ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 02-Jan-2013

Day Change Summary
	Previous	Current
	31-Dec-2012	02-Jan-2013	Change	Change %	Previous Week
Open	124-125	124-020	-0-105	-0.3%	124-045
High	124-147	124-075	-0-072	-0.2%	124-145
Low	124-042	124-007	-0-035	-0.1%	124-030
Close	124-132	124-060	-0-072	-0.2%	124-127
Range	0-105	0-068	-0-037	-35.2%	0-115
ATR	0-064	0-068	0-004	6.9%	0-000
Volume	254,069	474,143	220,074	86.6%	827,061

Daily Pivots for day following 02-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-251	124-224	124-097
R3	124-183	124-156	124-079
R2	124-115	124-115	124-072
R1	124-088	124-088	124-066	124-102
PP	124-047	124-047	124-047	124-054
S1	124-020	124-020	124-054	124-034
S2	123-299	123-299	124-048
S3	123-231	123-272	124-041
S4	123-163	123-204	124-023

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-126	125-081	124-190
R3	125-011	124-286	124-159
R2	124-216	124-216	124-148
R1	124-171	124-171	124-138	124-194
PP	124-101	124-101	124-101	124-112
S1	124-056	124-056	124-116	124-078
S2	123-306	123-306	124-106
S3	123-191	123-261	124-095
S4	123-076	123-146	124-064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-147	124-007	0-140	0.4%	0-075	0.2%	38%	False	True	294,952
10	124-147	123-302	0-165	0.4%	0-070	0.2%	47%	False	False	377,409
20	124-265	123-302	0-283	0.7%	0-064	0.2%	28%	False	False	412,687
40	124-265	123-290	0-295	0.7%	0-055	0.1%	31%	False	False	300,474
60	124-265	123-160	1-105	1.1%	0-046	0.1%	52%	False	False	200,360
80	124-265	123-160	1-105	1.1%	0-035	0.1%	52%	False	False	150,275

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-044
2.618	124-253
1.618	124-185
1.000	124-143
0.618	124-117
HIGH	124-075
0.618	124-049
0.500	124-041
0.382	124-033
LOW	124-007
0.618	123-285
1.000	123-259
1.618	123-217
2.618	123-149
4.250	123-038

Fisher Pivots for day following 02-Jan-2013
Pivot	1 day	3 day
R1	124-054	124-077
PP	124-047	124-071
S1	124-041	124-066

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

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