ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 21-Nov-2011

Day Change Summary
	Previous	Current
	18-Nov-2011	21-Nov-2011	Change	Change %	Previous Week
Open	123-065	122-305	-0-080	-0.2%	122-262
High	123-087	123-040	-0-047	-0.1%	123-087
Low	122-280	122-305	0-025	0.1%	122-237
Close	122-300	123-005	0-025	0.1%	122-300
Range	0-127	0-055	-0-072	-56.7%	0-170
ATR	0-129	0-124	-0-005	-3.8%	0-000
Volume	414,589	421,381	6,792	1.6%	2,343,808

Daily Pivots for day following 21-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-175	123-145	123-035
R3	123-120	123-090	123-020
R2	123-065	123-065	123-015
R1	123-035	123-035	123-010	123-050
PP	123-010	123-010	123-010	123-018
S1	122-300	122-300	123-000	122-315
S2	122-275	122-275	122-315
S3	122-220	122-245	122-310
S4	122-165	122-190	122-295

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-185	124-092	123-074
R3	124-015	123-242	123-027
R2	123-165	123-165	123-011
R1	123-072	123-072	122-316	123-118
PP	122-315	122-315	122-315	123-018
S1	122-222	122-222	122-284	122-268
S2	122-145	122-145	122-269
S3	121-295	122-052	122-253
S4	121-125	121-202	122-206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-087	122-280	0-127	0.3%	0-091	0.2%	35%	False	False	477,376
10	123-102	122-237	0-185	0.5%	0-103	0.3%	48%	False	False	433,626
20	123-107	121-185	1-242	1.4%	0-134	0.3%	82%	False	False	528,202
40	123-107	121-102	2-005	1.6%	0-134	0.3%	84%	False	False	509,581
60	123-120	121-102	2-018	1.7%	0-136	0.3%	83%	False	False	511,176
80	123-120	120-160	2-280	2.3%	0-140	0.4%	88%	False	False	397,432
100	123-120	117-270	5-170	4.5%	0-112	0.3%	94%	False	False	317,949

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	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 76 trading days

Fibonacci Retracements and Extensions
4.250	123-274
2.618	123-184
1.618	123-129
1.000	123-095
0.618	123-074
HIGH	123-040
0.618	123-019
0.500	123-012
0.382	123-006
LOW	122-305
0.618	122-271
1.000	122-250
1.618	122-216
2.618	122-161
4.250	122-071

Fisher Pivots for day following 21-Nov-2011
Pivot	1 day	3 day
R1	123-012	123-024
PP	123-010	123-017
S1	123-008	123-011

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

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