ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 18-Jan-2013

Day Change Summary
	Previous	Current
	17-Jan-2013	18-Jan-2013	Change	Change %	Previous Week
Open	124-087	124-002	-0-085	-0.2%	124-020
High	124-105	124-060	-0-045	-0.1%	124-107
Low	123-312	123-295	-0-017	0.0%	123-295
Close	124-007	124-050	0-043	0.1%	124-050
Range	0-113	0-085	-0-028	-24.8%	0-132
ATR	0-068	0-069	0-001	1.8%	0-000
Volume	665,407	376,356	-289,051	-43.4%	2,321,424

Daily Pivots for day following 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-283	124-252	124-097
R3	124-198	124-167	124-073
R2	124-113	124-113	124-066
R1	124-082	124-082	124-058	124-098
PP	124-028	124-028	124-028	124-036
S1	123-317	123-317	124-042	124-012
S2	123-263	123-263	124-034
S3	123-178	123-232	124-027
S4	123-093	123-147	124-003

Weekly Pivots for week ending 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-120	125-057	124-123
R3	124-308	124-245	124-086
R2	124-176	124-176	124-074
R1	124-113	124-113	124-062	124-144
PP	124-044	124-044	124-044	124-060
S1	123-301	123-301	124-038	124-012
S2	123-232	123-232	124-026
S3	123-100	123-169	124-014
S4	122-288	123-037	123-297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-107	123-295	0-132	0.3%	0-068	0.2%	57%	False	True	464,284
10	124-107	123-277	0-150	0.4%	0-063	0.2%	62%	False	False	481,151
20	124-147	123-222	0-245	0.6%	0-069	0.2%	60%	False	False	432,911
40	124-265	123-222	1-043	0.9%	0-063	0.2%	41%	False	False	451,841
60	124-265	123-160	1-105	1.1%	0-056	0.1%	49%	False	False	303,815
80	124-265	123-160	1-105	1.1%	0-045	0.1%	49%	False	False	227,867

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	0-014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-101
2.618	124-283
1.618	124-198
1.000	124-145
0.618	124-113
HIGH	124-060
0.618	124-028
0.500	124-018
0.382	124-007
LOW	123-295
0.618	123-242
1.000	123-210
1.618	123-157
2.618	123-072
4.250	122-254

Fisher Pivots for day following 18-Jan-2013
Pivot	1 day	3 day
R1	124-039	124-047
PP	124-028	124-044
S1	124-018	124-041

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

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