ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 14-Jan-2013

Day Change Summary
	Previous	Current
	11-Jan-2013	14-Jan-2013	Change	Change %	Previous Week
Open	124-000	124-020	0-020	0.1%	123-290
High	124-035	124-065	0-030	0.1%	124-060
Low	123-285	124-017	0-052	0.1%	123-277
Close	124-020	124-042	0-022	0.1%	124-020
Range	0-070	0-048	-0-022	-31.4%	0-103
ATR	0-069	0-067	-0-001	-2.1%	0-000
Volume	563,613	410,247	-153,366	-27.2%	2,490,089

Daily Pivots for day following 14-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-185	124-162	124-068
R3	124-137	124-114	124-055
R2	124-089	124-089	124-051
R1	124-066	124-066	124-046	124-078
PP	124-041	124-041	124-041	124-047
S1	124-018	124-018	124-038	124-030
S2	123-313	123-313	124-033
S3	123-265	123-290	124-029
S4	123-217	123-242	124-016

Weekly Pivots for week ending 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-001	124-274	124-077
R3	124-218	124-171	124-048
R2	124-115	124-115	124-039
R1	124-068	124-068	124-029	124-092
PP	124-012	124-012	124-012	124-024
S1	123-285	123-285	124-011	123-308
S2	123-229	123-229	124-001
S3	123-126	123-182	123-312
S4	123-023	123-079	123-283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-065	123-282	0-103	0.3%	0-059	0.1%	78%	True	False	507,912
10	124-147	123-222	0-245	0.6%	0-070	0.2%	57%	False	False	502,466
20	124-147	123-222	0-245	0.6%	0-068	0.2%	57%	False	False	449,560
40	124-265	123-222	1-043	0.9%	0-059	0.1%	39%	False	False	406,825
60	124-265	123-160	1-105	1.1%	0-053	0.1%	48%	False	False	271,967
80	124-265	123-160	1-105	1.1%	0-041	0.1%	48%	False	False	203,978

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-269
2.618	124-191
1.618	124-143
1.000	124-113
0.618	124-095
HIGH	124-065
0.618	124-047
0.500	124-041
0.382	124-035
LOW	124-017
0.618	123-307
1.000	123-289
1.618	123-259
2.618	123-211
4.250	123-133

Fisher Pivots for day following 14-Jan-2013
Pivot	1 day	3 day
R1	124-042	124-033
PP	124-041	124-024
S1	124-041	124-015

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These figures are updated between 7pm and 10pm EST after a trading day.

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