195 | 
                     
                    
                        | Low | 
                        131-220 | 
                        131-250 | 
                        0-030 | 
                        0.1% | 
                        131-220 | 
                     
                    
                        | Close | 
                        131-290 | 
                        132-180 | 
                        0-210 | 
                        0.5% | 
                        132-180 | 
                     
                    
                        | Range | 
                        0-195 | 
                        0-265 | 
                        0-070 | 
                        35.9% | 
                        0-295 | 
                     
                    
                        | ATR | 
                        0-165 | 
                        0-172 | 
                        0-007 | 
                        4.4% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,293,522 | 
                        1,121,916 | 
                        -171,606 | 
                        -13.3% | 
                        4,982,695 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-257 | 
                134-163 | 
                133-006 | 
                 | 
             
            
                | R3 | 
                133-312 | 
                133-218 | 
                132-253 | 
                 | 
             
            
                | R2 | 
                133-047 | 
                133-047 | 
                132-229 | 
                 | 
             
            
                | R1 | 
                132-273 | 
                132-273 | 
                132-204 | 
                133-000 | 
             
            
                | PP | 
                132-102 | 
                132-102 | 
                132-102 | 
                132-125 | 
             
            
                | S1 | 
                132-008 | 
                132-008 | 
                132-156 | 
                132-055 | 
             
            
                | S2 | 
                131-157 | 
                131-157 | 
                132-131 | 
                 | 
             
            
                | S3 | 
                130-212 | 
                131-063 | 
                132-107 | 
                 | 
             
            
                | S4 | 
                129-267 | 
                130-118 | 
                132-034 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                135-017 | 
                134-233 | 
                133-022 | 
                 | 
             
            
                | R3 | 
                134-042 | 
                133-258 | 
                132-261 | 
                 | 
             
            
                | R2 | 
                133-067 | 
                133-067 | 
                132-234 | 
                 | 
             
            
                | R1 | 
                132-283 | 
                132-283 | 
                132-207 | 
                133-015 | 
             
            
                | PP | 
                132-092 | 
                132-092 | 
                132-092 | 
                132-118 | 
             
            
                | S1 | 
                131-308 | 
                131-308 | 
                132-153 | 
                132-040 | 
             
            
                | S2 | 
                131-117 | 
                131-117 | 
                132-126 | 
                 | 
             
            
                | S3 | 
                130-142 | 
                131-013 | 
                132-099 | 
                 | 
             
            
                | S4 | 
                129-167 | 
                130-038 | 
                132-018 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                132-195 | 
                131-220 | 
                0-295 | 
                0.7% | 
                0-180 | 
                0.4% | 
                95% | 
                True | 
                False | 
                996,539 | 
                 
                
                | 10 | 
                133-130 | 
                131-220 | 
                1-230 | 
                1.3% | 
                0-175 | 
                0.4% | 
                51% | 
                False | 
                False | 
                969,602 | 
                 
                
                | 20 | 
                133-255 | 
                131-220 | 
                2-035 | 
                1.6% | 
                0-156 | 
                0.4% | 
                41% | 
                False | 
                False | 
                854,649 | 
                 
                
                | 40 | 
                133-270 | 
                131-220 | 
                2-050 | 
                1.6% | 
                0-178 | 
                0.4% | 
                41% | 
                False | 
                False | 
                908,652 | 
                 
                
                | 60 | 
                133-270 | 
                131-030 | 
                2-240 | 
                2.1% | 
                0-171 | 
                0.4% | 
                53% | 
                False | 
                False | 
                650,924 | 
                 
                
                | 80 | 
                134-180 | 
                131-030 | 
                3-150 | 
                2.6% | 
                0-154 | 
                0.4% | 
                42% | 
                False | 
                False | 
                488,451 | 
                 
                
                | 100 | 
                134-180 | 
                131-030 | 
                3-150 | 
                2.6% | 
                0-129 | 
                0.3% | 
                42% | 
                False | 
                False | 
                390,762 | 
                 
                
                | 120 | 
                134-180 | 
                130-270 | 
                3-230 | 
                2.8% | 
                0-109 | 
                0.3% | 
                46% | 
                False | 
                False | 
                325,635 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            136-041 | 
         
        
            | 
2.618             | 
            134-249 | 
         
        
            | 
1.618             | 
            133-304 | 
         
        
            | 
1.000             | 
            133-140 | 
         
        
            | 
0.618             | 
            133-039 | 
         
        
            | 
HIGH             | 
            132-195 | 
         
        
            | 
0.618             | 
            132-094 | 
         
        
            | 
0.500             | 
            132-062 | 
         
        
            | 
0.382             | 
            132-031 | 
         
        
            | 
LOW             | 
            131-250 | 
         
        
            | 
0.618             | 
            131-086 | 
         
        
            | 
1.000             | 
            130-305 | 
         
        
            | 
1.618             | 
            130-141 | 
         
        
            | 
2.618             | 
            129-196 | 
         
        
            | 
4.250             | 
            128-084 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                132-141 | 
                                132-136 | 
                             
                            
                                | PP | 
                                132-102 | 
                                132-092 | 
                             
                            
                                | S1 | 
                                132-062 | 
                                132-048 | 
                             
             
         |