ECBOT 5 Year T-Note Future June 2013

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Trading Metrics calculated at close of trading on 26-Feb-2013
Day Change Summary Previous Current 25-Feb-2013 26-Feb-2013 Change Change % Previous Week Open 123-180 123-285 0-105 0.3% 123-090 High 123-297 124-007 0-030 0.1% 123-190 Low 123-152 123-270 0-118 0.3% 123-060 Close 123-267 123-295 0-028 0.1% 123-185 Range 0-145 0-057 -0-088 -60.7% 0-130 ATR 0-063 0-062 0-000 -0.3% 0-000 Volume 788,333 1,134,322 345,989 43.9% 449,817
Daily Pivots for day following 26-Feb-2013 Classic Woodie Camarilla DeMark R4 124-148 124-119 124-006 R3 124-091 124-062 123-311 R2 124-034 124-034 123-305 R1 124-005 124-005 123-300 124-020 PP 123-297 123-297 123-297 123-305 S1 123-268 123-268 123-290 123-282 S2 123-240 123-240 123-285 S3 123-183 123-211 123-279 S4 123-126 123-154 123-264	Weekly Pivots for week ending 22-Feb-2013 Classic Woodie Camarilla DeMark R4 124-215 124-170 123-256 R3 124-085 124-040 123-221 R2 123-275 123-275 123-209 R1 123-230 123-230 123-197 123-252 PP 123-145 123-145 123-145 123-156 S1 123-100 123-100 123-173 123-122 S2 123-015 123-015 123-161 S3 122-205 122-290 123-149 S4 122-075 122-160 123-114
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 124-007 123-060 0-267 0.7% 0-080 0.2% 88% True False 472,217 10 124-007 123-040 0-287 0.7% 0-068 0.2% 89% True False 241,057 20 124-007 123-040 0-287 0.7% 0-060 0.2% 89% True False 124,313
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0-009 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 124-249 2.618 124-156 1.618 124-099 1.000 124-064 0.618 124-042 HIGH 124-007 0.618 123-305 0.500 123-298 0.382 123-292 LOW 123-270 0.618 123-235 1.000 123-213 1.618 123-178 2.618 123-121 4.250 123-028
Fisher Pivots for day following 26-Feb-2013 Pivot 1 day 3 day R1 123-298 123-274 PP 123-297 123-253 S1 123-296 123-232

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