ECBOT 10 Year T-Note Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Dec-2012 | 
                    26-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        132-125 | 
                        132-105 | 
                        -0-020 | 
                        0.0% | 
                        132-245 | 
                     
                    
                        | High | 
                        132-150 | 
                        132-190 | 
                        0-040 | 
                        0.1% | 
                        132-245 | 
                     
                    
                        | Low | 
                        132-080 | 
                        132-080 | 
                        0-000 | 
                        0.0% | 
                        131-255 | 
                     
                    
                        | Close | 
                        132-105 | 
                        132-160 | 
                        0-055 | 
                        0.1% | 
                        132-155 | 
                     
                    
                        | Range | 
                        0-070 | 
                        0-110 | 
                        0-040 | 
                        57.1% | 
                        0-310 | 
                     
                    
                        | ATR | 
                        0-133 | 
                        0-131 | 
                        -0-002 | 
                        -1.2% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        74,527 | 
                        111,844 | 
                        37,317 | 
                        50.1% | 
                        4,818,066 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-153 | 
                133-107 | 
                132-220 | 
                 | 
             
            
                | R3 | 
                133-043 | 
                132-317 | 
                132-190 | 
                 | 
             
            
                | R2 | 
                132-253 | 
                132-253 | 
                132-180 | 
                 | 
             
            
                | R1 | 
                132-207 | 
                132-207 | 
                132-170 | 
                132-230 | 
             
            
                | PP | 
                132-143 | 
                132-143 | 
                132-143 | 
                132-155 | 
             
            
                | S1 | 
                132-097 | 
                132-097 | 
                132-150 | 
                132-120 | 
             
            
                | S2 | 
                132-033 | 
                132-033 | 
                132-140 | 
                 | 
             
            
                | S3 | 
                131-243 | 
                131-307 | 
                132-130 | 
                 | 
             
            
                | S4 | 
                131-133 | 
                131-197 | 
                132-100 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                135-082 | 
                134-268 | 
                133-006 | 
                 | 
             
            
                | R3 | 
                134-092 | 
                133-278 | 
                132-240 | 
                 | 
             
            
                | R2 | 
                133-102 | 
                133-102 | 
                132-212 | 
                 | 
             
            
                | R1 | 
                132-288 | 
                132-288 | 
                132-183 | 
                132-200 | 
             
            
                | PP | 
                132-112 | 
                132-112 | 
                132-112 | 
                132-068 | 
             
            
                | S1 | 
                131-298 | 
                131-298 | 
                132-127 | 
                131-210 | 
             
            
                | S2 | 
                131-122 | 
                131-122 | 
                132-098 | 
                 | 
             
            
                | S3 | 
                130-132 | 
                130-308 | 
                132-070 | 
                 | 
             
            
                | S4 | 
                129-142 | 
                129-318 | 
                131-304 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                132-205 | 
                131-280 | 
                0-245 | 
                0.6% | 
                0-120 | 
                0.3% | 
                82% | 
                False | 
                False | 
                596,463 | 
                 
                
                | 10 | 
                133-175 | 
                131-255 | 
                1-240 | 
                1.3% | 
                0-142 | 
                0.3% | 
                40% | 
                False | 
                False | 
                838,006 | 
                 
                
                | 20 | 
                134-010 | 
                131-255 | 
                2-075 | 
                1.7% | 
                0-126 | 
                0.3% | 
                31% | 
                False | 
                False | 
                817,928 | 
                 
                
                | 40 | 
                134-010 | 
                131-250 | 
                2-080 | 
                1.7% | 
                0-131 | 
                0.3% | 
                32% | 
                False | 
                False | 
                441,853 | 
                 
                
                | 60 | 
                134-010 | 
                131-030 | 
                2-300 | 
                2.2% | 
                0-118 | 
                0.3% | 
                48% | 
                False | 
                False | 
                294,691 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            134-018 | 
         
        
            | 
2.618             | 
            133-158 | 
         
        
            | 
1.618             | 
            133-048 | 
         
        
            | 
1.000             | 
            132-300 | 
         
        
            | 
0.618             | 
            132-258 | 
         
        
            | 
HIGH             | 
            132-190 | 
         
        
            | 
0.618             | 
            132-148 | 
         
        
            | 
0.500             | 
            132-135 | 
         
        
            | 
0.382             | 
            132-122 | 
         
        
            | 
LOW             | 
            132-080 | 
         
        
            | 
0.618             | 
            132-012 | 
         
        
            | 
1.000             | 
            131-290 | 
         
        
            | 
1.618             | 
            131-222 | 
         
        
            | 
2.618             | 
            131-112 | 
         
        
            | 
4.250             | 
            130-252 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                132-152 | 
                                132-144 | 
                             
                            
                                | PP | 
                                132-143 | 
                                132-128 | 
                             
                            
                                | S1 | 
                                132-135 | 
                                132-112 | 
                             
             
         |