ECBOT 10 Year T-Note Future June 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-May-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-May-2013 | 
                    23-May-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        132-000 | 
                        131-040 | 
                        -0-280 | 
                        -0.7% | 
                        131-315 | 
                     
                    
                        | High | 
                        132-105 | 
                        131-235 | 
                        -0-190 | 
                        -0.4% | 
                        132-170 | 
                     
                    
                        | Low | 
                        131-035 | 
                        130-280 | 
                        -0-075 | 
                        -0.2% | 
                        131-160 | 
                     
                    
                        | Close | 
                        131-075 | 
                        131-085 | 
                        0-010 | 
                        0.0% | 
                        131-275 | 
                     
                    
                        | Range | 
                        1-070 | 
                        0-275 | 
                        -0-115 | 
                        -29.5% | 
                        1-010 | 
                     
                    
                        | ATR | 
                        0-181 | 
                        0-188 | 
                        0-007 | 
                        3.7% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        3,004,542 | 
                        2,443,629 | 
                        -560,913 | 
                        -18.7% | 
                        7,627,510 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-May-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133-278 | 
                133-137 | 
                131-236 | 
                 | 
             
            
                | R3 | 
                133-003 | 
                132-182 | 
                131-161 | 
                 | 
             
            
                | R2 | 
                132-048 | 
                132-048 | 
                131-135 | 
                 | 
             
            
                | R1 | 
                131-227 | 
                131-227 | 
                131-110 | 
                131-298 | 
             
            
                | PP | 
                131-093 | 
                131-093 | 
                131-093 | 
                131-129 | 
             
            
                | S1 | 
                130-272 | 
                130-272 | 
                131-060 | 
                131-022 | 
             
            
                | S2 | 
                130-138 | 
                130-138 | 
                131-035 | 
                 | 
             
            
                | S3 | 
                129-183 | 
                129-317 | 
                131-009 | 
                 | 
             
            
                | S4 | 
                128-228 | 
                129-042 | 
                130-254 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-May-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                135-018 | 
                134-157 | 
                132-136 | 
                 | 
             
            
                | R3 | 
                134-008 | 
                133-147 | 
                132-046 | 
                 | 
             
            
                | R2 | 
                132-318 | 
                132-318 | 
                132-016 | 
                 | 
             
            
                | R1 | 
                132-137 | 
                132-137 | 
                131-305 | 
                132-062 | 
             
            
                | PP | 
                131-308 | 
                131-308 | 
                131-308 | 
                131-271 | 
             
            
                | S1 | 
                131-127 | 
                131-127 | 
                131-245 | 
                131-052 | 
             
            
                | S2 | 
                130-298 | 
                130-298 | 
                131-214 | 
                 | 
             
            
                | S3 | 
                129-288 | 
                130-117 | 
                131-184 | 
                 | 
             
            
                | S4 | 
                128-278 | 
                129-107 | 
                131-094 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                132-170 | 
                130-280 | 
                1-210 | 
                1.3% | 
                0-248 | 
                0.6% | 
                24% | 
                False | 
                True | 
                1,957,185 | 
                 
                
                | 10 | 
                132-245 | 
                130-280 | 
                1-285 | 
                1.4% | 
                0-230 | 
                0.5% | 
                21% | 
                False | 
                True | 
                1,784,005 | 
                 
                
                | 20 | 
                133-250 | 
                130-280 | 
                2-290 | 
                2.2% | 
                0-180 | 
                0.4% | 
                13% | 
                False | 
                True | 
                1,408,106 | 
                 
                
                | 40 | 
                133-250 | 
                130-280 | 
                2-290 | 
                2.2% | 
                0-162 | 
                0.4% | 
                13% | 
                False | 
                True | 
                1,259,339 | 
                 
                
                | 60 | 
                133-250 | 
                130-000 | 
                3-250 | 
                2.9% | 
                0-160 | 
                0.4% | 
                33% | 
                False | 
                False | 
                1,240,755 | 
                 
                
                | 80 | 
                133-250 | 
                129-190 | 
                4-060 | 
                3.2% | 
                0-160 | 
                0.4% | 
                40% | 
                False | 
                False | 
                984,029 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            135-124 | 
         
        
            | 
2.618             | 
            133-315 | 
         
        
            | 
1.618             | 
            133-040 | 
         
        
            | 
1.000             | 
            132-190 | 
         
        
            | 
0.618             | 
            132-085 | 
         
        
            | 
HIGH             | 
            131-235 | 
         
        
            | 
0.618             | 
            131-130 | 
         
        
            | 
0.500             | 
            131-098 | 
         
        
            | 
0.382             | 
            131-065 | 
         
        
            | 
LOW             | 
            130-280 | 
         
        
            | 
0.618             | 
            130-110 | 
         
        
            | 
1.000             | 
            130-005 | 
         
        
            | 
1.618             | 
            129-155 | 
         
        
            | 
2.618             | 
            128-200 | 
         
        
            | 
4.250             | 
            127-071 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-May-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                131-098 | 
                                131-192 | 
                             
                            
                                | PP | 
                                131-093 | 
                                131-157 | 
                             
                            
                                | S1 | 
                                131-089 | 
                                131-121 | 
                             
             
         |