ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 08-Nov-2011

Day Change Summary
	Previous	Current
	07-Nov-2011	08-Nov-2011	Change	Change %	Previous Week
Open	130-055	130-085	0-030	0.1%	128-000
High	130-260	130-185	-0-075	-0.2%	130-290
Low	129-315	129-275	-0-040	-0.1%	127-310
Close	130-175	130-015	-0-160	-0.4%	130-080
Range	0-265	0-230	-0-035	-13.2%	2-300
ATR	0-318	0-311	-0-006	-2.0%	0-000
Volume	908,134	880,388	-27,746	-3.1%	6,032,438

Daily Pivots for day following 08-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-102	131-288	130-142
R3	131-192	131-058	130-078
R2	130-282	130-282	130-057
R1	130-148	130-148	130-036	130-100
PP	130-052	130-052	130-052	130-028
S1	129-238	129-238	129-314	129-190
S2	129-142	129-142	129-293
S3	128-232	129-008	129-272
S4	128-002	128-098	129-208

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	129-195	1-095	1.0%	0-274	0.7%	34%	False	False	1,016,797
10	130-290	127-060	3-230	2.9%	1-018	0.8%	77%	False	False	1,179,317
20	130-290	127-060	3-230	2.9%	0-308	0.7%	77%	False	False	1,124,581
40	131-300	127-060	4-240	3.7%	0-295	0.7%	60%	False	False	1,095,220
60	131-300	127-060	4-240	3.7%	0-290	0.7%	60%	False	False	944,176
80	131-300	122-130	9-170	7.3%	0-300	0.7%	80%	False	False	709,039
100	131-300	120-120	11-180	8.9%	0-277	0.7%	84%	False	False	567,480
120	131-300	120-030	11-270	9.1%	0-235	0.6%	84%	False	False	472,903

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-068
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	133-202
2.618	132-147
1.618	131-237
1.000	131-095
0.618	131-007
HIGH	130-185
0.618	130-097
0.500	130-070
0.382	130-043
LOW	129-275
0.618	129-133
1.000	129-045
1.618	128-223
2.618	127-313
4.250	126-258

Fisher Pivots for day following 08-Nov-2011
Pivot	1 day	3 day
R1	130-070	130-068
PP	130-052	130-050
S1	130-033	130-032

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

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