ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 16-Nov-2011

Day Change Summary
	Previous	Current
	15-Nov-2011	16-Nov-2011	Change	Change %	Previous Week
Open	123-015	123-010	-0-005	0.0%	123-042
High	123-072	123-062	-0-010	0.0%	123-107
Low	122-305	122-312	0-007	0.0%	122-240
Close	123-005	123-017	0-012	0.0%	122-250
Range	0-087	0-070	-0-017	-19.5%	0-187
ATR	0-135	0-130	-0-005	-3.4%	0-000
Volume	470,887	433,988	-36,899	-7.8%	1,971,945

Daily Pivots for day following 16-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-234	123-195	123-056
R3	123-164	123-125	123-036
R2	123-094	123-094	123-030
R1	123-055	123-055	123-023	123-074
PP	123-024	123-024	123-024	123-033
S1	122-305	122-305	123-011	123-004
S2	122-274	122-274	123-004
S3	122-204	122-235	122-318
S4	122-134	122-165	122-298

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	123-072	122-237	0-155	0.4%	0-101	0.3%	65%	False	False	375,784
10	123-107	122-237	0-190	0.5%	0-109	0.3%	53%	False	False	439,249
20	123-107	121-185	1-242	1.4%	0-138	0.4%	84%	False	False	530,152
40	123-120	121-102	2-018	1.7%	0-137	0.3%	84%	False	False	515,874
60	123-120	121-102	2-018	1.7%	0-139	0.4%	84%	False	False	502,847
80	123-120	119-080	4-040	3.4%	0-137	0.3%	92%	False	False	378,907
100	123-120	117-270	5-170	4.5%	0-109	0.3%	94%	False	False	303,129

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 66 trading days

Fibonacci Retracements and Extensions
4.250	124-040
2.618	123-245
1.618	123-175
1.000	123-132
0.618	123-105
HIGH	123-062
0.618	123-035
0.500	123-027
0.382	123-019
LOW	122-312
0.618	122-269
1.000	122-242
1.618	122-199
2.618	122-129
4.250	122-014

Fisher Pivots for day following 16-Nov-2011
Pivot	1 day	3 day
R1	123-027	123-010
PP	123-024	123-002
S1	123-020	122-314

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

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