ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 07-Nov-2011

Day Change Summary
	Previous	Current
	04-Nov-2011	07-Nov-2011	Change	Change %	Previous Week
Open	129-310	130-055	0-065	0.2%	128-000
High	130-145	130-260	0-115	0.3%	130-290
Low	129-195	129-315	0-120	0.3%	127-310
Close	130-080	130-175	0-095	0.2%	130-080
Range	0-270	0-265	-0-005	-1.9%	2-300
ATR	1-002	0-318	-0-004	-1.3%	0-000
Volume	1,118,700	908,134	-210,566	-18.8%	6,032,438

Daily Pivots for day following 07-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-298	132-182	131-001
R3	132-033	131-237	130-248
R2	131-088	131-088	130-224
R1	130-292	130-292	130-199	131-030
PP	130-143	130-143	130-143	130-172
S1	130-027	130-027	130-151	130-085
S2	129-198	129-198	130-126
S3	128-253	129-082	130-102
S4	127-308	128-137	130-029

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	129-075	1-215	1.3%	0-313	0.7%	79%	False	False	1,179,340
10	130-290	127-060	3-230	2.8%	1-035	0.8%	90%	False	False	1,213,673
20	130-290	127-060	3-230	2.8%	0-307	0.7%	90%	False	False	1,127,162
40	131-300	127-060	4-240	3.6%	0-295	0.7%	71%	False	False	1,099,447
60	131-300	127-060	4-240	3.6%	0-289	0.7%	71%	False	False	929,621
80	131-300	122-130	9-170	7.3%	0-298	0.7%	85%	False	False	698,057
100	131-300	120-120	11-180	8.9%	0-274	0.7%	88%	False	False	558,679
120	131-300	120-030	11-270	9.1%	0-233	0.6%	88%	False	False	465,567

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	0-067
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-106
2.618	132-314
1.618	132-049
1.000	131-205
0.618	131-104
HIGH	130-260
0.618	130-159
0.500	130-128
0.382	130-096
LOW	129-315
0.618	129-151
1.000	129-050
1.618	128-206
2.618	127-261
4.250	126-149

Fisher Pivots for day following 07-Nov-2011
Pivot	1 day	3 day
R1	130-159	130-144
PP	130-143	130-113
S1	130-128	130-082

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

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