ECBOT 10 Year T-Note Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Dec-2012 | 
                    19-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        132-100 | 
                        132-005 | 
                        -0-095 | 
                        -0.2% | 
                        133-190 | 
                     
                    
                        | High | 
                        132-125 | 
                        132-110 | 
                        -0-015 | 
                        0.0% | 
                        133-265 | 
                     
                    
                        | Low | 
                        131-255 | 
                        131-280 | 
                        0-025 | 
                        0.1% | 
                        132-170 | 
                     
                    
                        | Close | 
                        131-300 | 
                        132-050 | 
                        0-070 | 
                        0.2% | 
                        132-255 | 
                     
                    
                        | Range | 
                        0-190 | 
                        0-150 | 
                        -0-040 | 
                        -21.1% | 
                        1-095 | 
                     
                    
                        | ATR | 
                        0-137 | 
                        0-137 | 
                        0-001 | 
                        0.7% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,197,143 | 
                        1,131,712 | 
                        -65,431 | 
                        -5.5% | 
                        4,499,243 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-170 | 
                133-100 | 
                132-132 | 
                 | 
             
            
                | R3 | 
                133-020 | 
                132-270 | 
                132-091 | 
                 | 
             
            
                | R2 | 
                132-190 | 
                132-190 | 
                132-078 | 
                 | 
             
            
                | R1 | 
                132-120 | 
                132-120 | 
                132-064 | 
                132-155 | 
             
            
                | PP | 
                132-040 | 
                132-040 | 
                132-040 | 
                132-058 | 
             
            
                | S1 | 
                131-290 | 
                131-290 | 
                132-036 | 
                132-005 | 
             
            
                | S2 | 
                131-210 | 
                131-210 | 
                132-022 | 
                 | 
             
            
                | S3 | 
                131-060 | 
                131-140 | 
                132-009 | 
                 | 
             
            
                | S4 | 
                130-230 | 
                130-310 | 
                131-288 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                136-302 | 
                136-053 | 
                133-163 | 
                 | 
             
            
                | R3 | 
                135-207 | 
                134-278 | 
                133-049 | 
                 | 
             
            
                | R2 | 
                134-112 | 
                134-112 | 
                133-011 | 
                 | 
             
            
                | R1 | 
                133-183 | 
                133-183 | 
                132-293 | 
                133-100 | 
             
            
                | PP | 
                133-017 | 
                133-017 | 
                133-017 | 
                132-295 | 
             
            
                | S1 | 
                132-088 | 
                132-088 | 
                132-217 | 
                132-005 | 
             
            
                | S2 | 
                131-242 | 
                131-242 | 
                132-179 | 
                 | 
             
            
                | S3 | 
                130-147 | 
                130-313 | 
                132-141 | 
                 | 
             
            
                | S4 | 
                129-052 | 
                129-218 | 
                132-027 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                133-055 | 
                131-255 | 
                1-120 | 
                1.0% | 
                0-157 | 
                0.4% | 
                26% | 
                False | 
                False | 
                1,064,368 | 
                 
                
                | 10 | 
                134-010 | 
                131-255 | 
                2-075 | 
                1.7% | 
                0-144 | 
                0.3% | 
                16% | 
                False | 
                False | 
                941,846 | 
                 
                
                | 20 | 
                134-010 | 
                131-255 | 
                2-075 | 
                1.7% | 
                0-127 | 
                0.3% | 
                16% | 
                False | 
                False | 
                784,111 | 
                 
                
                | 40 | 
                134-010 | 
                131-030 | 
                2-300 | 
                2.2% | 
                0-132 | 
                0.3% | 
                36% | 
                False | 
                False | 
                395,698 | 
                 
                
                | 60 | 
                134-010 | 
                131-030 | 
                2-300 | 
                2.2% | 
                0-116 | 
                0.3% | 
                36% | 
                False | 
                False | 
                263,852 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            134-108 | 
         
        
            | 
2.618             | 
            133-183 | 
         
        
            | 
1.618             | 
            133-033 | 
         
        
            | 
1.000             | 
            132-260 | 
         
        
            | 
0.618             | 
            132-203 | 
         
        
            | 
HIGH             | 
            132-110 | 
         
        
            | 
0.618             | 
            132-053 | 
         
        
            | 
0.500             | 
            132-035 | 
         
        
            | 
0.382             | 
            132-017 | 
         
        
            | 
LOW             | 
            131-280 | 
         
        
            | 
0.618             | 
            131-187 | 
         
        
            | 
1.000             | 
            131-130 | 
         
        
            | 
1.618             | 
            131-037 | 
         
        
            | 
2.618             | 
            130-207 | 
         
        
            | 
4.250             | 
            129-282 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                132-045 | 
                                132-090 | 
                             
                            
                                | PP | 
                                132-040 | 
                                132-077 | 
                             
                            
                                | S1 | 
                                132-035 | 
                                132-063 | 
                             
             
         |