ECBOT 10 Year T-Note Future June 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-May-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-May-2013 | 08-May-2013 | Change | Change % | Previous Week |  
                        | Open | 132-245 | 132-215 | -0-030 | -0.1% | 133-120 |  
                        | High | 132-285 | 132-280 | -0-005 | 0.0% | 133-250 |  
                        | Low | 132-170 | 132-170 | 0-000 | 0.0% | 132-245 |  
                        | Close | 132-200 | 132-250 | 0-050 | 0.1% | 132-275 |  
                        | Range | 0-115 | 0-110 | -0-005 | -4.3% | 1-005 |  
                        | ATR | 0-141 | 0-139 | -0-002 | -1.6% | 0-000 |  
                        | Volume | 870,605 | 1,060,507 | 189,902 | 21.8% | 5,505,809 |  | 
    
| 
        
            | Daily Pivots for day following 08-May-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 133-243 | 133-197 | 132-310 |  |  
                | R3 | 133-133 | 133-087 | 132-280 |  |  
                | R2 | 133-023 | 133-023 | 132-270 |  |  
                | R1 | 132-297 | 132-297 | 132-260 | 133-000 |  
                | PP | 132-233 | 132-233 | 132-233 | 132-245 |  
                | S1 | 132-187 | 132-187 | 132-240 | 132-210 |  
                | S2 | 132-123 | 132-123 | 132-230 |  |  
                | S3 | 132-013 | 132-077 | 132-220 |  |  
                | S4 | 131-223 | 131-287 | 132-190 |  |  | 
        
            | Weekly Pivots for week ending 03-May-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 136-058 | 135-172 | 133-134 |  |  
                | R3 | 135-053 | 134-167 | 133-044 |  |  
                | R2 | 134-048 | 134-048 | 133-015 |  |  
                | R1 | 133-162 | 133-162 | 132-305 | 133-102 |  
                | PP | 133-043 | 133-043 | 133-043 | 133-014 |  
                | S1 | 132-157 | 132-157 | 132-245 | 132-098 |  
                | S2 | 132-038 | 132-038 | 132-215 |  |  
                | S3 | 131-033 | 131-152 | 132-186 |  |  
                | S4 | 130-028 | 130-147 | 132-096 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 133-230 | 132-170 | 1-060 | 0.9% | 0-145 | 0.3% | 21% | False | True | 1,107,251 |  
                | 10 | 133-250 | 132-170 | 1-080 | 0.9% | 0-130 | 0.3% | 20% | False | True | 988,712 |  
                | 20 | 133-250 | 132-105 | 1-145 | 1.1% | 0-130 | 0.3% | 31% | False | False | 1,044,899 |  
                | 40 | 133-250 | 130-035 | 3-215 | 2.8% | 0-148 | 0.3% | 73% | False | False | 1,125,101 |  
                | 60 | 133-250 | 129-280 | 3-290 | 2.9% | 0-149 | 0.4% | 74% | False | False | 990,942 |  
                | 80 | 133-250 | 129-190 | 4-060 | 3.2% | 0-144 | 0.3% | 76% | False | False | 745,808 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 134-108 |  
            | 2.618 | 133-248 |  
            | 1.618 | 133-138 |  
            | 1.000 | 133-070 |  
            | 0.618 | 133-028 |  
            | HIGH | 132-280 |  
            | 0.618 | 132-238 |  
            | 0.500 | 132-225 |  
            | 0.382 | 132-212 |  
            | LOW | 132-170 |  
            | 0.618 | 132-102 |  
            | 1.000 | 132-060 |  
            | 1.618 | 131-312 |  
            | 2.618 | 131-202 |  
            | 4.250 | 131-022 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-May-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 132-242 | 132-245 |  
                                | PP | 132-233 | 132-240 |  
                                | S1 | 132-225 | 132-235 |  |