ECBOT 10 Year T-Note Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Mar-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Mar-2013 | 
                    14-Mar-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        131-235 | 
                        131-195 | 
                        -0-040 | 
                        -0.1% | 
                        133-010 | 
                     
                    
                        | High | 
                        131-285 | 
                        131-260 | 
                        -0-025 | 
                        -0.1% | 
                        133-045 | 
                     
                    
                        | Low | 
                        131-160 | 
                        131-120 | 
                        -0-040 | 
                        -0.1% | 
                        131-080 | 
                     
                    
                        | Close | 
                        131-230 | 
                        131-235 | 
                        0-005 | 
                        0.0% | 
                        131-150 | 
                     
                    
                        | Range | 
                        0-125 | 
                        0-140 | 
                        0-015 | 
                        12.0% | 
                        1-285 | 
                     
                    
                        | ATR | 
                        0-149 | 
                        0-149 | 
                        -0-001 | 
                        -0.4% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        30,548 | 
                        15,842 | 
                        -14,706 | 
                        -48.1% | 
                        335,397 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Mar-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                132-305 | 
                132-250 | 
                131-312 | 
                 | 
             
            
                | R3 | 
                132-165 | 
                132-110 | 
                131-274 | 
                 | 
             
            
                | R2 | 
                132-025 | 
                132-025 | 
                131-261 | 
                 | 
             
            
                | R1 | 
                131-290 | 
                131-290 | 
                131-248 | 
                131-318 | 
             
            
                | PP | 
                131-205 | 
                131-205 | 
                131-205 | 
                131-219 | 
             
            
                | S1 | 
                131-150 | 
                131-150 | 
                131-222 | 
                131-178 | 
             
            
                | S2 | 
                131-065 | 
                131-065 | 
                131-209 | 
                 | 
             
            
                | S3 | 
                130-245 | 
                131-010 | 
                131-196 | 
                 | 
             
            
                | S4 | 
                130-105 | 
                130-190 | 
                131-158 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Mar-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                137-200 | 
                136-140 | 
                132-163 | 
                 | 
             
            
                | R3 | 
                135-235 | 
                134-175 | 
                131-316 | 
                 | 
             
            
                | R2 | 
                133-270 | 
                133-270 | 
                131-261 | 
                 | 
             
            
                | R1 | 
                132-210 | 
                132-210 | 
                131-205 | 
                132-098 | 
             
            
                | PP | 
                131-305 | 
                131-305 | 
                131-305 | 
                131-249 | 
             
            
                | S1 | 
                130-245 | 
                130-245 | 
                131-095 | 
                130-132 | 
             
            
                | S2 | 
                130-020 | 
                130-020 | 
                131-039 | 
                 | 
             
            
                | S3 | 
                128-055 | 
                128-280 | 
                130-304 | 
                 | 
             
            
                | S4 | 
                126-090 | 
                126-315 | 
                130-137 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                131-305 | 
                131-080 | 
                0-225 | 
                0.5% | 
                0-142 | 
                0.3% | 
                69% | 
                False | 
                False | 
                29,588 | 
                 
                
                | 10 | 
                133-045 | 
                131-080 | 
                1-285 | 
                1.4% | 
                0-134 | 
                0.3% | 
                26% | 
                False | 
                False | 
                63,985 | 
                 
                
                | 20 | 
                133-045 | 
                131-005 | 
                2-040 | 
                1.6% | 
                0-148 | 
                0.4% | 
                34% | 
                False | 
                False | 
                817,045 | 
                 
                
                | 40 | 
                133-045 | 
                130-230 | 
                2-135 | 
                1.8% | 
                0-159 | 
                0.4% | 
                42% | 
                False | 
                False | 
                1,070,001 | 
                 
                
                | 60 | 
                133-045 | 
                130-230 | 
                2-135 | 
                1.8% | 
                0-155 | 
                0.4% | 
                42% | 
                False | 
                False | 
                989,771 | 
                 
                
                | 80 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-147 | 
                0.3% | 
                31% | 
                False | 
                False | 
                899,752 | 
                 
                
                | 100 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-145 | 
                0.3% | 
                31% | 
                False | 
                False | 
                720,622 | 
                 
                
                | 120 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-132 | 
                0.3% | 
                31% | 
                False | 
                False | 
                600,530 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            133-215 | 
         
        
            | 
2.618             | 
            132-307 | 
         
        
            | 
1.618             | 
            132-167 | 
         
        
            | 
1.000             | 
            132-080 | 
         
        
            | 
0.618             | 
            132-027 | 
         
        
            | 
HIGH             | 
            131-260 | 
         
        
            | 
0.618             | 
            131-207 | 
         
        
            | 
0.500             | 
            131-190 | 
         
        
            | 
0.382             | 
            131-173 | 
         
        
            | 
LOW             | 
            131-120 | 
         
        
            | 
0.618             | 
            131-033 | 
         
        
            | 
1.000             | 
            130-300 | 
         
        
            | 
1.618             | 
            130-213 | 
         
        
            | 
2.618             | 
            130-073 | 
         
        
            | 
4.250             | 
            129-165 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Mar-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                131-220 | 
                                131-223 | 
                             
                            
                                | PP | 
                                131-205 | 
                                131-212 | 
                             
                            
                                | S1 | 
                                131-190 | 
                                131-200 | 
                             
             
         |