ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 14-Nov-2011

Day Change Summary
	Previous	Current
	11-Nov-2011	14-Nov-2011	Change	Change %	Previous Week
Open	123-012	122-262	-0-070	-0.2%	123-042
High	123-015	123-052	0-037	0.1%	123-107
Low	122-240	122-237	-0-003	0.0%	122-240
Close	122-250	123-025	0-095	0.2%	122-250
Range	0-095	0-135	0-040	42.1%	0-187
ATR	0-139	0-138	0-000	-0.2%	0-000
Volume	64,122	378,306	314,184	490.0%	1,971,945

Daily Pivots for day following 14-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-083	124-029	123-099
R3	123-268	123-214	123-062
R2	123-133	123-133	123-050
R1	123-079	123-079	123-037	123-106
PP	122-318	122-318	122-318	123-012
S1	122-264	122-264	123-013	122-291
S2	122-183	122-183	123-000
S3	122-048	122-129	122-308
S4	121-233	121-314	122-271

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	123-102	122-237	0-185	0.5%	0-114	0.3%	58%	False	True	389,876
10	123-107	122-217	0-210	0.5%	0-120	0.3%	61%	False	False	484,876
20	123-107	121-185	1-242	1.4%	0-141	0.4%	85%	False	False	535,535
40	123-120	121-102	2-018	1.7%	0-141	0.4%	86%	False	False	516,769
60	123-120	121-102	2-018	1.7%	0-141	0.4%	86%	False	False	489,226
80	123-120	119-060	4-060	3.4%	0-135	0.3%	93%	False	False	367,596
100	123-120	117-270	5-170	4.5%	0-108	0.3%	95%	False	False	294,080

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	124-306
2.618	124-085
1.618	123-270
1.000	123-187
0.618	123-135
HIGH	123-052
0.618	123-000
0.500	122-304
0.382	122-289
LOW	122-237
0.618	122-154
1.000	122-102
1.618	122-019
2.618	121-204
4.250	120-303

Fisher Pivots for day following 14-Nov-2011
Pivot	1 day	3 day
R1	123-012	123-014
PP	122-318	123-004
S1	122-304	122-314

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

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