ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 29-Jan-2013

Day Change Summary
	Previous	Current
	28-Jan-2013	29-Jan-2013	Change	Change %	Previous Week
Open	123-232	123-210	-0-022	-0.1%	124-045
High	123-247	123-237	-0-010	0.0%	124-102
Low	123-162	123-182	0-020	0.1%	123-230
Close	123-197	123-210	0-013	0.0%	123-240
Range	0-085	0-055	-0-030	-35.3%	0-192
ATR	0-075	0-074	-0-001	-1.9%	0-000
Volume	764,117	736,864	-27,253	-3.6%	2,300,104

Daily Pivots for day following 29-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-055	124-027	123-240
R3	124-000	123-292	123-225
R2	123-265	123-265	123-220
R1	123-237	123-237	123-215	123-238
PP	123-210	123-210	123-210	123-210
S1	123-182	123-182	123-205	123-182
S2	123-155	123-155	123-200
S3	123-100	123-127	123-195
S4	123-045	123-072	123-180

Weekly Pivots for week ending 25-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-233	125-109	124-026
R3	125-041	124-237	123-293
R2	124-169	124-169	123-275
R1	124-045	124-045	123-258	124-011
PP	123-297	123-297	123-297	123-280
S1	123-173	123-173	123-222	123-139
S2	123-105	123-105	123-205
S3	122-233	122-301	123-187
S4	122-041	122-109	123-134

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-102	123-162	0-260	0.7%	0-081	0.2%	18%	False	False	663,637
10	124-107	123-162	0-265	0.7%	0-077	0.2%	18%	False	False	571,226
20	124-147	123-162	0-305	0.8%	0-074	0.2%	16%	False	False	536,846
40	124-265	123-162	1-103	1.1%	0-067	0.2%	11%	False	False	477,623
60	124-265	123-162	1-103	1.1%	0-059	0.1%	11%	False	False	367,146
80	124-265	123-160	1-105	1.1%	0-051	0.1%	12%	False	False	275,379
100	124-265	123-160	1-105	1.1%	0-041	0.1%	12%	False	False	220,308

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

Fibonacci Retracements and Extensions
4.250	124-151
2.618	124-061
1.618	124-006
1.000	123-292
0.618	123-271
HIGH	123-237
0.618	123-216
0.500	123-210
0.382	123-203
LOW	123-182
0.618	123-148
1.000	123-127
1.618	123-093
2.618	123-038
4.250	122-268

Fisher Pivots for day following 29-Jan-2013
Pivot	1 day	3 day
R1	123-210	123-266
PP	123-210	123-247
S1	123-210	123-229

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

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