ECBOT 10 Year T-Note Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Dec-2012 | 
                    28-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        132-170 | 
                        132-240 | 
                        0-070 | 
                        0.2% | 
                        132-125 | 
                     
                    
                        | High | 
                        133-005 | 
                        133-025 | 
                        0-020 | 
                        0.0% | 
                        133-025 | 
                     
                    
                        | Low | 
                        132-100 | 
                        132-225 | 
                        0-125 | 
                        0.3% | 
                        132-080 | 
                     
                    
                        | Close | 
                        132-295 | 
                        132-305 | 
                        0-010 | 
                        0.0% | 
                        132-305 | 
                     
                    
                        | Range | 
                        0-225 | 
                        0-120 | 
                        -0-105 | 
                        -46.7% | 
                        0-265 | 
                     
                    
                        | ATR | 
                        0-138 | 
                        0-137 | 
                        -0-001 | 
                        -0.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        564,774 | 
                        457,798 | 
                        -106,976 | 
                        -18.9% | 
                        1,208,943 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-012 | 
                133-278 | 
                133-051 | 
                 | 
             
            
                | R3 | 
                133-212 | 
                133-158 | 
                133-018 | 
                 | 
             
            
                | R2 | 
                133-092 | 
                133-092 | 
                133-007 | 
                 | 
             
            
                | R1 | 
                133-038 | 
                133-038 | 
                132-316 | 
                133-065 | 
             
            
                | PP | 
                132-292 | 
                132-292 | 
                132-292 | 
                132-305 | 
             
            
                | S1 | 
                132-238 | 
                132-238 | 
                132-294 | 
                132-265 | 
             
            
                | S2 | 
                132-172 | 
                132-172 | 
                132-283 | 
                 | 
             
            
                | S3 | 
                132-052 | 
                132-118 | 
                132-272 | 
                 | 
             
            
                | S4 | 
                131-252 | 
                131-318 | 
                132-239 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                135-078 | 
                134-297 | 
                133-131 | 
                 | 
             
            
                | R3 | 
                134-133 | 
                134-032 | 
                133-058 | 
                 | 
             
            
                | R2 | 
                133-188 | 
                133-188 | 
                133-034 | 
                 | 
             
            
                | R1 | 
                133-087 | 
                133-087 | 
                133-009 | 
                133-138 | 
             
            
                | PP | 
                132-243 | 
                132-243 | 
                132-243 | 
                132-269 | 
             
            
                | S1 | 
                132-142 | 
                132-142 | 
                132-281 | 
                132-192 | 
             
            
                | S2 | 
                131-298 | 
                131-298 | 
                132-256 | 
                 | 
             
            
                | S3 | 
                131-033 | 
                131-197 | 
                132-232 | 
                 | 
             
            
                | S4 | 
                130-088 | 
                130-252 | 
                132-159 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                133-025 | 
                132-020 | 
                1-005 | 
                0.8% | 
                0-142 | 
                0.3% | 
                88% | 
                True | 
                False | 
                383,175 | 
                 
                
                | 10 | 
                133-025 | 
                131-255 | 
                1-090 | 
                1.0% | 
                0-141 | 
                0.3% | 
                90% | 
                True | 
                False | 
                688,338 | 
                 
                
                | 20 | 
                134-010 | 
                131-255 | 
                2-075 | 
                1.7% | 
                0-134 | 
                0.3% | 
                52% | 
                False | 
                False | 
                777,889 | 
                 
                
                | 40 | 
                134-010 | 
                131-250 | 
                2-080 | 
                1.7% | 
                0-132 | 
                0.3% | 
                52% | 
                False | 
                False | 
                467,373 | 
                 
                
                | 60 | 
                134-010 | 
                131-030 | 
                2-300 | 
                2.2% | 
                0-122 | 
                0.3% | 
                63% | 
                False | 
                False | 
                311,733 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            134-215 | 
         
        
            | 
2.618             | 
            134-019 | 
         
        
            | 
1.618             | 
            133-219 | 
         
        
            | 
1.000             | 
            133-145 | 
         
        
            | 
0.618             | 
            133-099 | 
         
        
            | 
HIGH             | 
            133-025 | 
         
        
            | 
0.618             | 
            132-299 | 
         
        
            | 
0.500             | 
            132-285 | 
         
        
            | 
0.382             | 
            132-271 | 
         
        
            | 
LOW             | 
            132-225 | 
         
        
            | 
0.618             | 
            132-151 | 
         
        
            | 
1.000             | 
            132-105 | 
         
        
            | 
1.618             | 
            132-031 | 
         
        
            | 
2.618             | 
            131-231 | 
         
        
            | 
4.250             | 
            131-035 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                132-298 | 
                                132-274 | 
                             
                            
                                | PP | 
                                132-292 | 
                                132-243 | 
                             
                            
                                | S1 | 
                                132-285 | 
                                132-212 | 
                             
             
         |