ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Nov-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Nov-2012 | 
                    12-Nov-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        133-300 | 
                        133-290 | 
                        -0-010 | 
                        0.0% | 
                        132-270 | 
                     
                    
                        | High | 
                        134-065 | 
                        133-310 | 
                        -0-075 | 
                        -0.2% | 
                        134-065 | 
                     
                    
                        | Low | 
                        133-220 | 
                        133-235 | 
                        0-015 | 
                        0.0% | 
                        132-200 | 
                     
                    
                        | Close | 
                        133-290 | 
                        133-285 | 
                        -0-005 | 
                        0.0% | 
                        133-290 | 
                     
                    
                        | Range | 
                        0-165 | 
                        0-075 | 
                        -0-090 | 
                        -54.5% | 
                        1-185 | 
                     
                    
                        | ATR | 
                        0-178 | 
                        0-170 | 
                        -0-007 | 
                        -4.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,156,330 | 
                        213,509 | 
                        -942,821 | 
                        -81.5% | 
                        5,426,453 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-182 | 
                134-148 | 
                134-006 | 
                 | 
             
            
                | R3 | 
                134-107 | 
                134-073 | 
                133-306 | 
                 | 
             
            
                | R2 | 
                134-032 | 
                134-032 | 
                133-299 | 
                 | 
             
            
                | R1 | 
                133-318 | 
                133-318 | 
                133-292 | 
                133-298 | 
             
            
                | PP | 
                133-277 | 
                133-277 | 
                133-277 | 
                133-266 | 
             
            
                | S1 | 
                133-243 | 
                133-243 | 
                133-278 | 
                133-222 | 
             
            
                | S2 | 
                133-202 | 
                133-202 | 
                133-271 | 
                 | 
             
            
                | S3 | 
                133-127 | 
                133-168 | 
                133-264 | 
                 | 
             
            
                | S4 | 
                133-052 | 
                133-093 | 
                133-244 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                138-100 | 
                137-220 | 
                134-248 | 
                 | 
             
            
                | R3 | 
                136-235 | 
                136-035 | 
                134-109 | 
                 | 
             
            
                | R2 | 
                135-050 | 
                135-050 | 
                134-063 | 
                 | 
             
            
                | R1 | 
                134-170 | 
                134-170 | 
                134-016 | 
                134-270 | 
             
            
                | PP | 
                133-185 | 
                133-185 | 
                133-185 | 
                133-235 | 
             
            
                | S1 | 
                132-305 | 
                132-305 | 
                133-244 | 
                133-085 | 
             
            
                | S2 | 
                132-000 | 
                132-000 | 
                133-197 | 
                 | 
             
            
                | S3 | 
                130-135 | 
                131-120 | 
                133-151 | 
                 | 
             
            
                | S4 | 
                128-270 | 
                129-255 | 
                133-012 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                134-065 | 
                132-200 | 
                1-185 | 
                1.2% | 
                0-187 | 
                0.4% | 
                80% | 
                False | 
                False | 
                983,007 | 
                 
                
                | 10 | 
                134-065 | 
                132-100 | 
                1-285 | 
                1.4% | 
                0-173 | 
                0.4% | 
                83% | 
                False | 
                False | 
                880,675 | 
                 
                
                | 20 | 
                134-065 | 
                131-220 | 
                2-165 | 
                1.9% | 
                0-174 | 
                0.4% | 
                88% | 
                False | 
                False | 
                911,409 | 
                 
                
                | 40 | 
                134-065 | 
                131-220 | 
                2-165 | 
                1.9% | 
                0-159 | 
                0.4% | 
                88% | 
                False | 
                False | 
                844,316 | 
                 
                
                | 60 | 
                134-065 | 
                131-030 | 
                3-035 | 
                2.3% | 
                0-173 | 
                0.4% | 
                90% | 
                False | 
                False | 
                801,790 | 
                 
                
                | 80 | 
                134-180 | 
                131-030 | 
                3-150 | 
                2.6% | 
                0-170 | 
                0.4% | 
                81% | 
                False | 
                False | 
                602,834 | 
                 
                
                | 100 | 
                134-180 | 
                131-030 | 
                3-150 | 
                2.6% | 
                0-145 | 
                0.3% | 
                81% | 
                False | 
                False | 
                482,310 | 
                 
                
                | 120 | 
                134-180 | 
                131-030 | 
                3-150 | 
                2.6% | 
                0-125 | 
                0.3% | 
                81% | 
                False | 
                False | 
                401,926 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            134-309 | 
         
        
            | 
2.618             | 
            134-186 | 
         
        
            | 
1.618             | 
            134-111 | 
         
        
            | 
1.000             | 
            134-065 | 
         
        
            | 
0.618             | 
            134-036 | 
         
        
            | 
HIGH             | 
            133-310 | 
         
        
            | 
0.618             | 
            133-281 | 
         
        
            | 
0.500             | 
            133-272 | 
         
        
            | 
0.382             | 
            133-264 | 
         
        
            | 
LOW             | 
            133-235 | 
         
        
            | 
0.618             | 
            133-189 | 
         
        
            | 
1.000             | 
            133-160 | 
         
        
            | 
1.618             | 
            133-114 | 
         
        
            | 
2.618             | 
            133-039 | 
         
        
            | 
4.250             | 
            132-236 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Nov-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                133-281 | 
                                133-276 | 
                             
                            
                                | PP | 
                                133-277 | 
                                133-267 | 
                             
                            
                                | S1 | 
                                133-272 | 
                                133-258 | 
                             
             
         |