ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Dec-2012 | 
                    06-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        134-030 | 
                        134-090 | 
                        0-060 | 
                        0.1% | 
                        133-100 | 
                     
                    
                        | High | 
                        134-125 | 
                        134-160 | 
                        0-035 | 
                        0.1% | 
                        134-060 | 
                     
                    
                        | Low | 
                        134-000 | 
                        134-080 | 
                        0-080 | 
                        0.2% | 
                        133-090 | 
                     
                    
                        | Close | 
                        134-090 | 
                        134-115 | 
                        0-025 | 
                        0.1% | 
                        134-040 | 
                     
                    
                        | Range | 
                        0-125 | 
                        0-080 | 
                        -0-045 | 
                        -36.0% | 
                        0-290 | 
                     
                    
                        | ATR | 
                        0-132 | 
                        0-129 | 
                        -0-004 | 
                        -2.8% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        41,867 | 
                        26,324 | 
                        -15,543 | 
                        -37.1% | 
                        5,357,505 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                135-038 | 
                134-317 | 
                134-159 | 
                 | 
             
            
                | R3 | 
                134-278 | 
                134-237 | 
                134-137 | 
                 | 
             
            
                | R2 | 
                134-198 | 
                134-198 | 
                134-130 | 
                 | 
             
            
                | R1 | 
                134-157 | 
                134-157 | 
                134-122 | 
                134-178 | 
             
            
                | PP | 
                134-118 | 
                134-118 | 
                134-118 | 
                134-129 | 
             
            
                | S1 | 
                134-077 | 
                134-077 | 
                134-108 | 
                134-098 | 
             
            
                | S2 | 
                134-038 | 
                134-038 | 
                134-100 | 
                 | 
             
            
                | S3 | 
                133-278 | 
                133-317 | 
                134-093 | 
                 | 
             
            
                | S4 | 
                133-198 | 
                133-237 | 
                134-071 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                134-160 | 
                133-245 | 
                0-235 | 
                0.5% | 
                0-100 | 
                0.2% | 
                81% | 
                True | 
                False | 
                100,372 | 
                 
                
                | 10 | 
                134-160 | 
                133-090 | 
                1-070 | 
                0.9% | 
                0-105 | 
                0.2% | 
                88% | 
                True | 
                False | 
                601,570 | 
                 
                
                | 20 | 
                134-160 | 
                133-090 | 
                1-070 | 
                0.9% | 
                0-118 | 
                0.3% | 
                88% | 
                True | 
                False | 
                730,865 | 
                 
                
                | 40 | 
                134-160 | 
                131-220 | 
                2-260 | 
                2.1% | 
                0-146 | 
                0.3% | 
                95% | 
                True | 
                False | 
                815,795 | 
                 
                
                | 60 | 
                134-160 | 
                131-220 | 
                2-260 | 
                2.1% | 
                0-154 | 
                0.4% | 
                95% | 
                True | 
                False | 
                826,928 | 
                 
                
                | 80 | 
                134-160 | 
                131-030 | 
                3-130 | 
                2.5% | 
                0-160 | 
                0.4% | 
                96% | 
                True | 
                False | 
                752,635 | 
                 
                
                | 100 | 
                134-180 | 
                131-030 | 
                3-150 | 
                2.6% | 
                0-157 | 
                0.4% | 
                94% | 
                False | 
                False | 
                602,788 | 
                 
                
                | 120 | 
                134-180 | 
                131-030 | 
                3-150 | 
                2.6% | 
                0-138 | 
                0.3% | 
                94% | 
                False | 
                False | 
                502,352 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            135-180 | 
         
        
            | 
2.618             | 
            135-049 | 
         
        
            | 
1.618             | 
            134-289 | 
         
        
            | 
1.000             | 
            134-240 | 
         
        
            | 
0.618             | 
            134-209 | 
         
        
            | 
HIGH             | 
            134-160 | 
         
        
            | 
0.618             | 
            134-129 | 
         
        
            | 
0.500             | 
            134-120 | 
         
        
            | 
0.382             | 
            134-111 | 
         
        
            | 
LOW             | 
            134-080 | 
         
        
            | 
0.618             | 
            134-031 | 
         
        
            | 
1.000             | 
            134-000 | 
         
        
            | 
1.618             | 
            133-271 | 
         
        
            | 
2.618             | 
            133-191 | 
         
        
            | 
4.250             | 
            133-060 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                134-120 | 
                                134-097 | 
                             
                            
                                | PP | 
                                134-118 | 
                                134-078 | 
                             
                            
                                | S1 | 
                                134-117 | 
                                134-060 | 
                             
             
         |