ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 28-Feb-2013

Day Change Summary
	Previous	Current
	27-Feb-2013	28-Feb-2013	Change	Change %	Previous Week
Open	124-102	124-100	-0-002	0.0%	123-257
High	124-145	124-142	-0-003	0.0%	124-020
Low	124-095	124-095	0-000	0.0%	123-217
Close	124-102	124-120	0-018	0.0%	124-010
Range	0-050	0-047	-0-003	-6.0%	0-123
ATR	0-074	0-072	-0-002	-2.6%	0-000
Volume	1,096,628	279,533	-817,095	-74.5%	2,900,053

Daily Pivots for day following 28-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-260	124-237	124-146
R3	124-213	124-190	124-133
R2	124-166	124-166	124-129
R1	124-143	124-143	124-124	124-154
PP	124-119	124-119	124-119	124-125
S1	124-096	124-096	124-116	124-108
S2	124-072	124-072	124-111
S3	124-025	124-049	124-107
S4	123-298	124-002	124-094

Weekly Pivots for week ending 22-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-025	124-300	124-078
R3	124-222	124-177	124-044
R2	124-099	124-099	124-033
R1	124-054	124-054	124-021	124-076
PP	123-296	123-296	123-296	123-307
S1	123-251	123-251	123-319	123-274
S2	123-173	123-173	123-307
S3	123-050	123-128	123-296
S4	122-247	123-005	123-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-145	123-285	0-180	0.5%	0-069	0.2%	86%	False	False	1,121,550
10	124-145	123-195	0-270	0.7%	0-070	0.2%	91%	False	False	889,763
20	124-145	123-182	0-283	0.7%	0-075	0.2%	91%	False	False	765,339
40	124-145	123-162	0-303	0.8%	0-074	0.2%	92%	False	False	666,358
60	124-265	123-162	1-103	1.1%	0-070	0.2%	66%	False	False	580,467
80	124-265	123-162	1-103	1.1%	0-064	0.2%	66%	False	False	477,495
100	124-265	123-160	1-105	1.1%	0-056	0.1%	66%	False	False	382,018
120	124-265	123-160	1-105	1.1%	0-047	0.1%	66%	False	False	318,352

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-022
2.618	124-265
1.618	124-218
1.000	124-189
0.618	124-171
HIGH	124-142
0.618	124-124
0.500	124-118
0.382	124-113
LOW	124-095
0.618	124-066
1.000	124-048
1.618	124-019
2.618	123-292
4.250	123-215

Fisher Pivots for day following 28-Feb-2013
Pivot	1 day	3 day
R1	124-120	124-118
PP	124-119	124-117
S1	124-118	124-115

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

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