ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 10-Jan-2013

Day Change Summary
	Previous	Current
	09-Jan-2013	10-Jan-2013	Change	Change %	Previous Week
Open	124-005	124-040	0-035	0.1%	124-125
High	124-060	124-042	-0-018	0.0%	124-147
Low	123-310	123-312	0-002	0.0%	123-222
Close	124-052	124-005	-0-047	-0.1%	123-285
Range	0-070	0-050	-0-020	-28.6%	0-245
ATR	0-069	0-069	-0-001	-0.9%	0-000
Volume	566,506	571,423	4,917	0.9%	2,124,327

Daily Pivots for day following 10-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-163	124-134	124-032
R3	124-113	124-084	124-019
R2	124-063	124-063	124-014
R1	124-034	124-034	124-010	124-024
PP	124-013	124-013	124-013	124-008
S1	123-304	123-304	124-000	123-294
S2	123-283	123-283	123-316
S3	123-233	123-254	123-311
S4	123-183	123-204	123-298

Weekly Pivots for week ending 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-100	125-277	124-100
R3	125-175	125-032	124-032
R2	124-250	124-250	124-010
R1	124-107	124-107	123-307	124-056
PP	124-005	124-005	124-005	123-299
S1	123-182	123-182	123-263	123-131
S2	123-080	123-080	123-240
S3	122-155	122-257	123-218
S4	121-230	122-012	123-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-060	123-222	0-158	0.4%	0-060	0.2%	65%	False	False	529,574
10	124-147	123-222	0-245	0.6%	0-074	0.2%	42%	False	False	468,854
20	124-220	123-222	0-318	0.8%	0-070	0.2%	32%	False	False	467,930
40	124-265	123-222	1-043	0.9%	0-058	0.1%	28%	False	False	383,019
60	124-265	123-160	1-105	1.1%	0-052	0.1%	39%	False	False	255,736
80	124-265	123-160	1-105	1.1%	0-040	0.1%	39%	False	False	191,806

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-254
2.618	124-173
1.618	124-123
1.000	124-092
0.618	124-073
HIGH	124-042
0.618	124-023
0.500	124-017
0.382	124-011
LOW	123-312
0.618	123-281
1.000	123-262
1.618	123-231
2.618	123-181
4.250	123-100

Fisher Pivots for day following 10-Jan-2013
Pivot	1 day	3 day
R1	124-017	124-011
PP	124-013	124-009
S1	124-009	124-007

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

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