ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 08-Nov-2012

Day Change Summary
	Previous	Current
	07-Nov-2012	08-Nov-2012	Change	Change %	Previous Week
Open	124-027	124-155	0-128	0.3%	124-030
High	124-200	124-217	0-017	0.0%	124-090
Low	124-027	124-147	0-120	0.3%	123-292
Close	124-177	124-205	0-028	0.1%	124-075
Range	0-173	0-070	-0-103	-59.5%	0-118
ATR	0-084	0-083	-0-001	-1.2%	0-000
Volume	740,532	487,466	-253,066	-34.2%	1,628,014

Daily Pivots for day following 08-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-080	125-052	124-244
R3	125-010	124-302	124-224
R2	124-260	124-260	124-218
R1	124-232	124-232	124-211	124-246
PP	124-190	124-190	124-190	124-196
S1	124-162	124-162	124-199	124-176
S2	124-120	124-120	124-192
S3	124-050	124-092	124-186
S4	123-300	124-022	124-166

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	124-217	123-297	0-240	0.6%	0-103	0.3%	95%	True	False	498,263
10	124-217	123-222	0-315	0.8%	0-094	0.2%	96%	True	False	414,218
20	124-217	123-222	0-315	0.8%	0-081	0.2%	96%	True	False	453,421
40	124-247	123-222	1-025	0.9%	0-072	0.2%	88%	False	False	442,250
60	124-247	123-100	1-147	1.2%	0-076	0.2%	91%	False	False	413,788
80	124-247	123-100	1-147	1.2%	0-068	0.2%	91%	False	False	310,906
100	124-247	123-040	1-207	1.3%	0-055	0.1%	92%	False	False	248,730

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	0-017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-194
2.618	125-080
1.618	125-010
1.000	124-287
0.618	124-260
HIGH	124-217
0.618	124-190
0.500	124-182
0.382	124-174
LOW	124-147
0.618	124-104
1.000	124-077
1.618	124-034
2.618	123-284
4.250	123-170

Fisher Pivots for day following 08-Nov-2012
Pivot	1 day	3 day
R1	124-197	124-176
PP	124-190	124-148
S1	124-182	124-120

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

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