ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 11-Nov-2011

Day Change Summary
	Previous	Current
	10-Nov-2011	11-Nov-2011	Change	Change %	Previous Week
Open	123-057	123-012	-0-045	-0.1%	123-042
High	123-070	123-015	-0-055	-0.1%	123-107
Low	122-270	122-240	-0-030	-0.1%	122-240
Close	123-015	122-250	-0-085	-0.2%	122-250
Range	0-120	0-095	-0-025	-20.8%	0-187
ATR	0-142	0-139	-0-003	-2.4%	0-000
Volume	531,620	64,122	-467,498	-87.9%	1,971,945

Daily Pivots for day following 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-240	123-180	122-302
R3	123-145	123-085	122-276
R2	123-050	123-050	122-267
R1	122-310	122-310	122-259	122-292
PP	122-275	122-275	122-275	122-266
S1	122-215	122-215	122-241	122-198
S2	122-180	122-180	122-233
S3	122-085	122-120	122-224
S4	121-310	122-025	122-198

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-227	124-105	123-033
R3	124-040	123-238	122-301
R2	123-173	123-173	122-284
R1	123-051	123-051	122-267	123-018
PP	122-306	122-306	122-306	122-289
S1	122-184	122-184	122-233	122-152
S2	122-119	122-119	122-216
S3	121-252	121-317	122-199
S4	121-065	121-130	122-147

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-107	122-240	0-187	0.5%	0-107	0.3%	5%	False	True	394,389
10	123-107	121-305	1-122	1.1%	0-135	0.3%	60%	False	False	507,763
20	123-107	121-185	1-242	1.4%	0-142	0.4%	69%	False	False	537,795
40	123-120	121-102	2-018	1.7%	0-141	0.4%	71%	False	False	519,269
60	123-120	121-102	2-018	1.7%	0-141	0.4%	71%	False	False	483,206
80	123-120	119-060	4-060	3.4%	0-133	0.3%	86%	False	False	362,871
100	123-120	117-270	5-170	4.5%	0-106	0.3%	89%	False	False	290,297

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	124-099
2.618	123-264
1.618	123-169
1.000	123-110
0.618	123-074
HIGH	123-015
0.618	122-299
0.500	122-288
0.382	122-276
LOW	122-240
0.618	122-181
1.000	122-145
1.618	122-086
2.618	121-311
4.250	121-156

Fisher Pivots for day following 11-Nov-2011
Pivot	1 day	3 day
R1	122-288	123-011
PP	122-275	122-304
S1	122-262	122-277

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

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