ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 16-Jan-2013

Day Change Summary
	Previous	Current
	15-Jan-2013	16-Jan-2013	Change	Change %	Previous Week
Open	132-030	132-065	0-035	0.1%	131-175
High	132-130	132-150	0-020	0.0%	132-040
Low	132-010	132-055	0-045	0.1%	131-145
Close	132-085	132-095	0-010	0.0%	131-290
Range	0-120	0-095	-0-025	-20.8%	0-215
ATR	0-149	0-145	-0-004	-2.6%	0-000
Volume	1,064,919	798,163	-266,756	-25.0%	4,886,688

Daily Pivots for day following 16-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-065	133-015	132-147
R3	132-290	132-240	132-121
R2	132-195	132-195	132-112
R1	132-145	132-145	132-104	132-170
PP	132-100	132-100	132-100	132-112
S1	132-050	132-050	132-086	132-075
S2	132-005	132-005	132-078
S3	131-230	131-275	132-069
S4	131-135	131-180	132-043

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	132-150	131-145	1-005	0.8%	0-128	0.3%	83%	True	False	1,011,829
10	132-150	131-040	1-110	1.0%	0-139	0.3%	87%	True	False	1,027,847
20	133-025	131-040	1-305	1.5%	0-144	0.3%	60%	False	False	827,970
40	134-010	131-040	2-290	2.2%	0-133	0.3%	40%	False	False	748,917
60	134-010	131-030	2-300	2.2%	0-134	0.3%	41%	False	False	501,000
80	134-010	131-030	2-300	2.2%	0-118	0.3%	41%	False	False	375,771

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-030
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	133-234
2.618	133-079
1.618	132-304
1.000	132-245
0.618	132-209
HIGH	132-150
0.618	132-114
0.500	132-102
0.382	132-091
LOW	132-055
0.618	131-316
1.000	131-280
1.618	131-221
2.618	131-126
4.250	130-291

Fisher Pivots for day following 16-Jan-2013
Pivot	1 day	3 day
R1	132-102	132-081
PP	132-100	132-067
S1	132-098	132-052

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

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