ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 07-Nov-2011

Day Change Summary
	Previous	Current
	04-Nov-2011	07-Nov-2011	Change	Change %	Previous Week
Open	122-307	123-042	0-055	0.1%	121-310
High	123-070	123-107	0-037	0.1%	123-102
Low	122-260	123-010	0-070	0.2%	121-305
Close	123-040	123-057	0-017	0.0%	123-040
Range	0-130	0-097	-0-033	-25.4%	1-117
ATR	0-153	0-149	-0-004	-2.6%	0-000
Volume	537,354	400,867	-136,487	-25.4%	3,105,686

Daily Pivots for day following 07-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-029	123-300	123-110
R3	123-252	123-203	123-084
R2	123-155	123-155	123-075
R1	123-106	123-106	123-066	123-130
PP	123-058	123-058	123-058	123-070
S1	123-009	123-009	123-048	123-034
S2	122-281	122-281	123-039
S3	122-184	122-232	123-030
S4	122-087	122-135	123-004

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-287	126-120	123-280
R3	125-170	125-003	123-160
R2	124-053	124-053	123-120
R1	123-206	123-206	123-080	123-290
PP	122-256	122-256	122-256	122-297
S1	122-089	122-089	123-000	122-172
S2	121-139	121-139	122-280
S3	120-022	120-292	122-240
S4	118-225	119-175	122-120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-107	122-217	0-210	0.5%	0-126	0.3%	76%	True	False	579,876
10	123-107	121-185	1-242	1.4%	0-166	0.4%	91%	True	False	622,778
20	123-107	121-102	2-005	1.6%	0-148	0.4%	92%	True	False	559,276
40	123-120	121-102	2-018	1.7%	0-143	0.4%	90%	False	False	532,532
60	123-120	121-102	2-018	1.7%	0-141	0.4%	90%	False	False	457,271
80	123-120	119-020	4-100	3.5%	0-128	0.3%	95%	False	False	343,233
100	123-120	117-270	5-170	4.5%	0-102	0.3%	96%	False	False	274,586

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	0-030
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	124-199
2.618	124-041
1.618	123-264
1.000	123-204
0.618	123-167
HIGH	123-107
0.618	123-070
0.500	123-058
0.382	123-047
LOW	123-010
0.618	122-270
1.000	122-233
1.618	122-173
2.618	122-076
4.250	121-238

Fisher Pivots for day following 07-Nov-2011
Pivot	1 day	3 day
R1	123-058	123-046
PP	123-058	123-035
S1	123-058	123-024

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

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