ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Dec-2012 | 
                    10-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        134-110 | 
                        134-040 | 
                        -0-070 | 
                        -0.2% | 
                        134-015 | 
                     
                    
                        | High | 
                        134-305 | 
                        134-100 | 
                        -0-205 | 
                        -0.5% | 
                        134-305 | 
                     
                    
                        | Low | 
                        133-315 | 
                        134-020 | 
                        0-025 | 
                        0.1% | 
                        133-245 | 
                     
                    
                        | Close | 
                        134-020 | 
                        134-035 | 
                        0-015 | 
                        0.0% | 
                        134-020 | 
                     
                    
                        | Range | 
                        0-310 | 
                        0-080 | 
                        -0-230 | 
                        -74.2% | 
                        1-060 | 
                     
                    
                        | ATR | 
                        0-142 | 
                        0-137 | 
                        -0-004 | 
                        -3.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        36,187 | 
                        18,412 | 
                        -17,775 | 
                        -49.1% | 
                        289,491 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-292 | 
                134-243 | 
                134-079 | 
                 | 
             
            
                | R3 | 
                134-212 | 
                134-163 | 
                134-057 | 
                 | 
             
            
                | R2 | 
                134-132 | 
                134-132 | 
                134-050 | 
                 | 
             
            
                | R1 | 
                134-083 | 
                134-083 | 
                134-042 | 
                134-068 | 
             
            
                | PP | 
                134-052 | 
                134-052 | 
                134-052 | 
                134-044 | 
             
            
                | S1 | 
                134-003 | 
                134-003 | 
                134-028 | 
                133-308 | 
             
            
                | S2 | 
                133-292 | 
                133-292 | 
                134-020 | 
                 | 
             
            
                | S3 | 
                133-212 | 
                133-243 | 
                134-013 | 
                 | 
             
            
                | S4 | 
                133-132 | 
                133-163 | 
                133-311 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                133-280 | 
                1-025 | 
                0.8% | 
                0-137 | 
                0.3% | 
                22% | 
                False | 
                False | 
                40,448 | 
                 
                
                | 10 | 
                134-305 | 
                133-130 | 
                1-175 | 
                1.2% | 
                0-121 | 
                0.3% | 
                45% | 
                False | 
                False | 
                467,484 | 
                 
                
                | 20 | 
                134-305 | 
                133-090 | 
                1-215 | 
                1.2% | 
                0-121 | 
                0.3% | 
                50% | 
                False | 
                False | 
                615,963 | 
                 
                
                | 40 | 
                134-305 | 
                131-220 | 
                3-085 | 
                2.4% | 
                0-148 | 
                0.3% | 
                74% | 
                False | 
                False | 
                773,916 | 
                 
                
                | 60 | 
                134-305 | 
                131-220 | 
                3-085 | 
                2.4% | 
                0-148 | 
                0.3% | 
                74% | 
                False | 
                False | 
                777,003 | 
                 
                
                | 80 | 
                134-305 | 
                131-030 | 
                3-275 | 
                2.9% | 
                0-160 | 
                0.4% | 
                78% | 
                False | 
                False | 
                752,856 | 
                 
                
                | 100 | 
                134-305 | 
                131-030 | 
                3-275 | 
                2.9% | 
                0-160 | 
                0.4% | 
                78% | 
                False | 
                False | 
                603,328 | 
                 
                
                | 120 | 
                134-305 | 
                131-030 | 
                3-275 | 
                2.9% | 
                0-140 | 
                0.3% | 
                78% | 
                False | 
                False | 
                502,806 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            135-120 | 
         
        
            | 
2.618             | 
            134-309 | 
         
        
            | 
1.618             | 
            134-229 | 
         
        
            | 
1.000             | 
            134-180 | 
         
        
            | 
0.618             | 
            134-149 | 
         
        
            | 
HIGH             | 
            134-100 | 
         
        
            | 
0.618             | 
            134-069 | 
         
        
            | 
0.500             | 
            134-060 | 
         
        
            | 
0.382             | 
            134-051 | 
         
        
            | 
LOW             | 
            134-020 | 
         
        
            | 
0.618             | 
            133-291 | 
         
        
            | 
1.000             | 
            133-260 | 
         
        
            | 
1.618             | 
            133-211 | 
         
        
            | 
2.618             | 
            133-131 | 
         
        
            | 
4.250             | 
            133-000 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                134-060 | 
                                134-150 | 
                             
                            
                                | PP | 
                                134-052 | 
                                134-112 | 
                             
                            
                                | S1 | 
                                134-043 | 
                                134-073 | 
                             
             
         |