ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 21-Mar-2013

Day Change Summary
	Previous	Current
	20-Mar-2013	21-Mar-2013	Change	Change %	Previous Week
Open	123-292	123-247	-0-045	-0.1%	123-130
High	123-312	123-290	-0-022	-0.1%	123-225
Low	123-237	123-245	0-008	0.0%	123-085
Close	123-277	123-262	-0-015	0.0%	123-207
Range	0-075	0-045	-0-030	-40.0%	0-140
ATR	0-072	0-070	-0-002	-2.7%	0-000
Volume	640,031	542,752	-97,279	-15.2%	2,521,272

Daily Pivots for day following 21-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-081	124-056	123-287
R3	124-036	124-011	123-274
R2	123-311	123-311	123-270
R1	123-286	123-286	123-266	123-298
PP	123-266	123-266	123-266	123-272
S1	123-241	123-241	123-258	123-254
S2	123-221	123-221	123-254
S3	123-176	123-196	123-250
S4	123-131	123-151	123-237

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-272	124-220	123-284
R3	124-132	124-080	123-246
R2	123-312	123-312	123-233
R1	123-260	123-260	123-220	123-286
PP	123-172	123-172	123-172	123-186
S1	123-120	123-120	123-194	123-146
S2	123-032	123-032	123-181
S3	122-212	122-300	123-168
S4	122-072	122-160	123-130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-317	123-120	0-197	0.5%	0-078	0.2%	72%	False	False	611,813
10	123-317	123-060	0-257	0.6%	0-075	0.2%	79%	False	False	593,397
20	124-055	123-060	0-315	0.8%	0-071	0.2%	64%	False	False	619,609
40	124-055	123-020	1-035	0.9%	0-065	0.2%	68%	False	False	315,306

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	124-161
2.618	124-088
1.618	124-043
1.000	124-015
0.618	123-318
HIGH	123-290
0.618	123-273
0.500	123-268
0.382	123-262
LOW	123-245
0.618	123-217
1.000	123-200
1.618	123-172
2.618	123-127
4.250	123-054

Fisher Pivots for day following 21-Mar-2013
Pivot	1 day	3 day
R1	123-268	123-274
PP	123-266	123-270
S1	123-264	123-266

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These figures are updated between 7pm and 10pm EST after a trading day.

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