ECBOT 10 Year T-Note Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Feb-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Feb-2013 | 
                    27-Feb-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        132-225 | 
                        132-200 | 
                        -0-025 | 
                        -0.1% | 
                        131-160 | 
                     
                    
                        | High | 
                        132-305 | 
                        132-315 | 
                        0-010 | 
                        0.0% | 
                        131-315 | 
                     
                    
                        | Low | 
                        132-155 | 
                        132-170 | 
                        0-015 | 
                        0.0% | 
                        131-050 | 
                     
                    
                        | Close | 
                        132-215 | 
                        132-185 | 
                        -0-030 | 
                        -0.1% | 
                        131-290 | 
                     
                    
                        | Range | 
                        0-150 | 
                        0-145 | 
                        -0-005 | 
                        -3.3% | 
                        0-265 | 
                     
                    
                        | ATR | 
                        0-169 | 
                        0-167 | 
                        -0-002 | 
                        -1.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        2,706,174 | 
                        1,808,848 | 
                        -897,326 | 
                        -33.2% | 
                        5,606,570 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Feb-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-018 | 
                133-247 | 
                132-265 | 
                 | 
             
            
                | R3 | 
                133-193 | 
                133-102 | 
                132-225 | 
                 | 
             
            
                | R2 | 
                133-048 | 
                133-048 | 
                132-212 | 
                 | 
             
            
                | R1 | 
                132-277 | 
                132-277 | 
                132-198 | 
                132-250 | 
             
            
                | PP | 
                132-223 | 
                132-223 | 
                132-223 | 
                132-210 | 
             
            
                | S1 | 
                132-132 | 
                132-132 | 
                132-172 | 
                132-105 | 
             
            
                | S2 | 
                132-078 | 
                132-078 | 
                132-158 | 
                 | 
             
            
                | S3 | 
                131-253 | 
                131-307 | 
                132-145 | 
                 | 
             
            
                | S4 | 
                131-108 | 
                131-162 | 
                132-105 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Feb-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-053 | 
                133-277 | 
                132-116 | 
                 | 
             
            
                | R3 | 
                133-108 | 
                133-012 | 
                132-043 | 
                 | 
             
            
                | R2 | 
                132-163 | 
                132-163 | 
                132-019 | 
                 | 
             
            
                | R1 | 
                132-067 | 
                132-067 | 
                131-314 | 
                132-115 | 
             
            
                | PP | 
                131-218 | 
                131-218 | 
                131-218 | 
                131-242 | 
             
            
                | S1 | 
                131-122 | 
                131-122 | 
                131-266 | 
                131-170 | 
             
            
                | S2 | 
                130-273 | 
                130-273 | 
                131-241 | 
                 | 
             
            
                | S3 | 
                130-008 | 
                130-177 | 
                131-217 | 
                 | 
             
            
                | S4 | 
                129-063 | 
                129-232 | 
                131-144 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                132-315 | 
                131-145 | 
                1-170 | 
                1.2% | 
                0-187 | 
                0.4% | 
                73% | 
                True | 
                False | 
                2,040,320 | 
                 
                
                | 10 | 
                132-315 | 
                131-005 | 
                1-310 | 
                1.5% | 
                0-169 | 
                0.4% | 
                79% | 
                True | 
                False | 
                1,653,897 | 
                 
                
                | 20 | 
                132-315 | 
                130-230 | 
                2-085 | 
                1.7% | 
                0-170 | 
                0.4% | 
                82% | 
                True | 
                False | 
                1,539,363 | 
                 
                
                | 40 | 
                133-020 | 
                130-230 | 
                2-110 | 
                1.8% | 
                0-164 | 
                0.4% | 
                79% | 
                False | 
                False | 
                1,306,099 | 
                 
                
                | 60 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-154 | 
                0.4% | 
                56% | 
                False | 
                False | 
                1,130,029 | 
                 
                
                | 80 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-148 | 
                0.3% | 
                56% | 
                False | 
                False | 
                886,736 | 
                 
                
                | 100 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-139 | 
                0.3% | 
                56% | 
                False | 
                False | 
                709,480 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            134-291 | 
         
        
            | 
2.618             | 
            134-055 | 
         
        
            | 
1.618             | 
            133-230 | 
         
        
            | 
1.000             | 
            133-140 | 
         
        
            | 
0.618             | 
            133-085 | 
         
        
            | 
HIGH             | 
            132-315 | 
         
        
            | 
0.618             | 
            132-260 | 
         
        
            | 
0.500             | 
            132-242 | 
         
        
            | 
0.382             | 
            132-225 | 
         
        
            | 
LOW             | 
            132-170 | 
         
        
            | 
0.618             | 
            132-080 | 
         
        
            | 
1.000             | 
            132-025 | 
         
        
            | 
1.618             | 
            131-255 | 
         
        
            | 
2.618             | 
            131-110 | 
         
        
            | 
4.250             | 
            130-194 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Feb-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                132-242 | 
                                132-157 | 
                             
                            
                                | PP | 
                                132-223 | 
                                132-128 | 
                             
                            
                                | S1 | 
                                132-204 | 
                                132-100 | 
                             
             
         |