ECBOT 10 Year T-Note Future December 2011

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

Day Change Summary
	Previous	Current
	01-Nov-2011	02-Nov-2011	Change	Change %	Previous Week
Open	129-155	130-085	0-250	0.6%	128-230
High	130-180	130-165	-0-015	0.0%	129-095
Low	129-075	129-230	0-155	0.4%	127-060
Close	130-080	130-100	0-020	0.0%	128-030
Range	1-105	0-255	-0-170	-40.0%	2-035
ATR	1-009	1-004	-0-005	-1.6%	0-000
Volume	1,693,099	1,030,684	-662,415	-39.1%	5,927,481

Daily Pivots for day following 02-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-183	132-077	130-240
R3	131-248	131-142	130-170
R2	130-313	130-313	130-147
R1	130-207	130-207	130-123	130-260
PP	130-058	130-058	130-058	130-085
S1	129-272	129-272	130-077	130-005
S2	129-123	129-123	130-053
S3	128-188	129-017	130-030
S4	127-253	128-082	129-280

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	134-167	133-133	129-081
R3	132-132	131-098	128-216
R2	130-097	130-097	128-154
R1	129-063	129-063	128-092	128-222
PP	128-062	128-062	128-062	127-301
S1	127-028	127-028	127-288	126-188
S2	126-027	126-027	127-226
S3	123-312	124-313	127-164
S4	121-277	122-278	126-299

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-180	127-060	3-120	2.6%	1-080	1.0%	93%	False	False	1,286,530
10	130-180	127-060	3-120	2.6%	1-010	0.8%	93%	False	False	1,180,237
20	130-180	127-060	3-120	2.6%	0-318	0.8%	93%	False	False	1,102,604
40	131-300	127-060	4-240	3.6%	0-291	0.7%	66%	False	False	1,092,341
60	131-300	127-060	4-240	3.6%	0-294	0.7%	66%	False	False	877,117
80	131-300	122-130	9-170	7.3%	0-294	0.7%	83%	False	False	658,430
100	131-300	120-120	11-180	8.9%	0-268	0.6%	86%	False	False	526,950
120	131-300	120-030	11-270	9.1%	0-226	0.5%	86%	False	False	439,126

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	0-058
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	133-289
2.618	132-193
1.618	131-258
1.000	131-100
0.618	131-003
HIGH	130-165
0.618	130-068
0.500	130-038
0.382	130-007
LOW	129-230
0.618	129-072
1.000	128-295
1.618	128-137
2.618	127-202
4.250	126-106

Fisher Pivots for day following 02-Nov-2011
Pivot	1 day	3 day
R1	130-079	129-308
PP	130-058	129-197
S1	130-038	129-085

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

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