ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	122-317	123-050	0-053	0.1%	122-312
High	123-057	123-050	-0-007	0.0%	123-060
Low	122-220	122-292	0-072	0.2%	122-220
Close	123-045	123-032	-0-013	0.0%	123-045
Range	0-157	0-078	-0-079	-50.3%	0-160
ATR	0-120	0-117	-0-003	-2.5%	0-000
Volume	48,740	22,482	-26,258	-53.9%	2,444,358

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-252	123-220	123-075
R3	123-174	123-142	123-053
R2	123-096	123-096	123-046
R1	123-064	123-064	123-039	123-041
PP	123-018	123-018	123-018	123-006
S1	122-306	122-306	123-025	122-283
S2	122-260	122-260	123-018
S3	122-182	122-228	123-011
S4	122-104	122-150	122-309

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%	0-115	0.3%	83%	False	False	248,114
10	123-100	122-220	0-200	0.5%	0-102	0.3%	66%	False	False	468,375
20	123-107	122-220	0-207	0.5%	0-105	0.3%	64%	False	False	449,975
40	123-107	121-102	2-005	1.6%	0-129	0.3%	88%	False	False	497,340
60	123-120	121-102	2-018	1.7%	0-131	0.3%	87%	False	False	505,487
80	123-120	121-102	2-018	1.7%	0-132	0.3%	87%	False	False	450,567
100	123-120	119-020	4-100	3.5%	0-122	0.3%	94%	False	False	360,573
120	123-120	117-270	5-170	4.5%	0-102	0.3%	95%	False	False	300,477

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	124-062
2.618	123-254
1.618	123-176
1.000	123-128
0.618	123-098
HIGH	123-050
0.618	123-020
0.500	123-011
0.382	123-002
LOW	122-292
0.618	122-244
1.000	122-214
1.618	122-166
2.618	122-088
4.250	121-280

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	123-025	123-014
PP	123-018	122-316
S1	123-011	122-298

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

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