ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 15-Nov-2011

Day Change Summary
	Previous	Current
	14-Nov-2011	15-Nov-2011	Change	Change %	Previous Week
Open	122-262	123-015	0-073	0.2%	123-042
High	123-052	123-072	0-020	0.1%	123-107
Low	122-237	122-305	0-068	0.2%	122-240
Close	123-025	123-005	-0-020	-0.1%	122-250
Range	0-135	0-087	-0-048	-35.6%	0-187
ATR	0-138	0-135	-0-004	-2.7%	0-000
Volume	378,306	470,887	92,581	24.5%	1,971,945

Daily Pivots for day following 15-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-282	123-230	123-053
R3	123-195	123-143	123-029
R2	123-108	123-108	123-021
R1	123-056	123-056	123-013	123-038
PP	123-021	123-021	123-021	123-012
S1	122-289	122-289	122-317	122-272
S2	122-254	122-254	122-309
S3	122-167	122-202	122-301
S4	122-080	122-115	122-277

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%	0-112	0.3%	48%	False	False	402,736
10	123-107	122-237	0-190	0.5%	0-113	0.3%	46%	False	False	454,613
20	123-107	121-185	1-242	1.4%	0-140	0.4%	82%	False	False	532,209
40	123-120	121-102	2-018	1.7%	0-141	0.4%	83%	False	False	518,968
60	123-120	121-102	2-018	1.7%	0-141	0.4%	83%	False	False	496,208
80	123-120	119-080	4-040	3.4%	0-136	0.3%	91%	False	False	373,482
100	123-120	117-270	5-170	4.5%	0-109	0.3%	94%	False	False	298,789

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	124-122
2.618	123-300
1.618	123-213
1.000	123-159
0.618	123-126
HIGH	123-072
0.618	123-039
0.500	123-028
0.382	123-018
LOW	122-305
0.618	122-251
1.000	122-218
1.618	122-164
2.618	122-077
4.250	121-255

Fisher Pivots for day following 15-Nov-2011
Pivot	1 day	3 day
R1	123-028	123-002
PP	123-021	122-318
S1	123-013	122-314

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

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