ECBOT 10 Year T-Note Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Feb-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Feb-2013 | 
                    05-Feb-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        131-000 | 
                        131-195 | 
                        0-195 | 
                        0.5% | 
                        131-115 | 
                     
                    
                        | High | 
                        131-220 | 
                        131-210 | 
                        -0-010 | 
                        0.0% | 
                        131-265 | 
                     
                    
                        | Low | 
                        130-230 | 
                        131-040 | 
                        0-130 | 
                        0.3% | 
                        130-300 | 
                     
                    
                        | Close | 
                        131-160 | 
                        131-070 | 
                        -0-090 | 
                        -0.2% | 
                        131-040 | 
                     
                    
                        | Range | 
                        0-310 | 
                        0-170 | 
                        -0-140 | 
                        -45.2% | 
                        0-285 | 
                     
                    
                        | ATR | 
                        0-177 | 
                        0-177 | 
                        -0-001 | 
                        -0.3% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,696,401 | 
                        1,204,324 | 
                        -492,077 | 
                        -29.0% | 
                        8,654,232 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Feb-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                132-297 | 
                132-193 | 
                131-164 | 
                 | 
             
            
                | R3 | 
                132-127 | 
                132-023 | 
                131-117 | 
                 | 
             
            
                | R2 | 
                131-277 | 
                131-277 | 
                131-101 | 
                 | 
             
            
                | R1 | 
                131-173 | 
                131-173 | 
                131-086 | 
                131-140 | 
             
            
                | PP | 
                131-107 | 
                131-107 | 
                131-107 | 
                131-090 | 
             
            
                | S1 | 
                131-003 | 
                131-003 | 
                131-054 | 
                130-290 | 
             
            
                | S2 | 
                130-257 | 
                130-257 | 
                131-039 | 
                 | 
             
            
                | S3 | 
                130-087 | 
                130-153 | 
                131-023 | 
                 | 
             
            
                | S4 | 
                129-237 | 
                129-303 | 
                130-296 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Feb-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-310 | 
                133-140 | 
                131-197 | 
                 | 
             
            
                | R3 | 
                133-025 | 
                132-175 | 
                131-118 | 
                 | 
             
            
                | R2 | 
                132-060 | 
                132-060 | 
                131-092 | 
                 | 
             
            
                | R1 | 
                131-210 | 
                131-210 | 
                131-066 | 
                131-152 | 
             
            
                | PP | 
                131-095 | 
                131-095 | 
                131-095 | 
                131-066 | 
             
            
                | S1 | 
                130-245 | 
                130-245 | 
                131-014 | 
                130-188 | 
             
            
                | S2 | 
                130-130 | 
                130-130 | 
                130-308 | 
                 | 
             
            
                | S3 | 
                129-165 | 
                129-280 | 
                130-282 | 
                 | 
             
            
                | S4 | 
                128-200 | 
                128-315 | 
                130-203 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                131-265 | 
                130-230 | 
                1-035 | 
                0.8% | 
                0-212 | 
                0.5% | 
                45% | 
                False | 
                False | 
                1,737,609 | 
                 
                
                | 10 | 
                132-175 | 
                130-230 | 
                1-265 | 
                1.4% | 
                0-192 | 
                0.5% | 
                27% | 
                False | 
                False | 
                1,538,818 | 
                 
                
                | 20 | 
                132-175 | 
                130-230 | 
                1-265 | 
                1.4% | 
                0-169 | 
                0.4% | 
                27% | 
                False | 
                False | 
                1,282,201 | 
                 
                
                | 40 | 
                133-310 | 
                130-230 | 
                3-080 | 
                2.5% | 
                0-159 | 
                0.4% | 
                15% | 
                False | 
                False | 
                1,043,369 | 
                 
                
                | 60 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-144 | 
                0.3% | 
                15% | 
                False | 
                False | 
                813,545 | 
                 
                
                | 80 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-141 | 
                0.3% | 
                15% | 
                False | 
                False | 
                610,609 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            133-292 | 
         
        
            | 
2.618             | 
            133-015 | 
         
        
            | 
1.618             | 
            132-165 | 
         
        
            | 
1.000             | 
            132-060 | 
         
        
            | 
0.618             | 
            131-315 | 
         
        
            | 
HIGH             | 
            131-210 | 
         
        
            | 
0.618             | 
            131-145 | 
         
        
            | 
0.500             | 
            131-125 | 
         
        
            | 
0.382             | 
            131-105 | 
         
        
            | 
LOW             | 
            131-040 | 
         
        
            | 
0.618             | 
            130-255 | 
         
        
            | 
1.000             | 
            130-190 | 
         
        
            | 
1.618             | 
            130-085 | 
         
        
            | 
2.618             | 
            129-235 | 
         
        
            | 
4.250             | 
            128-278 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Feb-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                131-125 | 
                                131-088 | 
                             
                            
                                | PP | 
                                131-107 | 
                                131-082 | 
                             
                            
                                | S1 | 
                                131-088 | 
                                131-076 | 
                             
             
         |