ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 29-Oct-2012

Day Change Summary
	Previous	Current
	26-Oct-2012	29-Oct-2012	Change	Change %	Previous Week
Open	123-237	124-030	0-113	0.3%	123-310
High	124-027	124-052	0-025	0.1%	124-027
Low	123-222	124-010	0-108	0.3%	123-222
Close	124-017	124-040	0-023	0.1%	124-017
Range	0-125	0-042	-0-083	-66.4%	0-125
ATR	0-074	0-072	-0-002	-3.1%	0-000
Volume	470,505	160,104	-310,401	-66.0%	2,609,905

Daily Pivots for day following 29-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-160	124-142	124-063
R3	124-118	124-100	124-052
R2	124-076	124-076	124-048
R1	124-058	124-058	124-044	124-067
PP	124-034	124-034	124-034	124-038
S1	124-016	124-016	124-036	124-025
S2	123-312	123-312	124-032
S3	123-270	123-294	124-028
S4	123-228	123-252	124-017

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-037	124-312	124-086
R3	124-232	124-187	124-051
R2	124-107	124-107	124-040
R1	124-062	124-062	124-028	124-084
PP	123-302	123-302	123-302	123-313
S1	123-257	123-257	124-006	123-280
S2	123-177	123-177	123-314
S3	123-052	123-132	123-303
S4	122-247	123-007	123-268

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-052	123-222	0-150	0.4%	0-077	0.2%	92%	True	False	464,034
10	124-165	123-222	0-263	0.7%	0-078	0.2%	52%	False	False	496,266
20	124-247	123-222	1-025	0.9%	0-067	0.2%	40%	False	False	410,709
40	124-247	123-222	1-025	0.9%	0-073	0.2%	40%	False	False	470,441
60	124-247	123-100	1-147	1.2%	0-069	0.2%	56%	False	False	355,779
80	124-247	123-100	1-147	1.2%	0-059	0.1%	56%	False	False	267,016
100	124-247	123-040	1-207	1.3%	0-048	0.1%	61%	False	False	213,615

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	0-011
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	124-230
2.618	124-162
1.618	124-120
1.000	124-094
0.618	124-078
HIGH	124-052
0.618	124-036
0.500	124-031
0.382	124-026
LOW	124-010
0.618	123-304
1.000	123-288
1.618	123-262
2.618	123-220
4.250	123-152

Fisher Pivots for day following 29-Oct-2012
Pivot	1 day	3 day
R1	124-037	124-019
PP	124-034	123-318
S1	124-031	123-297

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

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