ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 12-Nov-2012

Day Change Summary
	Previous	Current
	09-Nov-2012	12-Nov-2012	Change	Change %	Previous Week
Open	124-207	124-210	0-003	0.0%	124-087
High	124-240	124-235	-0-005	0.0%	124-240
Low	124-185	124-195	0-010	0.0%	124-022
Close	124-215	124-222	0-007	0.0%	124-215
Range	0-055	0-040	-0-015	-27.3%	0-218
ATR	0-081	0-078	-0-003	-3.6%	0-000
Volume	531,963	121,846	-410,117	-77.1%	2,575,626

Daily Pivots for day following 12-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-017	125-000	124-244
R3	124-297	124-280	124-233
R2	124-257	124-257	124-229
R1	124-240	124-240	124-226	124-248
PP	124-217	124-217	124-217	124-222
S1	124-200	124-200	124-218	124-208
S2	124-177	124-177	124-215
S3	124-137	124-160	124-211
S4	124-097	124-120	124-200

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-173	126-092	125-015
R3	125-275	125-194	124-275
R2	125-057	125-057	124-255
R1	124-296	124-296	124-235	125-016
PP	124-159	124-159	124-159	124-179
S1	124-078	124-078	124-195	124-118
S2	123-261	123-261	124-175
S3	123-043	123-180	124-155
S4	122-145	122-282	124-095

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-240	124-022	0-218	0.5%	0-088	0.2%	92%	False	False	467,233
10	124-240	123-292	0-268	0.7%	0-086	0.2%	93%	False	False	416,538
20	124-240	123-222	1-018	0.8%	0-082	0.2%	95%	False	False	456,402
40	124-247	123-222	1-025	0.9%	0-070	0.2%	93%	False	False	430,792
60	124-247	123-130	1-117	1.1%	0-076	0.2%	94%	False	False	424,298
80	124-247	123-100	1-147	1.2%	0-069	0.2%	95%	False	False	319,076
100	124-247	123-040	1-207	1.3%	0-056	0.1%	95%	False	False	255,268

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	125-085
2.618	125-020
1.618	124-300
1.000	124-275
0.618	124-260
HIGH	124-235
0.618	124-220
0.500	124-215
0.382	124-210
LOW	124-195
0.618	124-170
1.000	124-155
1.618	124-130
2.618	124-090
4.250	124-025

Fisher Pivots for day following 12-Nov-2012
Pivot	1 day	3 day
R1	124-220	124-212
PP	124-217	124-203
S1	124-215	124-194

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

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