Looking for Declaration of Intention or other documents in support of naturalization.

I have a copy of my GGF's Aaron Sheon's naturalization certificate dated 1911, but I can't find his Declaration of Intention, which would help me find the ship and passenger manifest. The 1910 census notes that he and his wife Rebecca immigrated in 1906 from Russia (along with my grandmother Anna and my great Aunt Esther). Any help in finding further documentation related to the family's immigration and naturalization would be greatly appreciated. I reached out to the archivist at the university that has custody of the records for Lucas County, Ohio and she could not find anything further.

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