ECBOT 10 Year T-Note Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Feb-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Feb-2013 | 
                    12-Feb-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        131-225 | 
                        131-190 | 
                        -0-035 | 
                        -0.1% | 
                        131-000 | 
                     
                    
                        | High | 
                        131-250 | 
                        131-225 | 
                        -0-025 | 
                        -0.1% | 
                        131-295 | 
                     
                    
                        | Low | 
                        131-160 | 
                        131-120 | 
                        -0-040 | 
                        -0.1% | 
                        130-230 | 
                     
                    
                        | Close | 
                        131-220 | 
                        131-140 | 
                        -0-080 | 
                        -0.2% | 
                        131-235 | 
                     
                    
                        | Range | 
                        0-090 | 
                        0-105 | 
                        0-015 | 
                        16.7% | 
                        1-065 | 
                     
                    
                        | ATR | 
                        0-167 | 
                        0-162 | 
                        -0-004 | 
                        -2.6% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        717,561 | 
                        890,408 | 
                        172,847 | 
                        24.1% | 
                        6,853,001 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Feb-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                132-157 | 
                132-093 | 
                131-198 | 
                 | 
             
            
                | R3 | 
                132-052 | 
                131-308 | 
                131-169 | 
                 | 
             
            
                | R2 | 
                131-267 | 
                131-267 | 
                131-159 | 
                 | 
             
            
                | R1 | 
                131-203 | 
                131-203 | 
                131-150 | 
                131-182 | 
             
            
                | PP | 
                131-162 | 
                131-162 | 
                131-162 | 
                131-151 | 
             
            
                | S1 | 
                131-098 | 
                131-098 | 
                131-130 | 
                131-078 | 
             
            
                | S2 | 
                131-057 | 
                131-057 | 
                131-121 | 
                 | 
             
            
                | S3 | 
                130-272 | 
                130-313 | 
                131-111 | 
                 | 
             
            
                | S4 | 
                130-167 | 
                130-208 | 
                131-082 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                131-075 | 
                0-220 | 
                0.5% | 
                0-132 | 
                0.3% | 
                30% | 
                False | 
                False | 
                1,112,049 | 
                 
                
                | 10 | 
                131-295 | 
                130-230 | 
                1-065 | 
                0.9% | 
                0-172 | 
                0.4% | 
                60% | 
                False | 
                False | 
                1,424,829 | 
                 
                
                | 20 | 
                132-175 | 
                130-230 | 
                1-265 | 
                1.4% | 
                0-168 | 
                0.4% | 
                39% | 
                False | 
                False | 
                1,310,536 | 
                 
                
                | 40 | 
                133-025 | 
                130-230 | 
                2-115 | 
                1.8% | 
                0-157 | 
                0.4% | 
                30% | 
                False | 
                False | 
                1,064,710 | 
                 
                
                | 60 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-145 | 
                0.3% | 
                22% | 
                False | 
                False | 
                905,643 | 
                 
                
                | 80 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-143 | 
                0.3% | 
                22% | 
                False | 
                False | 
                680,105 | 
                 
                
                | 100 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-127 | 
                0.3% | 
                22% | 
                False | 
                False | 
                544,094 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            133-031 | 
         
        
            | 
2.618             | 
            132-180 | 
         
        
            | 
1.618             | 
            132-075 | 
         
        
            | 
1.000             | 
            132-010 | 
         
        
            | 
0.618             | 
            131-290 | 
         
        
            | 
HIGH             | 
            131-225 | 
         
        
            | 
0.618             | 
            131-185 | 
         
        
            | 
0.500             | 
            131-172 | 
         
        
            | 
0.382             | 
            131-160 | 
         
        
            | 
LOW             | 
            131-120 | 
         
        
            | 
0.618             | 
            131-055 | 
         
        
            | 
1.000             | 
            131-015 | 
         
        
            | 
1.618             | 
            130-270 | 
         
        
            | 
2.618             | 
            130-165 | 
         
        
            | 
4.250             | 
            129-314 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Feb-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                131-172 | 
                                131-202 | 
                             
                            
                                | PP | 
                                131-162 | 
                                131-182 | 
                             
                            
                                | S1 | 
                                131-151 | 
                                131-161 | 
                             
             
         |