ECBOT 10 Year T-Note Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Feb-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Feb-2013 | 
                    06-Feb-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        131-195 | 
                        131-100 | 
                        -0-095 | 
                        -0.2% | 
                        131-115 | 
                     
                    
                        | High | 
                        131-210 | 
                        131-210 | 
                        0-000 | 
                        0.0% | 
                        131-265 | 
                     
                    
                        | Low | 
                        131-040 | 
                        131-075 | 
                        0-035 | 
                        0.1% | 
                        130-300 | 
                     
                    
                        | Close | 
                        131-070 | 
                        131-195 | 
                        0-125 | 
                        0.3% | 
                        131-040 | 
                     
                    
                        | Range | 
                        0-170 | 
                        0-135 | 
                        -0-035 | 
                        -20.6% | 
                        0-285 | 
                     
                    
                        | ATR | 
                        0-177 | 
                        0-174 | 
                        -0-003 | 
                        -1.5% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,204,324 | 
                        1,326,799 | 
                        122,475 | 
                        10.2% | 
                        8,654,232 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Feb-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                132-245 | 
                132-195 | 
                131-269 | 
                 | 
             
            
                | R3 | 
                132-110 | 
                132-060 | 
                131-232 | 
                 | 
             
            
                | R2 | 
                131-295 | 
                131-295 | 
                131-220 | 
                 | 
             
            
                | R1 | 
                131-245 | 
                131-245 | 
                131-207 | 
                131-270 | 
             
            
                | PP | 
                131-160 | 
                131-160 | 
                131-160 | 
                131-172 | 
             
            
                | S1 | 
                131-110 | 
                131-110 | 
                131-183 | 
                131-135 | 
             
            
                | S2 | 
                131-025 | 
                131-025 | 
                131-170 | 
                 | 
             
            
                | S3 | 
                130-210 | 
                130-295 | 
                131-158 | 
                 | 
             
            
                | S4 | 
                130-075 | 
                130-160 | 
                131-121 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                0-207 | 
                0.5% | 
                80% | 
                False | 
                False | 
                1,608,170 | 
                 
                
                | 10 | 
                132-175 | 
                130-230 | 
                1-265 | 
                1.4% | 
                0-195 | 
                0.5% | 
                49% | 
                False | 
                False | 
                1,596,870 | 
                 
                
                | 20 | 
                132-175 | 
                130-230 | 
                1-265 | 
                1.4% | 
                0-170 | 
                0.4% | 
                49% | 
                False | 
                False | 
                1,307,060 | 
                 
                
                | 40 | 
                133-265 | 
                130-230 | 
                3-035 | 
                2.4% | 
                0-158 | 
                0.4% | 
                29% | 
                False | 
                False | 
                1,049,945 | 
                 
                
                | 60 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-144 | 
                0.3% | 
                27% | 
                False | 
                False | 
                835,539 | 
                 
                
                | 80 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-141 | 
                0.3% | 
                27% | 
                False | 
                False | 
                627,192 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            133-144 | 
         
        
            | 
2.618             | 
            132-243 | 
         
        
            | 
1.618             | 
            132-108 | 
         
        
            | 
1.000             | 
            132-025 | 
         
        
            | 
0.618             | 
            131-293 | 
         
        
            | 
HIGH             | 
            131-210 | 
         
        
            | 
0.618             | 
            131-158 | 
         
        
            | 
0.500             | 
            131-142 | 
         
        
            | 
0.382             | 
            131-127 | 
         
        
            | 
LOW             | 
            131-075 | 
         
        
            | 
0.618             | 
            130-312 | 
         
        
            | 
1.000             | 
            130-260 | 
         
        
            | 
1.618             | 
            130-177 | 
         
        
            | 
2.618             | 
            130-042 | 
         
        
            | 
4.250             | 
            129-141 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Feb-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                131-178 | 
                                131-152 | 
                             
                            
                                | PP | 
                                131-160 | 
                                131-108 | 
                             
                            
                                | S1 | 
                                131-142 | 
                                131-065 | 
                             
             
         |