ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 04-Nov-2011

Day Change Summary
	Previous	Current
	03-Nov-2011	04-Nov-2011	Change	Change %	Previous Week
Open	130-130	129-310	-0-140	-0.3%	128-000
High	130-290	130-145	-0-145	-0.3%	130-290
Low	129-260	129-195	-0-065	-0.2%	127-310
Close	130-015	130-080	0-065	0.2%	130-080
Range	1-030	0-270	-0-080	-22.9%	2-300
ATR	1-006	1-002	-0-004	-1.2%	0-000
Volume	1,146,083	1,118,700	-27,383	-2.4%	6,032,438

Daily Pivots for day following 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-203	132-092	130-228
R3	131-253	131-142	130-154
R2	130-303	130-303	130-130
R1	130-192	130-192	130-105	130-248
PP	130-033	130-033	130-033	130-061
S1	129-242	129-242	130-055	129-298
S2	129-083	129-083	130-030
S3	128-133	128-292	130-006
S4	127-183	128-022	129-252

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	138-167	137-103	131-277
R3	135-187	134-123	131-018
R2	132-207	132-207	130-252
R1	131-143	131-143	130-166	132-015
PP	129-227	129-227	129-227	130-002
S1	128-163	128-163	129-314	129-035
S2	126-247	126-247	129-228
S3	123-267	125-183	129-142
S4	120-287	122-203	128-203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-290	127-310	2-300	2.3%	1-041	0.9%	78%	False	False	1,206,487
10	130-290	127-060	3-230	2.9%	1-028	0.8%	82%	False	False	1,195,991
20	130-290	127-060	3-230	2.9%	0-315	0.8%	82%	False	False	1,094,222
40	131-300	127-060	4-240	3.6%	0-294	0.7%	64%	False	False	1,098,773
60	131-300	127-060	4-240	3.6%	0-288	0.7%	64%	False	False	914,639
80	131-300	122-130	9-170	7.3%	0-298	0.7%	82%	False	False	686,710
100	131-300	120-120	11-180	8.9%	0-274	0.7%	85%	False	False	549,598
120	131-300	120-030	11-270	9.1%	0-231	0.6%	86%	False	False	457,999

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-066
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-012
2.618	132-212
1.618	131-262
1.000	131-095
0.618	130-312
HIGH	130-145
0.618	130-042
0.500	130-010
0.382	129-298
LOW	129-195
0.618	129-028
1.000	128-245
1.618	128-078
2.618	127-128
4.250	126-008

Fisher Pivots for day following 04-Nov-2011
Pivot	1 day	3 day
R1	130-057	130-082
PP	130-033	130-082
S1	130-010	130-081

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

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