ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 06-Dec-2012

Day Change Summary
	Previous	Current
	05-Dec-2012	06-Dec-2012	Change	Change %	Previous Week
Open	134-030	134-090	0-060	0.1%	133-100
High	134-125	134-160	0-035	0.1%	134-060
Low	134-000	134-080	0-080	0.2%	133-090
Close	134-090	134-115	0-025	0.1%	134-040
Range	0-125	0-080	-0-045	-36.0%	0-290
ATR	0-132	0-129	-0-004	-2.8%	0-000
Volume	41,867	26,324	-15,543	-37.1%	5,357,505

Daily Pivots for day following 06-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-038	134-317	134-159
R3	134-278	134-237	134-137
R2	134-198	134-198	134-130
R1	134-157	134-157	134-122	134-178
PP	134-118	134-118	134-118	134-129
S1	134-077	134-077	134-108	134-098
S2	134-038	134-038	134-100
S3	133-278	133-317	134-093
S4	133-198	133-237	134-071

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-187	136-083	134-200
R3	135-217	135-113	134-120
R2	134-247	134-247	134-093
R1	134-143	134-143	134-067	134-195
PP	133-277	133-277	133-277	133-302
S1	133-173	133-173	134-013	133-225
S2	132-307	132-307	133-307
S3	132-017	132-203	133-280
S4	131-047	131-233	133-200

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-160	133-245	0-235	0.5%	0-100	0.2%	81%	True	False	100,372
10	134-160	133-090	1-070	0.9%	0-105	0.2%	88%	True	False	601,570
20	134-160	133-090	1-070	0.9%	0-118	0.3%	88%	True	False	730,865
40	134-160	131-220	2-260	2.1%	0-146	0.3%	95%	True	False	815,795
60	134-160	131-220	2-260	2.1%	0-154	0.4%	95%	True	False	826,928
80	134-160	131-030	3-130	2.5%	0-160	0.4%	96%	True	False	752,635
100	134-180	131-030	3-150	2.6%	0-157	0.4%	94%	False	False	602,788
120	134-180	131-030	3-150	2.6%	0-138	0.3%	94%	False	False	502,352

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-024
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	135-180
2.618	135-049
1.618	134-289
1.000	134-240
0.618	134-209
HIGH	134-160
0.618	134-129
0.500	134-120
0.382	134-111
LOW	134-080
0.618	134-031
1.000	134-000
1.618	133-271
2.618	133-191
4.250	133-060

Fisher Pivots for day following 06-Dec-2012
Pivot	1 day	3 day
R1	134-120	134-097
PP	134-118	134-078
S1	134-117	134-060

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

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