ECBOT 10 Year T-Note Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Feb-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Feb-2013 | 
                    08-Feb-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        131-200 | 
                        131-220 | 
                        0-020 | 
                        0.0% | 
                        131-000 | 
                     
                    
                        | High | 
                        131-295 | 
                        131-285 | 
                        -0-010 | 
                        0.0% | 
                        131-295 | 
                     
                    
                        | Low | 
                        131-120 | 
                        131-130 | 
                        0-010 | 
                        0.0% | 
                        130-230 | 
                     
                    
                        | Close | 
                        131-240 | 
                        131-235 | 
                        -0-005 | 
                        0.0% | 
                        131-235 | 
                     
                    
                        | Range | 
                        0-175 | 
                        0-155 | 
                        -0-020 | 
                        -11.4% | 
                        1-065 | 
                     
                    
                        | ATR | 
                        0-174 | 
                        0-173 | 
                        -0-001 | 
                        -0.8% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,497,021 | 
                        1,128,456 | 
                        -368,565 | 
                        -24.6% | 
                        6,853,001 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Feb-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-042 | 
                132-293 | 
                132-000 | 
                 | 
             
            
                | R3 | 
                132-207 | 
                132-138 | 
                131-278 | 
                 | 
             
            
                | R2 | 
                132-052 | 
                132-052 | 
                131-263 | 
                 | 
             
            
                | R1 | 
                131-303 | 
                131-303 | 
                131-249 | 
                132-018 | 
             
            
                | PP | 
                131-217 | 
                131-217 | 
                131-217 | 
                131-234 | 
             
            
                | S1 | 
                131-148 | 
                131-148 | 
                131-221 | 
                131-182 | 
             
            
                | S2 | 
                131-062 | 
                131-062 | 
                131-207 | 
                 | 
             
            
                | S3 | 
                130-227 | 
                130-313 | 
                131-192 | 
                 | 
             
            
                | S4 | 
                130-072 | 
                130-158 | 
                131-150 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Feb-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                135-022 | 
                134-193 | 
                132-127 | 
                 | 
             
            
                | R3 | 
                133-277 | 
                133-128 | 
                132-021 | 
                 | 
             
            
                | R2 | 
                132-212 | 
                132-212 | 
                131-306 | 
                 | 
             
            
                | R1 | 
                132-063 | 
                132-063 | 
                131-270 | 
                132-138 | 
             
            
                | PP | 
                131-147 | 
                131-147 | 
                131-147 | 
                131-184 | 
             
            
                | S1 | 
                130-318 | 
                130-318 | 
                131-200 | 
                131-072 | 
             
            
                | S2 | 
                130-082 | 
                130-082 | 
                131-164 | 
                 | 
             
            
                | S3 | 
                129-017 | 
                129-253 | 
                131-129 | 
                 | 
             
            
                | S4 | 
                127-272 | 
                128-188 | 
                131-023 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                131-295 | 
                130-230 | 
                1-065 | 
                0.9% | 
                0-189 | 
                0.4% | 
                84% | 
                False | 
                False | 
                1,370,600 | 
                 
                
                | 10 | 
                131-295 | 
                130-230 | 
                1-065 | 
                0.9% | 
                0-183 | 
                0.4% | 
                84% | 
                False | 
                False | 
                1,550,723 | 
                 
                
                | 20 | 
                132-175 | 
                130-230 | 
                1-265 | 
                1.4% | 
                0-173 | 
                0.4% | 
                56% | 
                False | 
                False | 
                1,325,374 | 
                 
                
                | 40 | 
                133-175 | 
                130-230 | 
                2-265 | 
                2.1% | 
                0-161 | 
                0.4% | 
                36% | 
                False | 
                False | 
                1,087,492 | 
                 
                
                | 60 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-145 | 
                0.3% | 
                31% | 
                False | 
                False | 
                878,990 | 
                 
                
                | 80 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-143 | 
                0.3% | 
                31% | 
                False | 
                False | 
                660,006 | 
                 
                
                | 100 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-125 | 
                0.3% | 
                31% | 
                False | 
                False | 
                528,014 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            133-304 | 
         
        
            | 
2.618             | 
            133-051 | 
         
        
            | 
1.618             | 
            132-216 | 
         
        
            | 
1.000             | 
            132-120 | 
         
        
            | 
0.618             | 
            132-061 | 
         
        
            | 
HIGH             | 
            131-285 | 
         
        
            | 
0.618             | 
            131-226 | 
         
        
            | 
0.500             | 
            131-208 | 
         
        
            | 
0.382             | 
            131-189 | 
         
        
            | 
LOW             | 
            131-130 | 
         
        
            | 
0.618             | 
            131-034 | 
         
        
            | 
1.000             | 
            130-295 | 
         
        
            | 
1.618             | 
            130-199 | 
         
        
            | 
2.618             | 
            130-044 | 
         
        
            | 
4.250             | 
            129-111 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Feb-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                131-226 | 
                                131-218 | 
                             
                            
                                | PP | 
                                131-217 | 
                                131-202 | 
                             
                            
                                | S1 | 
                                131-208 | 
                                131-185 | 
                             
             
         |