ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 16-Nov-2011

Day Change Summary
	Previous	Current
	15-Nov-2011	16-Nov-2011	Change	Change %	Previous Week
Open	130-125	130-130	0-005	0.0%	130-055
High	130-270	130-245	-0-025	-0.1%	131-000
Low	130-070	130-085	0-015	0.0%	129-220
Close	130-105	130-160	0-055	0.1%	129-250
Range	0-200	0-160	-0-040	-20.0%	1-100
ATR	0-301	0-291	-0-010	-3.3%	0-000
Volume	915,435	803,273	-112,162	-12.3%	4,235,794

Daily Pivots for day following 16-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-003	131-242	130-248
R3	131-163	131-082	130-204
R2	131-003	131-003	130-189
R1	130-242	130-242	130-175	130-282
PP	130-163	130-163	130-163	130-184
S1	130-082	130-082	130-145	130-122
S2	130-003	130-003	130-131
S3	129-163	129-242	130-116
S4	129-003	129-082	130-072

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	130-285	129-195	1-090	1.0%	0-243	0.6%	70%	False	False	737,474
10	131-000	129-195	1-125	1.1%	0-268	0.6%	64%	False	False	895,457
20	131-000	127-060	3-260	2.9%	0-300	0.7%	87%	False	False	1,037,847
40	131-300	127-060	4-240	3.6%	0-298	0.7%	70%	False	False	1,060,262
60	131-300	127-060	4-240	3.6%	0-288	0.7%	70%	False	False	1,023,231
80	131-300	122-200	9-100	7.1%	0-307	0.7%	85%	False	False	770,251
100	131-300	120-120	11-180	8.9%	0-286	0.7%	88%	False	False	616,395
120	131-300	120-120	11-180	8.9%	0-248	0.6%	88%	False	False	513,747

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-066
Narrowest range in 78 trading days

Fibonacci Retracements and Extensions
4.250	132-285
2.618	132-024
1.618	131-184
1.000	131-085
0.618	131-024
HIGH	130-245
0.618	130-184
0.500	130-165
0.382	130-146
LOW	130-085
0.618	129-306
1.000	129-245
1.618	129-146
2.618	128-306
4.250	128-045

Fisher Pivots for day following 16-Nov-2011
Pivot	1 day	3 day
R1	130-165	130-131
PP	130-163	130-102
S1	130-162	130-072

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

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