ECBOT 10 Year T-Note Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Nov-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Nov-2012 | 
                    02-Nov-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        132-090 | 
                        132-040 | 
                        -0-050 | 
                        -0.1% | 
                        132-020 | 
                     
                    
                        | High | 
                        132-110 | 
                        132-090 | 
                        -0-020 | 
                        0.0% | 
                        132-160 | 
                     
                    
                        | Low | 
                        132-030 | 
                        131-250 | 
                        -0-100 | 
                        -0.2% | 
                        131-250 | 
                     
                    
                        | Close | 
                        132-080 | 
                        132-070 | 
                        -0-010 | 
                        0.0% | 
                        132-070 | 
                     
                    
                        | Range | 
                        0-080 | 
                        0-160 | 
                        0-080 | 
                        100.0% | 
                        0-230 | 
                     
                    
                        | ATR | 
                        0-130 | 
                        0-132 | 
                        0-002 | 
                        1.7% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        3,323 | 
                        8,459 | 
                        5,136 | 
                        154.6% | 
                        14,119 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-190 | 
                133-130 | 
                132-158 | 
                 | 
             
            
                | R3 | 
                133-030 | 
                132-290 | 
                132-114 | 
                 | 
             
            
                | R2 | 
                132-190 | 
                132-190 | 
                132-099 | 
                 | 
             
            
                | R1 | 
                132-130 | 
                132-130 | 
                132-085 | 
                132-160 | 
             
            
                | PP | 
                132-030 | 
                132-030 | 
                132-030 | 
                132-045 | 
             
            
                | S1 | 
                131-290 | 
                131-290 | 
                132-055 | 
                132-000 | 
             
            
                | S2 | 
                131-190 | 
                131-190 | 
                132-041 | 
                 | 
             
            
                | S3 | 
                131-030 | 
                131-130 | 
                132-026 | 
                 | 
             
            
                | S4 | 
                130-190 | 
                130-290 | 
                131-302 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-103 | 
                133-317 | 
                132-196 | 
                 | 
             
            
                | R3 | 
                133-193 | 
                133-087 | 
                132-133 | 
                 | 
             
            
                | R2 | 
                132-283 | 
                132-283 | 
                132-112 | 
                 | 
             
            
                | R1 | 
                132-177 | 
                132-177 | 
                132-091 | 
                132-230 | 
             
            
                | PP | 
                132-053 | 
                132-053 | 
                132-053 | 
                132-080 | 
             
            
                | S1 | 
                131-267 | 
                131-267 | 
                132-049 | 
                132-000 | 
             
            
                | S2 | 
                131-143 | 
                131-143 | 
                132-028 | 
                 | 
             
            
                | S3 | 
                130-233 | 
                131-037 | 
                132-007 | 
                 | 
             
            
                | S4 | 
                130-003 | 
                130-127 | 
                131-264 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            134-130 | 
         
        
            | 
2.618             | 
            133-189 | 
         
        
            | 
1.618             | 
            133-029 | 
         
        
            | 
1.000             | 
            132-250 | 
         
        
            | 
0.618             | 
            132-189 | 
         
        
            | 
HIGH             | 
            132-090 | 
         
        
            | 
0.618             | 
            132-029 | 
         
        
            | 
0.500             | 
            132-010 | 
         
        
            | 
0.382             | 
            131-311 | 
         
        
            | 
LOW             | 
            131-250 | 
         
        
            | 
0.618             | 
            131-151 | 
         
        
            | 
1.000             | 
            131-090 | 
         
        
            | 
1.618             | 
            130-311 | 
         
        
            | 
2.618             | 
            130-151 | 
         
        
            | 
4.250             | 
            129-210 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Nov-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                132-050 | 
                                132-062 | 
                             
                            
                                | PP | 
                                132-030 | 
                                132-053 | 
                             
                            
                                | S1 | 
                                132-010 | 
                                132-045 | 
                             
             
         |