ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 14-Dec-2011

Day Change Summary
	Previous	Current
	13-Dec-2011	14-Dec-2011	Change	Change %	Previous Week
Open	131-010	131-075	0-065	0.2%	130-145
High	131-135	131-210	0-075	0.2%	131-080
Low	130-240	131-035	0-115	0.3%	129-310
Close	131-100	131-195	0-095	0.2%	130-205
Range	0-215	0-175	-0-040	-18.6%	1-090
ATR	0-251	0-246	-0-005	-2.2%	0-000
Volume	17,298	7,448	-9,850	-56.9%	146,585

Daily Pivots for day following 14-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-032	132-288	131-291
R3	132-177	132-113	131-243
R2	132-002	132-002	131-227
R1	131-258	131-258	131-211	131-290
PP	131-147	131-147	131-147	131-162
S1	131-083	131-083	131-179	131-115
S2	130-292	130-292	131-163
S3	130-117	130-228	131-147
S4	129-262	130-053	131-099

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	134-148	133-267	131-110
R3	133-058	132-177	130-318
R2	131-288	131-288	130-280
R1	131-087	131-087	130-243	131-188
PP	130-198	130-198	130-198	130-249
S1	129-317	129-317	130-167	130-098
S2	129-108	129-108	130-130
S3	128-018	128-227	130-092
S4	126-248	127-137	129-300

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-210	130-070	1-140	1.1%	0-227	0.5%	97%	True	False	16,115
10	131-210	129-160	2-050	1.6%	0-228	0.5%	98%	True	False	39,905
20	131-210	129-160	2-050	1.6%	0-228	0.5%	98%	True	False	542,624
40	131-210	127-060	4-150	3.4%	0-266	0.6%	99%	True	False	798,003
60	131-300	127-060	4-240	3.6%	0-276	0.7%	93%	False	False	892,468
80	131-300	127-060	4-240	3.6%	0-274	0.7%	93%	False	False	893,576
100	131-300	122-170	9-130	7.1%	0-292	0.7%	97%	False	False	716,713
120	131-300	120-120	11-180	8.8%	0-276	0.7%	97%	False	False	597,407

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-074
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	133-314
2.618	133-028
1.618	132-173
1.000	132-065
0.618	131-318
HIGH	131-210
0.618	131-143
0.500	131-122
0.382	131-102
LOW	131-035
0.618	130-247
1.000	130-180
1.618	130-072
2.618	129-217
4.250	128-251

Fisher Pivots for day following 14-Dec-2011
Pivot	1 day	3 day
R1	131-171	131-138
PP	131-147	131-082
S1	131-122	131-025

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

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