ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 11-Nov-2011

Day Change Summary
	Previous	Current
	10-Nov-2011	11-Nov-2011	Change	Change %	Previous Week
Open	130-240	130-120	-0-120	-0.3%	130-055
High	130-285	130-120	-0-165	-0.4%	131-000
Low	129-285	129-220	-0-065	-0.2%	129-220
Close	130-110	129-250	-0-180	-0.4%	129-250
Range	1-000	0-220	-0-100	-31.3%	1-100
ATR	0-315	0-308	-0-007	-2.2%	0-000
Volume	1,076,278	157,098	-919,180	-85.4%	4,235,794

Daily Pivots for day following 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-003	131-187	130-051
R3	131-103	130-287	129-310
R2	130-203	130-203	129-290
R1	130-067	130-067	129-270	130-025
PP	129-303	129-303	129-303	129-282
S1	129-167	129-167	129-230	129-125
S2	129-083	129-083	129-210
S3	128-183	128-267	129-190
S4	127-283	128-047	129-129

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	134-030	133-080	130-161
R3	132-250	131-300	130-046
R2	131-150	131-150	130-007
R1	130-200	130-200	129-288	130-125
PP	130-050	130-050	130-050	130-012
S1	129-100	129-100	129-212	129-025
S2	128-270	128-270	129-173
S3	127-170	128-000	129-134
S4	126-070	126-220	129-019

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-000	129-220	1-100	1.0%	0-278	0.7%	7%	False	True	847,158
10	131-000	127-310	3-010	2.3%	1-000	0.8%	60%	False	False	1,026,823
20	131-000	127-060	3-260	2.9%	0-310	0.7%	68%	False	False	1,075,184
40	131-300	127-060	4-240	3.7%	0-298	0.7%	55%	False	False	1,068,445
60	131-300	127-060	4-240	3.7%	0-290	0.7%	55%	False	False	984,310
80	131-300	122-170	9-130	7.2%	0-304	0.7%	77%	False	False	739,613
100	131-300	120-120	11-180	8.9%	0-283	0.7%	81%	False	False	591,950
120	131-300	120-030	11-270	9.1%	0-243	0.6%	82%	False	False	493,297

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-067
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	133-095
2.618	132-056
1.618	131-156
1.000	131-020
0.618	130-256
HIGH	130-120
0.618	130-036
0.500	130-010
0.382	129-304
LOW	129-220
0.618	129-084
1.000	129-000
1.618	128-184
2.618	127-284
4.250	126-245

Fisher Pivots for day following 11-Nov-2011
Pivot	1 day	3 day
R1	130-010	130-110
PP	129-303	130-050
S1	129-277	129-310

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

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