ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 23-Jan-2013

Day Change Summary
	Previous	Current
	22-Jan-2013	23-Jan-2013	Change	Change %	Previous Week
Open	124-045	124-060	0-015	0.0%	124-020
High	124-082	124-100	0-018	0.0%	124-107
Low	124-012	124-055	0-043	0.1%	123-295
Close	124-072	124-070	-0-002	0.0%	124-050
Range	0-070	0-045	-0-025	-35.7%	0-132
ATR	0-069	0-067	-0-002	-2.5%	0-000
Volume	482,898	395,465	-87,433	-18.1%	2,321,424

Daily Pivots for day following 23-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-210	124-185	124-095
R3	124-165	124-140	124-082
R2	124-120	124-120	124-078
R1	124-095	124-095	124-074	124-108
PP	124-075	124-075	124-075	124-081
S1	124-050	124-050	124-066	124-062
S2	124-030	124-030	124-062
S3	123-305	124-005	124-058
S4	123-260	123-280	124-045

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%	0-071	0.2%	72%	False	False	464,421
10	124-107	123-285	0-142	0.4%	0-065	0.2%	74%	False	False	490,132
20	124-147	123-222	0-245	0.6%	0-068	0.2%	69%	False	False	432,063
40	124-265	123-222	1-043	0.9%	0-063	0.2%	46%	False	False	470,882
60	124-265	123-170	1-095	1.0%	0-058	0.1%	53%	False	False	318,453
80	124-265	123-160	1-105	1.1%	0-046	0.1%	54%	False	False	238,846

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	124-291
2.618	124-218
1.618	124-173
1.000	124-145
0.618	124-128
HIGH	124-100
0.618	124-083
0.500	124-078
0.382	124-072
LOW	124-055
0.618	124-027
1.000	124-010
1.618	123-302
2.618	123-257
4.250	123-184

Fisher Pivots for day following 23-Jan-2013
Pivot	1 day	3 day
R1	124-078	124-059
PP	124-075	124-048
S1	124-072	124-038

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

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