ECBOT 10 Year T-Note Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Mar-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Mar-2013 | 
                    07-Mar-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        132-215 | 
                        132-135 | 
                        -0-080 | 
                        -0.2% | 
                        131-275 | 
                     
                    
                        | High | 
                        132-220 | 
                        132-160 | 
                        -0-060 | 
                        -0.1% | 
                        133-015 | 
                     
                    
                        | Low | 
                        132-100 | 
                        131-290 | 
                        -0-130 | 
                        -0.3% | 
                        131-205 | 
                     
                    
                        | Close | 
                        132-125 | 
                        131-300 | 
                        -0-145 | 
                        -0.3% | 
                        132-295 | 
                     
                    
                        | Range | 
                        0-120 | 
                        0-190 | 
                        0-070 | 
                        58.3% | 
                        1-130 | 
                     
                    
                        | ATR | 
                        0-150 | 
                        0-152 | 
                        0-003 | 
                        1.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        60,634 | 
                        87,376 | 
                        26,742 | 
                        44.1% | 
                        7,770,997 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Mar-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-287 | 
                133-163 | 
                132-084 | 
                 | 
             
            
                | R3 | 
                133-097 | 
                132-293 | 
                132-032 | 
                 | 
             
            
                | R2 | 
                132-227 | 
                132-227 | 
                132-015 | 
                 | 
             
            
                | R1 | 
                132-103 | 
                132-103 | 
                131-317 | 
                132-070 | 
             
            
                | PP | 
                132-037 | 
                132-037 | 
                132-037 | 
                132-020 | 
             
            
                | S1 | 
                131-233 | 
                131-233 | 
                131-283 | 
                131-200 | 
             
            
                | S2 | 
                131-167 | 
                131-167 | 
                131-265 | 
                 | 
             
            
                | S3 | 
                130-297 | 
                131-043 | 
                131-248 | 
                 | 
             
            
                | S4 | 
                130-107 | 
                130-173 | 
                131-196 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Mar-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                136-242 | 
                136-078 | 
                133-222 | 
                 | 
             
            
                | R3 | 
                135-112 | 
                134-268 | 
                133-099 | 
                 | 
             
            
                | R2 | 
                133-302 | 
                133-302 | 
                133-058 | 
                 | 
             
            
                | R1 | 
                133-138 | 
                133-138 | 
                133-016 | 
                133-220 | 
             
            
                | PP | 
                132-172 | 
                132-172 | 
                132-172 | 
                132-212 | 
             
            
                | S1 | 
                132-008 | 
                132-008 | 
                132-254 | 
                132-090 | 
             
            
                | S2 | 
                131-042 | 
                131-042 | 
                132-212 | 
                 | 
             
            
                | S3 | 
                129-232 | 
                130-198 | 
                132-171 | 
                 | 
             
            
                | S4 | 
                128-102 | 
                129-068 | 
                132-048 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                133-045 | 
                131-290 | 
                1-075 | 
                0.9% | 
                0-127 | 
                0.3% | 
                3% | 
                False | 
                True | 
                98,382 | 
                 
                
                | 10 | 
                133-045 | 
                131-200 | 
                1-165 | 
                1.1% | 
                0-150 | 
                0.4% | 
                21% | 
                False | 
                False | 
                960,132 | 
                 
                
                | 20 | 
                133-045 | 
                131-005 | 
                2-040 | 
                1.6% | 
                0-147 | 
                0.3% | 
                43% | 
                False | 
                False | 
                1,086,987 | 
                 
                
                | 40 | 
                133-045 | 
                130-230 | 
                2-135 | 
                1.8% | 
                0-158 | 
                0.4% | 
                50% | 
                False | 
                False | 
                1,197,023 | 
                 
                
                | 60 | 
                133-265 | 
                130-230 | 
                3-035 | 
                2.4% | 
                0-155 | 
                0.4% | 
                39% | 
                False | 
                False | 
                1,062,292 | 
                 
                
                | 80 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-144 | 
                0.3% | 
                37% | 
                False | 
                False | 
                898,401 | 
                 
                
                | 100 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-142 | 
                0.3% | 
                37% | 
                False | 
                False | 
                719,151 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            135-008 | 
         
        
            | 
2.618             | 
            134-017 | 
         
        
            | 
1.618             | 
            133-147 | 
         
        
            | 
1.000             | 
            133-030 | 
         
        
            | 
0.618             | 
            132-277 | 
         
        
            | 
HIGH             | 
            132-160 | 
         
        
            | 
0.618             | 
            132-087 | 
         
        
            | 
0.500             | 
            132-065 | 
         
        
            | 
0.382             | 
            132-043 | 
         
        
            | 
LOW             | 
            131-290 | 
         
        
            | 
0.618             | 
            131-173 | 
         
        
            | 
1.000             | 
            131-100 | 
         
        
            | 
1.618             | 
            130-303 | 
         
        
            | 
2.618             | 
            130-113 | 
         
        
            | 
4.250             | 
            129-122 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Mar-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                132-065 | 
                                132-125 | 
                             
                            
                                | PP | 
                                132-037 | 
                                132-077 | 
                             
                            
                                | S1 | 
                                132-008 | 
                                132-028 | 
                             
             
         |