ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 14-Dec-2011

Day Change Summary
	Previous	Current
	13-Dec-2011	14-Dec-2011	Change	Change %	Previous Week
Open	123-137	123-145	0-008	0.0%	123-050
High	123-187	123-170	-0-017	0.0%	123-190
Low	123-115	123-132	0-017	0.0%	122-292
Close	123-157	123-155	-0-002	0.0%	123-127
Range	0-072	0-038	-0-034	-47.2%	0-218
ATR	0-107	0-102	-0-005	-4.6%	0-000
Volume	7,079	2,621	-4,458	-63.0%	84,038

Daily Pivots for day following 14-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-266	123-249	123-176
R3	123-228	123-211	123-165
R2	123-190	123-190	123-162
R1	123-173	123-173	123-158	123-182
PP	123-152	123-152	123-152	123-157
S1	123-135	123-135	123-152	123-144
S2	123-114	123-114	123-148
S3	123-076	123-097	123-145
S4	123-038	123-059	123-134

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-110	125-017	123-247
R3	124-212	124-119	123-187
R2	123-314	123-314	123-167
R1	123-221	123-221	123-147	123-268
PP	123-096	123-096	123-096	123-120
S1	123-003	123-003	123-107	123-050
S2	122-198	122-198	123-087
S3	121-300	122-105	123-067
S4	121-082	121-207	123-007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-190	123-050	0-140	0.4%	0-078	0.2%	75%	False	False	8,614
10	123-190	122-220	0-290	0.7%	0-090	0.2%	88%	False	False	26,008
20	123-190	122-220	0-290	0.7%	0-096	0.2%	88%	False	False	312,780
40	123-190	121-185	2-005	1.6%	0-118	0.3%	95%	False	False	422,494
60	123-190	121-102	2-088	1.8%	0-126	0.3%	95%	False	False	450,238
80	123-190	121-102	2-088	1.8%	0-129	0.3%	95%	False	False	450,351
100	123-190	119-080	4-110	3.5%	0-128	0.3%	97%	False	False	361,342
120	123-190	117-270	5-240	4.7%	0-107	0.3%	98%	False	False	301,121

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 92 trading days

Fibonacci Retracements and Extensions
4.250	124-012
2.618	123-269
1.618	123-231
1.000	123-208
0.618	123-193
HIGH	123-170
0.618	123-155
0.500	123-151
0.382	123-147
LOW	123-132
0.618	123-109
1.000	123-094
1.618	123-071
2.618	123-033
4.250	122-290

Fisher Pivots for day following 14-Dec-2011
Pivot	1 day	3 day
R1	123-154	123-152
PP	123-152	123-149
S1	123-151	123-146

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

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