ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Dec-2012 | 
                    07-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        134-090 | 
                        134-110 | 
                        0-020 | 
                        0.0% | 
                        134-015 | 
                     
                    
                        | High | 
                        134-160 | 
                        134-305 | 
                        0-145 | 
                        0.3% | 
                        134-305 | 
                     
                    
                        | Low | 
                        134-080 | 
                        133-315 | 
                        -0-085 | 
                        -0.2% | 
                        133-245 | 
                     
                    
                        | Close | 
                        134-115 | 
                        134-020 | 
                        -0-095 | 
                        -0.2% | 
                        134-020 | 
                     
                    
                        | Range | 
                        0-080 | 
                        0-310 | 
                        0-230 | 
                        287.5% | 
                        1-060 | 
                     
                    
                        | ATR | 
                        0-129 | 
                        0-142 | 
                        0-013 | 
                        10.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        26,324 | 
                        36,187 | 
                        9,863 | 
                        37.5% | 
                        289,491 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                137-077 | 
                136-198 | 
                134-190 | 
                 | 
             
            
                | R3 | 
                136-087 | 
                135-208 | 
                134-105 | 
                 | 
             
            
                | R2 | 
                135-097 | 
                135-097 | 
                134-077 | 
                 | 
             
            
                | R1 | 
                134-218 | 
                134-218 | 
                134-048 | 
                134-162 | 
             
            
                | PP | 
                134-107 | 
                134-107 | 
                134-107 | 
                134-079 | 
             
            
                | S1 | 
                133-228 | 
                133-228 | 
                133-312 | 
                133-172 | 
             
            
                | S2 | 
                133-117 | 
                133-117 | 
                133-283 | 
                 | 
             
            
                | S3 | 
                132-127 | 
                132-238 | 
                133-255 | 
                 | 
             
            
                | S4 | 
                131-137 | 
                131-248 | 
                133-170 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                137-263 | 
                137-042 | 
                134-229 | 
                 | 
             
            
                | R3 | 
                136-203 | 
                135-302 | 
                134-124 | 
                 | 
             
            
                | R2 | 
                135-143 | 
                135-143 | 
                134-090 | 
                 | 
             
            
                | R1 | 
                134-242 | 
                134-242 | 
                134-055 | 
                135-032 | 
             
            
                | PP | 
                134-083 | 
                134-083 | 
                134-083 | 
                134-139 | 
             
            
                | S1 | 
                133-182 | 
                133-182 | 
                133-305 | 
                133-292 | 
             
            
                | S2 | 
                133-023 | 
                133-023 | 
                133-270 | 
                 | 
             
            
                | S3 | 
                131-283 | 
                132-122 | 
                133-236 | 
                 | 
             
            
                | S4 | 
                130-223 | 
                131-062 | 
                133-131 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                134-305 | 
                133-245 | 
                1-060 | 
                0.9% | 
                0-144 | 
                0.3% | 
                25% | 
                True | 
                False | 
                57,898 | 
                 
                
                | 10 | 
                134-305 | 
                133-090 | 
                1-215 | 
                1.2% | 
                0-128 | 
                0.3% | 
                47% | 
                True | 
                False | 
                564,699 | 
                 
                
                | 20 | 
                134-305 | 
                133-090 | 
                1-215 | 
                1.2% | 
                0-125 | 
                0.3% | 
                47% | 
                True | 
                False | 
                672,859 | 
                 
                
                | 40 | 
                134-305 | 
                131-220 | 
                3-085 | 
                2.4% | 
                0-150 | 
                0.3% | 
                73% | 
                True | 
                False | 
                791,520 | 
                 
                
                | 60 | 
                134-305 | 
                131-220 | 
                3-085 | 
                2.4% | 
                0-153 | 
                0.4% | 
                73% | 
                True | 
                False | 
                798,842 | 
                 
                
                | 80 | 
                134-305 | 
                131-030 | 
                3-275 | 
                2.9% | 
                0-161 | 
                0.4% | 
                77% | 
                True | 
                False | 
                752,892 | 
                 
                
                | 100 | 
                134-305 | 
                131-030 | 
                3-275 | 
                2.9% | 
                0-160 | 
                0.4% | 
                77% | 
                True | 
                False | 
                603,146 | 
                 
                
                | 120 | 
                134-305 | 
                131-030 | 
                3-275 | 
                2.9% | 
                0-140 | 
                0.3% | 
                77% | 
                True | 
                False | 
                502,653 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            139-022 | 
         
        
            | 
2.618             | 
            137-157 | 
         
        
            | 
1.618             | 
            136-167 | 
         
        
            | 
1.000             | 
            135-295 | 
         
        
            | 
0.618             | 
            135-177 | 
         
        
            | 
HIGH             | 
            134-305 | 
         
        
            | 
0.618             | 
            134-187 | 
         
        
            | 
0.500             | 
            134-150 | 
         
        
            | 
0.382             | 
            134-113 | 
         
        
            | 
LOW             | 
            133-315 | 
         
        
            | 
0.618             | 
            133-123 | 
         
        
            | 
1.000             | 
            133-005 | 
         
        
            | 
1.618             | 
            132-133 | 
         
        
            | 
2.618             | 
            131-143 | 
         
        
            | 
4.250             | 
            129-278 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                134-150 | 
                                134-150 | 
                             
                            
                                | PP | 
                                134-107 | 
                                134-107 | 
                             
                            
                                | S1 | 
                                134-063 | 
                                134-063 | 
                             
             
         |