ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	130-035	130-145	0-110	0.3%	130-085
High	130-195	130-180	-0-015	0.0%	130-245
Low	129-160	129-310	0-150	0.4%	129-160
Close	130-160	130-130	-0-030	-0.1%	130-160
Range	1-035	0-190	-0-165	-46.5%	1-085
ATR	0-270	0-264	-0-006	-2.1%	0-000
Volume	80,769	51,960	-28,809	-35.7%	3,674,987

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-030	131-270	130-234
R3	131-160	131-080	130-182
R2	130-290	130-290	130-165
R1	130-210	130-210	130-147	130-155
PP	130-100	130-100	130-100	130-072
S1	130-020	130-020	130-113	129-285
S2	129-230	129-230	130-095
S3	129-040	129-150	130-078
S4	128-170	128-280	130-026

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	134-017	133-173	131-063
R3	132-252	132-088	130-271
R2	131-167	131-167	130-234
R1	131-003	131-003	130-197	131-085
PP	130-082	130-082	130-082	130-122
S1	129-238	129-238	130-123	130-000
S2	128-317	128-317	130-086
S3	127-232	128-153	130-049
S4	126-147	127-068	129-257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-225	129-160	1-065	0.9%	0-254	0.6%	75%	False	False	394,757
10	131-095	129-160	1-255	1.4%	0-236	0.6%	50%	False	False	782,996
20	131-095	129-160	1-255	1.4%	0-246	0.6%	50%	False	False	829,978
40	131-095	127-060	4-035	3.2%	0-280	0.7%	78%	False	False	962,100
60	131-300	127-060	4-240	3.6%	0-278	0.7%	68%	False	False	1,009,174
80	131-300	127-060	4-240	3.6%	0-278	0.7%	68%	False	False	893,474
100	131-300	122-130	9-170	7.3%	0-287	0.7%	84%	False	False	715,364
120	131-300	120-120	11-180	8.9%	0-269	0.6%	87%	False	False	596,328

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-072
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	133-028
2.618	132-037
1.618	131-167
1.000	131-050
0.618	130-297
HIGH	130-180
0.618	130-107
0.500	130-085
0.382	130-063
LOW	129-310
0.618	129-193
1.000	129-120
1.618	129-003
2.618	128-133
4.250	127-142

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	130-115	130-092
PP	130-100	130-055
S1	130-085	130-018

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

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