ECBOT 10 Year T-Note Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Mar-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Mar-2013 | 
                    15-Mar-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        131-195 | 
                        131-250 | 
                        0-055 | 
                        0.1% | 
                        131-160 | 
                     
                    
                        | High | 
                        131-260 | 
                        132-070 | 
                        0-130 | 
                        0.3% | 
                        132-070 | 
                     
                    
                        | Low | 
                        131-120 | 
                        131-210 | 
                        0-090 | 
                        0.2% | 
                        131-115 | 
                     
                    
                        | Close | 
                        131-235 | 
                        132-045 | 
                        0-130 | 
                        0.3% | 
                        132-045 | 
                     
                    
                        | Range | 
                        0-140 | 
                        0-180 | 
                        0-040 | 
                        28.6% | 
                        0-275 | 
                     
                    
                        | ATR | 
                        0-149 | 
                        0-151 | 
                        0-002 | 
                        1.5% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        15,842 | 
                        39,318 | 
                        23,476 | 
                        148.2% | 
                        142,196 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Mar-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-222 | 
                133-153 | 
                132-144 | 
                 | 
             
            
                | R3 | 
                133-042 | 
                132-293 | 
                132-094 | 
                 | 
             
            
                | R2 | 
                132-182 | 
                132-182 | 
                132-078 | 
                 | 
             
            
                | R1 | 
                132-113 | 
                132-113 | 
                132-062 | 
                132-148 | 
             
            
                | PP | 
                132-002 | 
                132-002 | 
                132-002 | 
                132-019 | 
             
            
                | S1 | 
                131-253 | 
                131-253 | 
                132-028 | 
                131-288 | 
             
            
                | S2 | 
                131-142 | 
                131-142 | 
                132-012 | 
                 | 
             
            
                | S3 | 
                130-282 | 
                131-073 | 
                131-316 | 
                 | 
             
            
                | S4 | 
                130-102 | 
                130-213 | 
                131-266 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Mar-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-155 | 
                134-055 | 
                132-196 | 
                 | 
             
            
                | R3 | 
                133-200 | 
                133-100 | 
                132-121 | 
                 | 
             
            
                | R2 | 
                132-245 | 
                132-245 | 
                132-095 | 
                 | 
             
            
                | R1 | 
                132-145 | 
                132-145 | 
                132-070 | 
                132-195 | 
             
            
                | PP | 
                131-290 | 
                131-290 | 
                131-290 | 
                131-315 | 
             
            
                | S1 | 
                131-190 | 
                131-190 | 
                132-020 | 
                131-240 | 
             
            
                | S2 | 
                131-015 | 
                131-015 | 
                131-315 | 
                 | 
             
            
                | S3 | 
                130-060 | 
                130-235 | 
                131-289 | 
                 | 
             
            
                | S4 | 
                129-105 | 
                129-280 | 
                131-214 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                132-070 | 
                131-115 | 
                0-275 | 
                0.7% | 
                0-133 | 
                0.3% | 
                91% | 
                True | 
                False | 
                28,439 | 
                 
                
                | 10 | 
                133-045 | 
                131-080 | 
                1-285 | 
                1.4% | 
                0-142 | 
                0.3% | 
                47% | 
                False | 
                False | 
                47,759 | 
                 
                
                | 20 | 
                133-045 | 
                131-050 | 
                1-315 | 
                1.5% | 
                0-148 | 
                0.4% | 
                50% | 
                False | 
                False | 
                746,622 | 
                 
                
                | 40 | 
                133-045 | 
                130-230 | 
                2-135 | 
                1.8% | 
                0-161 | 
                0.4% | 
                59% | 
                False | 
                False | 
                1,051,030 | 
                 
                
                | 60 | 
                133-045 | 
                130-230 | 
                2-135 | 
                1.8% | 
                0-155 | 
                0.4% | 
                59% | 
                False | 
                False | 
                976,676 | 
                 
                
                | 80 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-147 | 
                0.3% | 
                43% | 
                False | 
                False | 
                899,973 | 
                 
                
                | 100 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-145 | 
                0.3% | 
                43% | 
                False | 
                False | 
                721,012 | 
                 
                
                | 120 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-133 | 
                0.3% | 
                43% | 
                False | 
                False | 
                600,857 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            134-195 | 
         
        
            | 
2.618             | 
            133-221 | 
         
        
            | 
1.618             | 
            133-041 | 
         
        
            | 
1.000             | 
            132-250 | 
         
        
            | 
0.618             | 
            132-181 | 
         
        
            | 
HIGH             | 
            132-070 | 
         
        
            | 
0.618             | 
            132-001 | 
         
        
            | 
0.500             | 
            131-300 | 
         
        
            | 
0.382             | 
            131-279 | 
         
        
            | 
LOW             | 
            131-210 | 
         
        
            | 
0.618             | 
            131-099 | 
         
        
            | 
1.000             | 
            131-030 | 
         
        
            | 
1.618             | 
            130-239 | 
         
        
            | 
2.618             | 
            130-059 | 
         
        
            | 
4.250             | 
            129-085 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Mar-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                132-023 | 
                                132-008 | 
                             
                            
                                | PP | 
                                132-002 | 
                                131-292 | 
                             
                            
                                | S1 | 
                                131-300 | 
                                131-255 | 
                             
             
         |