ECBOT 10 Year T-Note Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Nov-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Nov-2012 | 
                    29-Nov-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        133-085 | 
                        133-130 | 
                        0-045 | 
                        0.1% | 
                        133-190 | 
                     
                    
                        | High | 
                        133-185 | 
                        133-190 | 
                        0-005 | 
                        0.0% | 
                        133-190 | 
                     
                    
                        | Low | 
                        133-085 | 
                        133-090 | 
                        0-005 | 
                        0.0% | 
                        132-250 | 
                     
                    
                        | Close | 
                        133-155 | 
                        133-170 | 
                        0-015 | 
                        0.0% | 
                        132-265 | 
                     
                    
                        | Range | 
                        0-100 | 
                        0-100 | 
                        0-000 | 
                        0.0% | 
                        0-260 | 
                     
                    
                        | ATR | 
                        0-132 | 
                        0-130 | 
                        -0-002 | 
                        -1.7% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,070,650 | 
                        752,699 | 
                        -317,951 | 
                        -29.7% | 
                        172,480 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-130 | 
                134-090 | 
                133-225 | 
                 | 
             
            
                | R3 | 
                134-030 | 
                133-310 | 
                133-198 | 
                 | 
             
            
                | R2 | 
                133-250 | 
                133-250 | 
                133-188 | 
                 | 
             
            
                | R1 | 
                133-210 | 
                133-210 | 
                133-179 | 
                133-230 | 
             
            
                | PP | 
                133-150 | 
                133-150 | 
                133-150 | 
                133-160 | 
             
            
                | S1 | 
                133-110 | 
                133-110 | 
                133-161 | 
                133-130 | 
             
            
                | S2 | 
                133-050 | 
                133-050 | 
                133-152 | 
                 | 
             
            
                | S3 | 
                132-270 | 
                133-010 | 
                133-142 | 
                 | 
             
            
                | S4 | 
                132-170 | 
                132-230 | 
                133-115 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                135-162 | 
                134-313 | 
                133-088 | 
                 | 
             
            
                | R3 | 
                134-222 | 
                134-053 | 
                133-016 | 
                 | 
             
            
                | R2 | 
                133-282 | 
                133-282 | 
                132-313 | 
                 | 
             
            
                | R1 | 
                133-113 | 
                133-113 | 
                132-289 | 
                133-068 | 
             
            
                | PP | 
                133-022 | 
                133-022 | 
                133-022 | 
                132-319 | 
             
            
                | S1 | 
                132-173 | 
                132-173 | 
                132-241 | 
                132-128 | 
             
            
                | S2 | 
                132-082 | 
                132-082 | 
                132-217 | 
                 | 
             
            
                | S3 | 
                131-142 | 
                131-233 | 
                132-194 | 
                 | 
             
            
                | S4 | 
                130-202 | 
                130-293 | 
                132-122 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            134-295 | 
         
        
            | 
2.618             | 
            134-132 | 
         
        
            | 
1.618             | 
            134-032 | 
         
        
            | 
1.000             | 
            133-290 | 
         
        
            | 
0.618             | 
            133-252 | 
         
        
            | 
HIGH             | 
            133-190 | 
         
        
            | 
0.618             | 
            133-152 | 
         
        
            | 
0.500             | 
            133-140 | 
         
        
            | 
0.382             | 
            133-128 | 
         
        
            | 
LOW             | 
            133-090 | 
         
        
            | 
0.618             | 
            133-028 | 
         
        
            | 
1.000             | 
            132-310 | 
         
        
            | 
1.618             | 
            132-248 | 
         
        
            | 
2.618             | 
            132-148 | 
         
        
            | 
4.250             | 
            131-305 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Nov-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                133-160 | 
                                133-140 | 
                             
                            
                                | PP | 
                                133-150 | 
                                133-110 | 
                             
                            
                                | S1 | 
                                133-140 | 
                                133-080 | 
                             
             
         |