ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 04-Dec-2012

Day Change Summary
	Previous	Current
	03-Dec-2012	04-Dec-2012	Change	Change %	Previous Week
Open	124-260	124-250	-0-010	0.0%	124-142
High	124-270	124-272	0-002	0.0%	124-270
Low	124-222	124-235	0-013	0.0%	124-132
Close	124-247	124-252	0-005	0.0%	124-270
Range	0-048	0-037	-0-011	-22.9%	0-138
ATR	0-060	0-058	-0-002	-2.7%	0-000
Volume	58,918	39,708	-19,210	-32.6%	3,707,289

Daily Pivots for day following 04-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-044	125-025	124-272
R3	125-007	124-308	124-262
R2	124-290	124-290	124-259
R1	124-271	124-271	124-255	124-280
PP	124-253	124-253	124-253	124-258
S1	124-234	124-234	124-249	124-244
S2	124-216	124-216	124-245
S3	124-179	124-197	124-242
S4	124-142	124-160	124-232

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-318	125-272	125-026
R3	125-180	125-134	124-308
R2	125-042	125-042	124-295
R1	124-316	124-316	124-283	125-019
PP	124-224	124-224	124-224	124-236
S1	124-178	124-178	124-257	124-201
S2	124-086	124-086	124-245
S3	123-268	124-040	124-232
S4	123-130	123-222	124-194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-272	124-200	0-072	0.2%	0-043	0.1%	72%	True	False	461,699
10	124-272	124-132	0-140	0.4%	0-050	0.1%	86%	True	False	494,797
20	124-282	124-022	0-260	0.7%	0-058	0.1%	88%	False	False	472,341
40	124-282	123-222	1-060	1.0%	0-066	0.2%	92%	False	False	450,467
60	124-282	123-222	1-060	1.0%	0-067	0.2%	92%	False	False	453,967
80	124-282	123-100	1-182	1.3%	0-069	0.2%	94%	False	False	407,529
100	124-282	123-100	1-182	1.3%	0-063	0.2%	94%	False	False	326,372
120	124-282	123-040	1-242	1.4%	0-053	0.1%	95%	False	False	271,979

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	125-109
2.618	125-049
1.618	125-012
1.000	124-309
0.618	124-295
HIGH	124-272
0.618	124-258
0.500	124-254
0.382	124-249
LOW	124-235
0.618	124-212
1.000	124-198
1.618	124-175
2.618	124-138
4.250	124-078

Fisher Pivots for day following 04-Dec-2012
Pivot	1 day	3 day
R1	124-254	124-250
PP	124-253	124-249
S1	124-252	124-247

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

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