ECBOT 10 Year T-Note Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Jan-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Jan-2013 | 
                    11-Jan-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        132-000 | 
                        131-220 | 
                        -0-100 | 
                        -0.2% | 
                        131-175 | 
                     
                    
                        | High | 
                        132-000 | 
                        132-005 | 
                        0-005 | 
                        0.0% | 
                        132-040 | 
                     
                    
                        | Low | 
                        131-195 | 
                        131-145 | 
                        -0-050 | 
                        -0.1% | 
                        131-145 | 
                     
                    
                        | Close | 
                        131-230 | 
                        131-290 | 
                        0-060 | 
                        0.1% | 
                        131-290 | 
                     
                    
                        | Range | 
                        0-125 | 
                        0-180 | 
                        0-055 | 
                        44.0% | 
                        0-215 | 
                     
                    
                        | ATR | 
                        0-151 | 
                        0-153 | 
                        0-002 | 
                        1.4% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,291,330 | 
                        1,117,422 | 
                        -173,908 | 
                        -13.5% | 
                        4,886,688 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-153 | 
                133-082 | 
                132-069 | 
                 | 
             
            
                | R3 | 
                132-293 | 
                132-222 | 
                132-020 | 
                 | 
             
            
                | R2 | 
                132-113 | 
                132-113 | 
                132-003 | 
                 | 
             
            
                | R1 | 
                132-042 | 
                132-042 | 
                131-306 | 
                132-078 | 
             
            
                | PP | 
                131-253 | 
                131-253 | 
                131-253 | 
                131-271 | 
             
            
                | S1 | 
                131-182 | 
                131-182 | 
                131-274 | 
                131-218 | 
             
            
                | S2 | 
                131-073 | 
                131-073 | 
                131-257 | 
                 | 
             
            
                | S3 | 
                130-213 | 
                131-002 | 
                131-240 | 
                 | 
             
            
                | S4 | 
                130-033 | 
                130-142 | 
                131-191 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-270 | 
                133-175 | 
                132-088 | 
                 | 
             
            
                | R3 | 
                133-055 | 
                132-280 | 
                132-029 | 
                 | 
             
            
                | R2 | 
                132-160 | 
                132-160 | 
                132-009 | 
                 | 
             
            
                | R1 | 
                132-065 | 
                132-065 | 
                131-310 | 
                132-112 | 
             
            
                | PP | 
                131-265 | 
                131-265 | 
                131-265 | 
                131-289 | 
             
            
                | S1 | 
                131-170 | 
                131-170 | 
                131-270 | 
                131-218 | 
             
            
                | S2 | 
                131-050 | 
                131-050 | 
                131-251 | 
                 | 
             
            
                | S3 | 
                130-155 | 
                130-275 | 
                131-231 | 
                 | 
             
            
                | S4 | 
                129-260 | 
                130-060 | 
                131-172 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                132-040 | 
                131-145 | 
                0-215 | 
                0.5% | 
                0-130 | 
                0.3% | 
                67% | 
                False | 
                True | 
                977,337 | 
                 
                
                | 10 | 
                133-025 | 
                131-040 | 
                1-305 | 
                1.5% | 
                0-152 | 
                0.4% | 
                40% | 
                False | 
                False | 
                916,478 | 
                 
                
                | 20 | 
                133-055 | 
                131-040 | 
                2-015 | 
                1.6% | 
                0-149 | 
                0.4% | 
                38% | 
                False | 
                False | 
                845,100 | 
                 
                
                | 40 | 
                134-010 | 
                131-040 | 
                2-290 | 
                2.2% | 
                0-133 | 
                0.3% | 
                27% | 
                False | 
                False | 
                683,717 | 
                 
                
                | 60 | 
                134-010 | 
                131-030 | 
                2-300 | 
                2.2% | 
                0-135 | 
                0.3% | 
                28% | 
                False | 
                False | 
                456,840 | 
                 
                
                | 80 | 
                134-010 | 
                131-030 | 
                2-300 | 
                2.2% | 
                0-115 | 
                0.3% | 
                28% | 
                False | 
                False | 
                342,642 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            134-130 | 
         
        
            | 
2.618             | 
            133-156 | 
         
        
            | 
1.618             | 
            132-296 | 
         
        
            | 
1.000             | 
            132-185 | 
         
        
            | 
0.618             | 
            132-116 | 
         
        
            | 
HIGH             | 
            132-005 | 
         
        
            | 
0.618             | 
            131-256 | 
         
        
            | 
0.500             | 
            131-235 | 
         
        
            | 
0.382             | 
            131-214 | 
         
        
            | 
LOW             | 
            131-145 | 
         
        
            | 
0.618             | 
            131-034 | 
         
        
            | 
1.000             | 
            130-285 | 
         
        
            | 
1.618             | 
            130-174 | 
         
        
            | 
2.618             | 
            129-314 | 
         
        
            | 
4.250             | 
            129-020 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Jan-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                131-272 | 
                                131-278 | 
                             
                            
                                | PP | 
                                131-253 | 
                                131-265 | 
                             
                            
                                | S1 | 
                                131-235 | 
                                131-252 | 
                             
             
         |