ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 02-Nov-2011

Day Change Summary
	Previous	Current
	01-Nov-2011	02-Nov-2011	Change	Change %	Previous Week
Open	122-257	123-020	0-083	0.2%	122-100
High	123-060	123-055	-0-005	0.0%	122-187
Low	122-217	122-270	0-053	0.1%	121-185
Close	123-015	123-032	0-017	0.0%	122-020
Range	0-163	0-105	-0-058	-35.6%	1-002
ATR	0-160	0-156	-0-004	-2.4%	0-000
Volume	773,519	587,624	-185,895	-24.0%	3,100,197

Daily Pivots for day following 02-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-007	123-285	123-090
R3	123-222	123-180	123-061
R2	123-117	123-117	123-051
R1	123-075	123-075	123-042	123-096
PP	123-012	123-012	123-012	123-023
S1	122-290	122-290	123-022	122-311
S2	122-227	122-227	123-013
S3	122-122	122-185	123-003
S4	122-017	122-080	122-294

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-030	124-187	122-197
R3	124-028	123-185	122-109
R2	123-026	123-026	122-079
R1	122-183	122-183	122-050	122-104
PP	122-024	122-024	122-024	121-304
S1	121-181	121-181	121-310	121-102
S2	121-022	121-022	121-281
S3	120-020	120-179	121-251
S4	119-018	119-177	121-163

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-060	121-185	1-195	1.3%	0-189	0.5%	95%	False	False	659,028
10	123-060	121-185	1-195	1.3%	0-166	0.4%	95%	False	False	621,055
20	123-060	121-102	1-278	1.5%	0-154	0.4%	95%	False	False	542,119
40	123-120	121-102	2-018	1.7%	0-144	0.4%	87%	False	False	530,888
60	123-120	121-102	2-018	1.7%	0-143	0.4%	87%	False	False	431,845
80	123-120	119-020	4-100	3.5%	0-123	0.3%	94%	False	False	324,005
100	123-120	117-270	5-170	4.5%	0-098	0.2%	95%	False	False	259,204

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	124-181
2.618	124-010
1.618	123-225
1.000	123-160
0.618	123-120
HIGH	123-055
0.618	123-015
0.500	123-002
0.382	122-310
LOW	122-270
0.618	122-205
1.000	122-165
1.618	122-100
2.618	121-315
4.250	121-144

Fisher Pivots for day following 02-Nov-2011
Pivot	1 day	3 day
R1	123-022	122-296
PP	123-012	122-239
S1	123-002	122-182

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

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