ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 02-Dec-2011

Day Change Summary
	Previous	Current
	01-Dec-2011	02-Dec-2011	Change	Change %	Previous Week
Open	122-317	122-317	0-000	0.0%	122-312
High	123-040	123-057	0-017	0.0%	123-060
Low	122-275	122-220	-0-055	-0.1%	122-220
Close	122-297	123-045	0-068	0.2%	123-045
Range	0-085	0-157	0-072	84.7%	0-160
ATR	0-117	0-120	0-003	2.4%	0-000
Volume	111,636	48,740	-62,896	-56.3%	2,444,358

Daily Pivots for day following 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-152	124-095	123-131
R3	123-315	123-258	123-088
R2	123-158	123-158	123-074
R1	123-101	123-101	123-059	123-130
PP	123-001	123-001	123-001	123-015
S1	122-264	122-264	123-031	122-292
S2	122-164	122-164	123-016
S3	122-007	122-107	123-002
S4	121-170	121-270	122-279

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-162	124-103	123-133
R3	124-002	123-263	123-089
R2	123-162	123-162	123-074
R1	123-103	123-103	123-060	123-132
PP	123-002	123-002	123-002	123-016
S1	122-263	122-263	123-030	122-292
S2	122-162	122-162	123-016
S3	122-002	122-103	123-001
S4	121-162	121-263	122-277

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-060	122-220	0-160	0.4%	0-128	0.3%	91%	False	True	488,871
10	123-100	122-220	0-200	0.5%	0-107	0.3%	73%	False	True	507,586
20	123-107	122-220	0-207	0.5%	0-107	0.3%	70%	False	True	475,718
40	123-107	121-102	2-005	1.6%	0-131	0.3%	90%	False	False	512,166
60	123-120	121-102	2-018	1.7%	0-132	0.3%	89%	False	False	514,364
80	123-120	121-102	2-018	1.7%	0-134	0.3%	89%	False	False	450,302
100	123-120	119-020	4-100	3.5%	0-121	0.3%	95%	False	False	360,348
120	123-120	117-270	5-170	4.5%	0-101	0.3%	96%	False	False	300,290

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	0-035
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	125-084
2.618	124-148
1.618	123-311
1.000	123-214
0.618	123-154
HIGH	123-057
0.618	122-317
0.500	122-298
0.382	122-280
LOW	122-220
0.618	122-123
1.000	122-063
1.618	121-286
2.618	121-129
4.250	120-193

Fisher Pivots for day following 02-Dec-2011
Pivot	1 day	3 day
R1	123-023	123-023
PP	123-001	123-002
S1	122-298	122-300

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

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