ECBOT 10 Year T-Note Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Dec-2012 | 
                    18-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        133-070 | 
                        132-270 | 
                        -0-120 | 
                        -0.3% | 
                        134-040 | 
                     
                    
                        | High | 
                        133-115 | 
                        133-000 | 
                        -0-115 | 
                        -0.3% | 
                        134-100 | 
                     
                    
                        | Low | 
                        132-280 | 
                        132-160 | 
                        -0-120 | 
                        -0.3% | 
                        133-035 | 
                     
                    
                        | Close | 
                        132-315 | 
                        132-185 | 
                        -0-130 | 
                        -0.3% | 
                        133-125 | 
                     
                    
                        | Range | 
                        0-155 | 
                        0-160 | 
                        0-005 | 
                        3.2% | 
                        1-065 | 
                     
                    
                        | ATR | 
                        0-139 | 
                        0-140 | 
                        0-002 | 
                        1.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        7,132 | 
                        11,250 | 
                        4,118 | 
                        57.7% | 
                        78,402 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-062 | 
                133-283 | 
                132-273 | 
                 | 
             
            
                | R3 | 
                133-222 | 
                133-123 | 
                132-229 | 
                 | 
             
            
                | R2 | 
                133-062 | 
                133-062 | 
                132-214 | 
                 | 
             
            
                | R1 | 
                132-283 | 
                132-283 | 
                132-200 | 
                132-252 | 
             
            
                | PP | 
                132-222 | 
                132-222 | 
                132-222 | 
                132-206 | 
             
            
                | S1 | 
                132-123 | 
                132-123 | 
                132-170 | 
                132-092 | 
             
            
                | S2 | 
                132-062 | 
                132-062 | 
                132-156 | 
                 | 
             
            
                | S3 | 
                131-222 | 
                131-283 | 
                132-141 | 
                 | 
             
            
                | S4 | 
                131-062 | 
                131-123 | 
                132-097 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                137-068 | 
                136-162 | 
                134-017 | 
                 | 
             
            
                | R3 | 
                136-003 | 
                135-097 | 
                133-231 | 
                 | 
             
            
                | R2 | 
                134-258 | 
                134-258 | 
                133-196 | 
                 | 
             
            
                | R1 | 
                134-032 | 
                134-032 | 
                133-160 | 
                133-272 | 
             
            
                | PP | 
                133-193 | 
                133-193 | 
                133-193 | 
                133-154 | 
             
            
                | S1 | 
                132-287 | 
                132-287 | 
                133-090 | 
                132-208 | 
             
            
                | S2 | 
                132-128 | 
                132-128 | 
                133-054 | 
                 | 
             
            
                | S3 | 
                131-063 | 
                131-222 | 
                133-019 | 
                 | 
             
            
                | S4 | 
                129-318 | 
                130-157 | 
                132-233 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                134-005 | 
                132-160 | 
                1-165 | 
                1.1% | 
                0-149 | 
                0.4% | 
                5% | 
                False | 
                True | 
                11,997 | 
                 
                
                | 10 | 
                134-305 | 
                132-160 | 
                2-145 | 
                1.9% | 
                0-145 | 
                0.3% | 
                3% | 
                False | 
                True | 
                20,116 | 
                 
                
                | 20 | 
                134-305 | 
                132-160 | 
                2-145 | 
                1.9% | 
                0-129 | 
                0.3% | 
                3% | 
                False | 
                True | 
                397,091 | 
                 
                
                | 40 | 
                134-305 | 
                131-220 | 
                3-085 | 
                2.5% | 
                0-144 | 
                0.3% | 
                27% | 
                False | 
                False | 
                638,780 | 
                 
                
                | 60 | 
                134-305 | 
                131-220 | 
                3-085 | 
                2.5% | 
                0-146 | 
                0.3% | 
                27% | 
                False | 
                False | 
                702,150 | 
                 
                
                | 80 | 
                134-305 | 
                131-220 | 
                3-085 | 
                2.5% | 
                0-159 | 
                0.4% | 
                27% | 
                False | 
                False | 
                750,982 | 
                 
                
                | 100 | 
                134-305 | 
                131-030 | 
                3-275 | 
                2.9% | 
                0-160 | 
                0.4% | 
                38% | 
                False | 
                False | 
                604,065 | 
                 
                
                | 120 | 
                134-305 | 
                131-030 | 
                3-275 | 
                2.9% | 
                0-147 | 
                0.3% | 
                38% | 
                False | 
                False | 
                503,459 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            135-040 | 
         
        
            | 
2.618             | 
            134-099 | 
         
        
            | 
1.618             | 
            133-259 | 
         
        
            | 
1.000             | 
            133-160 | 
         
        
            | 
0.618             | 
            133-099 | 
         
        
            | 
HIGH             | 
            133-000 | 
         
        
            | 
0.618             | 
            132-259 | 
         
        
            | 
0.500             | 
            132-240 | 
         
        
            | 
0.382             | 
            132-221 | 
         
        
            | 
LOW             | 
            132-160 | 
         
        
            | 
0.618             | 
            132-061 | 
         
        
            | 
1.000             | 
            132-000 | 
         
        
            | 
1.618             | 
            131-221 | 
         
        
            | 
2.618             | 
            131-061 | 
         
        
            | 
4.250             | 
            130-120 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                132-240 | 
                                132-310 | 
                             
                            
                                | PP | 
                                132-222 | 
                                132-268 | 
                             
                            
                                | S1 | 
                                132-203 | 
                                132-227 | 
                             
             
         |