ECBOT 10 Year T-Note Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Feb-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Feb-2013 | 
                    20-Feb-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        131-160 | 
                        131-105 | 
                        -0-055 | 
                        -0.1% | 
                        131-225 | 
                     
                    
                        | High | 
                        131-215 | 
                        131-185 | 
                        -0-030 | 
                        -0.1% | 
                        131-250 | 
                     
                    
                        | Low | 
                        131-095 | 
                        131-050 | 
                        -0-045 | 
                        -0.1% | 
                        131-005 | 
                     
                    
                        | Close | 
                        131-110 | 
                        131-150 | 
                        0-040 | 
                        0.1% | 
                        131-170 | 
                     
                    
                        | Range | 
                        0-120 | 
                        0-135 | 
                        0-015 | 
                        12.5% | 
                        0-245 | 
                     
                    
                        | ATR | 
                        0-160 | 
                        0-158 | 
                        -0-002 | 
                        -1.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        1,036,536 | 
                        1,462,435 | 
                        425,899 | 
                        41.1% | 
                        5,446,369 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Feb-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                132-213 | 
                132-157 | 
                131-224 | 
                 | 
             
            
                | R3 | 
                132-078 | 
                132-022 | 
                131-187 | 
                 | 
             
            
                | R2 | 
                131-263 | 
                131-263 | 
                131-175 | 
                 | 
             
            
                | R1 | 
                131-207 | 
                131-207 | 
                131-162 | 
                131-235 | 
             
            
                | PP | 
                131-128 | 
                131-128 | 
                131-128 | 
                131-142 | 
             
            
                | S1 | 
                131-072 | 
                131-072 | 
                131-138 | 
                131-100 | 
             
            
                | S2 | 
                130-313 | 
                130-313 | 
                131-125 | 
                 | 
             
            
                | S3 | 
                130-178 | 
                130-257 | 
                131-113 | 
                 | 
             
            
                | S4 | 
                130-043 | 
                130-122 | 
                131-076 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Feb-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-237 | 
                133-128 | 
                131-305 | 
                 | 
             
            
                | R3 | 
                132-312 | 
                132-203 | 
                131-237 | 
                 | 
             
            
                | R2 | 
                132-067 | 
                132-067 | 
                131-215 | 
                 | 
             
            
                | R1 | 
                131-278 | 
                131-278 | 
                131-192 | 
                131-210 | 
             
            
                | PP | 
                131-142 | 
                131-142 | 
                131-142 | 
                131-108 | 
             
            
                | S1 | 
                131-033 | 
                131-033 | 
                131-148 | 
                130-285 | 
             
            
                | S2 | 
                130-217 | 
                130-217 | 
                131-125 | 
                 | 
             
            
                | S3 | 
                129-292 | 
                130-108 | 
                131-103 | 
                 | 
             
            
                | S4 | 
                129-047 | 
                129-183 | 
                131-035 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                131-235 | 
                131-005 | 
                0-230 | 
                0.5% | 
                0-151 | 
                0.4% | 
                63% | 
                False | 
                False | 
                1,267,474 | 
                 
                
                | 10 | 
                131-295 | 
                131-005 | 
                0-290 | 
                0.7% | 
                0-142 | 
                0.3% | 
                50% | 
                False | 
                False | 
                1,189,761 | 
                 
                
                | 20 | 
                132-175 | 
                130-230 | 
                1-265 | 
                1.4% | 
                0-166 | 
                0.4% | 
                41% | 
                False | 
                False | 
                1,364,289 | 
                 
                
                | 40 | 
                133-025 | 
                130-230 | 
                2-115 | 
                1.8% | 
                0-158 | 
                0.4% | 
                32% | 
                False | 
                False | 
                1,098,956 | 
                 
                
                | 60 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-148 | 
                0.4% | 
                23% | 
                False | 
                False | 
                1,009,006 | 
                 
                
                | 80 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-145 | 
                0.3% | 
                23% | 
                False | 
                False | 
                759,291 | 
                 
                
                | 100 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-132 | 
                0.3% | 
                23% | 
                False | 
                False | 
                607,467 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            133-119 | 
         
        
            | 
2.618             | 
            132-218 | 
         
        
            | 
1.618             | 
            132-083 | 
         
        
            | 
1.000             | 
            132-000 | 
         
        
            | 
0.618             | 
            131-268 | 
         
        
            | 
HIGH             | 
            131-185 | 
         
        
            | 
0.618             | 
            131-133 | 
         
        
            | 
0.500             | 
            131-118 | 
         
        
            | 
0.382             | 
            131-102 | 
         
        
            | 
LOW             | 
            131-050 | 
         
        
            | 
0.618             | 
            130-287 | 
         
        
            | 
1.000             | 
            130-235 | 
         
        
            | 
1.618             | 
            130-152 | 
         
        
            | 
2.618             | 
            130-017 | 
         
        
            | 
4.250             | 
            129-116 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Feb-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                131-139 | 
                                131-148 | 
                             
                            
                                | PP | 
                                131-128 | 
                                131-145 | 
                             
                            
                                | S1 | 
                                131-118 | 
                                131-142 | 
                             
             
         |