ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 05-Nov-2012

Day Change Summary
	Previous	Current
	02-Nov-2012	05-Nov-2012	Change	Change %	Previous Week
Open	124-055	124-087	0-032	0.1%	124-030
High	124-090	124-137	0-047	0.1%	124-090
Low	123-297	124-077	0-100	0.3%	123-292
Close	124-075	124-122	0-047	0.1%	124-075
Range	0-113	0-060	-0-053	-46.9%	0-118
ATR	0-077	0-076	-0-001	-1.4%	0-000
Volume	447,653	361,307	-86,346	-19.3%	1,628,014

Daily Pivots for day following 05-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-292	124-267	124-155
R3	124-232	124-207	124-138
R2	124-172	124-172	124-133
R1	124-147	124-147	124-128	124-160
PP	124-112	124-112	124-112	124-118
S1	124-087	124-087	124-116	124-100
S2	124-052	124-052	124-111
S3	123-312	124-027	124-106
S4	123-252	123-287	124-089

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-080	125-035	124-140
R3	124-282	124-237	124-107
R2	124-164	124-164	124-097
R1	124-119	124-119	124-086	124-142
PP	124-046	124-046	124-046	124-057
S1	124-001	124-001	124-064	124-024
S2	123-248	123-248	124-053
S3	123-130	123-203	124-043
S4	123-012	123-085	124-010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-137	123-292	0-165	0.4%	0-085	0.2%	91%	True	False	365,843
10	124-137	123-222	0-235	0.6%	0-081	0.2%	94%	True	False	414,938
20	124-207	123-222	0-305	0.8%	0-074	0.2%	72%	False	False	428,594
40	124-247	123-222	1-025	0.9%	0-071	0.2%	64%	False	False	444,780
60	124-247	123-100	1-147	1.2%	0-073	0.2%	73%	False	False	385,925
80	124-247	123-100	1-147	1.2%	0-064	0.2%	73%	False	False	289,880
100	124-247	123-040	1-207	1.3%	0-052	0.1%	76%	False	False	231,906

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-072
2.618	124-294
1.618	124-234
1.000	124-197
0.618	124-174
HIGH	124-137
0.618	124-114
0.500	124-107
0.382	124-100
LOW	124-077
0.618	124-040
1.000	124-017
1.618	123-300
2.618	123-240
4.250	123-142

Fisher Pivots for day following 05-Nov-2012
Pivot	1 day	3 day
R1	124-117	124-100
PP	124-112	124-079
S1	124-107	124-057

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

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