ECBOT 10 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 20-Mar-2013

Day Change Summary
	Previous	Current
	19-Mar-2013	20-Mar-2013	Change	Change %	Previous Week
Open	131-070	131-195	0-125	0.3%	130-105
High	131-235	131-240	0-005	0.0%	130-310
Low	131-025	131-060	0-035	0.1%	130-015
Close	131-180	131-125	-0-055	-0.1%	130-285
Range	0-210	0-180	-0-030	-14.3%	0-295
ATR	0-162	0-163	0-001	0.8%	0-000
Volume	1,574,433	1,086,953	-487,480	-31.0%	5,483,509

Daily Pivots for day following 20-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-042	132-263	131-224
R3	132-182	132-083	131-174
R2	132-002	132-002	131-158
R1	131-223	131-223	131-142	131-182
PP	131-142	131-142	131-142	131-121
S1	131-043	131-043	131-108	131-002
S2	130-282	130-282	131-092
S3	130-102	130-183	131-076
S4	129-242	130-003	131-026

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-128	133-022	131-127
R3	132-153	132-047	131-046
R2	131-178	131-178	131-019
R1	131-072	131-072	130-312	131-125
PP	130-203	130-203	130-203	130-230
S1	130-097	130-097	130-258	130-150
S2	129-228	129-228	130-231
S3	128-253	129-122	130-204
S4	127-278	128-147	130-123

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-240	130-035	1-205	1.2%	0-181	0.4%	78%	True	False	1,307,291
10	131-240	130-000	1-240	1.3%	0-176	0.4%	79%	True	False	1,276,718
20	132-005	130-000	2-005	1.5%	0-164	0.4%	69%	False	False	1,105,291
40	132-005	129-190	2-135	1.8%	0-154	0.4%	74%	False	False	560,815

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	0-039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-045
2.618	133-071
1.618	132-211
1.000	132-100
0.618	132-031
HIGH	131-240
0.618	131-171
0.500	131-150
0.382	131-129
LOW	131-060
0.618	130-269
1.000	130-200
1.618	130-089
2.618	129-229
4.250	128-255

Fisher Pivots for day following 20-Mar-2013
Pivot	1 day	3 day
R1	131-150	131-132
PP	131-142	131-130
S1	131-133	131-128

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

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