ECBOT 10 Year T-Note Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Nov-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Nov-2012 | 
                    30-Nov-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        133-130 | 
                        133-165 | 
                        0-035 | 
                        0.1% | 
                        132-270 | 
                     
                    
                        | High | 
                        133-190 | 
                        133-225 | 
                        0-035 | 
                        0.1% | 
                        133-225 | 
                     
                    
                        | Low | 
                        133-090 | 
                        133-130 | 
                        0-040 | 
                        0.1% | 
                        132-250 | 
                     
                    
                        | Close | 
                        133-170 | 
                        133-205 | 
                        0-035 | 
                        0.1% | 
                        133-205 | 
                     
                    
                        | Range | 
                        0-100 | 
                        0-095 | 
                        -0-005 | 
                        -5.0% | 
                        0-295 | 
                     
                    
                        | ATR | 
                        0-130 | 
                        0-127 | 
                        -0-002 | 
                        -1.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        752,699 | 
                        809,825 | 
                        57,126 | 
                        7.6% | 
                        3,678,867 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-152 | 
                134-113 | 
                133-257 | 
                 | 
             
            
                | R3 | 
                134-057 | 
                134-018 | 
                133-231 | 
                 | 
             
            
                | R2 | 
                133-282 | 
                133-282 | 
                133-222 | 
                 | 
             
            
                | R1 | 
                133-243 | 
                133-243 | 
                133-214 | 
                133-262 | 
             
            
                | PP | 
                133-187 | 
                133-187 | 
                133-187 | 
                133-196 | 
             
            
                | S1 | 
                133-148 | 
                133-148 | 
                133-196 | 
                133-168 | 
             
            
                | S2 | 
                133-092 | 
                133-092 | 
                133-188 | 
                 | 
             
            
                | S3 | 
                132-317 | 
                133-053 | 
                133-179 | 
                 | 
             
            
                | S4 | 
                132-222 | 
                132-278 | 
                133-153 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                136-045 | 
                135-260 | 
                134-047 | 
                 | 
             
            
                | R3 | 
                135-070 | 
                134-285 | 
                133-286 | 
                 | 
             
            
                | R2 | 
                134-095 | 
                134-095 | 
                133-259 | 
                 | 
             
            
                | R1 | 
                133-310 | 
                133-310 | 
                133-232 | 
                134-042 | 
             
            
                | PP | 
                133-120 | 
                133-120 | 
                133-120 | 
                133-146 | 
             
            
                | S1 | 
                133-015 | 
                133-015 | 
                133-178 | 
                133-068 | 
             
            
                | S2 | 
                132-145 | 
                132-145 | 
                133-151 | 
                 | 
             
            
                | S3 | 
                131-170 | 
                132-040 | 
                133-124 | 
                 | 
             
            
                | S4 | 
                130-195 | 
                131-065 | 
                133-043 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            134-309 | 
         
        
            | 
2.618             | 
            134-154 | 
         
        
            | 
1.618             | 
            134-059 | 
         
        
            | 
1.000             | 
            134-000 | 
         
        
            | 
0.618             | 
            133-284 | 
         
        
            | 
HIGH             | 
            133-225 | 
         
        
            | 
0.618             | 
            133-189 | 
         
        
            | 
0.500             | 
            133-178 | 
         
        
            | 
0.382             | 
            133-166 | 
         
        
            | 
LOW             | 
            133-130 | 
         
        
            | 
0.618             | 
            133-071 | 
         
        
            | 
1.000             | 
            133-035 | 
         
        
            | 
1.618             | 
            132-296 | 
         
        
            | 
2.618             | 
            132-201 | 
         
        
            | 
4.250             | 
            132-046 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Nov-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                133-196 | 
                                133-188 | 
                             
                            
                                | PP | 
                                133-187 | 
                                133-172 | 
                             
                            
                                | S1 | 
                                133-178 | 
                                133-155 | 
                             
             
         |