ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 15-Nov-2012

Day Change Summary
	Previous	Current
	14-Nov-2012	15-Nov-2012	Change	Change %	Previous Week
Open	124-235	124-235	0-000	0.0%	124-087
High	124-252	124-260	0-008	0.0%	124-240
Low	124-197	124-225	0-028	0.1%	124-022
Close	124-245	124-247	0-002	0.0%	124-215
Range	0-055	0-035	-0-020	-36.4%	0-218
ATR	0-074	0-072	-0-003	-3.8%	0-000
Volume	470,565	435,522	-35,043	-7.4%	2,575,626

Daily Pivots for day following 15-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-029	125-013	124-266
R3	124-314	124-298	124-257
R2	124-279	124-279	124-253
R1	124-263	124-263	124-250	124-271
PP	124-244	124-244	124-244	124-248
S1	124-228	124-228	124-244	124-236
S2	124-209	124-209	124-241
S3	124-174	124-193	124-237
S4	124-139	124-158	124-228

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	124-260	124-185	0-075	0.2%	0-046	0.1%	83%	True	False	393,955
10	124-260	123-297	0-283	0.7%	0-075	0.2%	95%	True	False	446,109
20	124-260	123-222	1-038	0.9%	0-076	0.2%	96%	True	False	438,732
40	124-260	123-222	1-038	0.9%	0-068	0.2%	96%	True	False	427,331
60	124-260	123-222	1-038	0.9%	0-074	0.2%	96%	True	False	445,395
80	124-260	123-100	1-160	1.2%	0-071	0.2%	97%	True	False	335,499
100	124-260	123-100	1-160	1.2%	0-058	0.1%	97%	True	False	268,427

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	125-089
2.618	125-032
1.618	124-317
1.000	124-295
0.618	124-282
HIGH	124-260
0.618	124-247
0.500	124-242
0.382	124-238
LOW	124-225
0.618	124-203
1.000	124-190
1.618	124-168
2.618	124-133
4.250	124-076

Fisher Pivots for day following 15-Nov-2012
Pivot	1 day	3 day
R1	124-246	124-241
PP	124-244	124-235
S1	124-242	124-228

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

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