ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Dec-2012 | 
                    04-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        134-015 | 
                        134-010 | 
                        -0-005 | 
                        0.0% | 
                        133-100 | 
                     
                    
                        | High | 
                        134-040 | 
                        134-050 | 
                        0-010 | 
                        0.0% | 
                        134-060 | 
                     
                    
                        | Low | 
                        133-245 | 
                        133-280 | 
                        0-035 | 
                        0.1% | 
                        133-090 | 
                     
                    
                        | Close | 
                        133-310 | 
                        134-025 | 
                        0-035 | 
                        0.1% | 
                        134-040 | 
                     
                    
                        | Range | 
                        0-115 | 
                        0-090 | 
                        -0-025 | 
                        -21.7% | 
                        0-290 | 
                     
                    
                        | ATR | 
                        0-136 | 
                        0-133 | 
                        -0-003 | 
                        -2.4% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        105,659 | 
                        79,454 | 
                        -26,205 | 
                        -24.8% | 
                        5,357,505 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-282 | 
                134-243 | 
                134-074 | 
                 | 
             
            
                | R3 | 
                134-192 | 
                134-153 | 
                134-050 | 
                 | 
             
            
                | R2 | 
                134-102 | 
                134-102 | 
                134-042 | 
                 | 
             
            
                | R1 | 
                134-063 | 
                134-063 | 
                134-033 | 
                134-082 | 
             
            
                | PP | 
                134-012 | 
                134-012 | 
                134-012 | 
                134-021 | 
             
            
                | S1 | 
                133-293 | 
                133-293 | 
                134-017 | 
                133-312 | 
             
            
                | S2 | 
                133-242 | 
                133-242 | 
                134-008 | 
                 | 
             
            
                | S3 | 
                133-152 | 
                133-203 | 
                134-000 | 
                 | 
             
            
                | S4 | 
                133-062 | 
                133-113 | 
                133-296 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                136-187 | 
                136-083 | 
                134-200 | 
                 | 
             
            
                | R3 | 
                135-217 | 
                135-113 | 
                134-120 | 
                 | 
             
            
                | R2 | 
                134-247 | 
                134-247 | 
                134-093 | 
                 | 
             
            
                | R1 | 
                134-143 | 
                134-143 | 
                134-067 | 
                134-195 | 
             
            
                | PP | 
                133-277 | 
                133-277 | 
                133-277 | 
                133-302 | 
             
            
                | S1 | 
                133-173 | 
                133-173 | 
                134-013 | 
                133-225 | 
             
            
                | S2 | 
                132-307 | 
                132-307 | 
                133-307 | 
                 | 
             
            
                | S3 | 
                132-017 | 
                132-203 | 
                133-280 | 
                 | 
             
            
                | S4 | 
                131-047 | 
                131-233 | 
                133-200 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                134-060 | 
                133-240 | 
                0-140 | 
                0.3% | 
                0-099 | 
                0.2% | 
                75% | 
                False | 
                False | 
                655,856 | 
                 
                
                | 10 | 
                134-060 | 
                133-090 | 
                0-290 | 
                0.7% | 
                0-114 | 
                0.3% | 
                88% | 
                False | 
                False | 
                774,065 | 
                 
                
                | 20 | 
                134-115 | 
                132-200 | 
                1-235 | 
                1.3% | 
                0-134 | 
                0.3% | 
                84% | 
                False | 
                False | 
                844,900 | 
                 
                
                | 40 | 
                134-115 | 
                131-220 | 
                2-215 | 
                2.0% | 
                0-149 | 
                0.3% | 
                89% | 
                False | 
                False | 
                853,539 | 
                 
                
                | 60 | 
                134-115 | 
                131-220 | 
                2-215 | 
                2.0% | 
                0-156 | 
                0.4% | 
                89% | 
                False | 
                False | 
                852,127 | 
                 
                
                | 80 | 
                134-115 | 
                131-030 | 
                3-085 | 
                2.4% | 
                0-160 | 
                0.4% | 
                91% | 
                False | 
                False | 
                751,917 | 
                 
                
                | 100 | 
                134-180 | 
                131-030 | 
                3-150 | 
                2.6% | 
                0-157 | 
                0.4% | 
                86% | 
                False | 
                False | 
                602,116 | 
                 
                
                | 120 | 
                134-180 | 
                131-030 | 
                3-150 | 
                2.6% | 
                0-137 | 
                0.3% | 
                86% | 
                False | 
                False | 
                501,784 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            135-112 | 
         
        
            | 
2.618             | 
            134-286 | 
         
        
            | 
1.618             | 
            134-196 | 
         
        
            | 
1.000             | 
            134-140 | 
         
        
            | 
0.618             | 
            134-106 | 
         
        
            | 
HIGH             | 
            134-050 | 
         
        
            | 
0.618             | 
            134-016 | 
         
        
            | 
0.500             | 
            134-005 | 
         
        
            | 
0.382             | 
            133-314 | 
         
        
            | 
LOW             | 
            133-280 | 
         
        
            | 
0.618             | 
            133-224 | 
         
        
            | 
1.000             | 
            133-190 | 
         
        
            | 
1.618             | 
            133-134 | 
         
        
            | 
2.618             | 
            133-044 | 
         
        
            | 
4.250             | 
            132-218 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                134-018 | 
                                134-014 | 
                             
                            
                                | PP | 
                                134-012 | 
                                134-003 | 
                             
                            
                                | S1 | 
                                134-005 | 
                                133-312 | 
                             
             
         |