ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 06-Dec-2012

Day Change Summary
	Previous	Current
	05-Dec-2012	06-Dec-2012	Change	Change %	Previous Week
Open	124-257	124-282	0-025	0.1%	124-142
High	124-292	124-300	0-008	0.0%	124-270
Low	124-245	124-270	0-025	0.1%	124-132
Close	124-280	124-282	0-002	0.0%	124-270
Range	0-047	0-030	-0-017	-36.2%	0-138
ATR	0-057	0-055	-0-002	-3.4%	0-000
Volume	45,836	49,445	3,609	7.9%	3,707,289

Daily Pivots for day following 06-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-054	125-038	124-298
R3	125-024	125-008	124-290
R2	124-314	124-314	124-288
R1	124-298	124-298	124-285	124-297
PP	124-284	124-284	124-284	124-284
S1	124-268	124-268	124-279	124-267
S2	124-254	124-254	124-276
S3	124-224	124-238	124-274
S4	124-194	124-208	124-266

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	124-300	124-222	0-078	0.2%	0-041	0.1%	77%	True	False	72,264
10	124-300	124-132	0-168	0.4%	0-045	0.1%	89%	True	False	410,427
20	124-300	124-132	0-168	0.4%	0-049	0.1%	89%	True	False	417,360
40	124-300	123-222	1-078	1.0%	0-065	0.2%	95%	True	False	434,519
60	124-300	123-222	1-078	1.0%	0-066	0.2%	95%	True	False	440,189
80	124-300	123-100	1-200	1.3%	0-069	0.2%	97%	True	False	408,655
100	124-300	123-100	1-200	1.3%	0-064	0.2%	97%	True	False	327,323
120	124-300	123-040	1-260	1.5%	0-054	0.1%	97%	True	False	272,773

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Narrowest range in 77 trading days

Fibonacci Retracements and Extensions
4.250	125-108
2.618	125-059
1.618	125-029
1.000	125-010
0.618	124-319
HIGH	124-300
0.618	124-289
0.500	124-285
0.382	124-281
LOW	124-270
0.618	124-251
1.000	124-240
1.618	124-221
2.618	124-191
4.250	124-142

Fisher Pivots for day following 06-Dec-2012
Pivot	1 day	3 day
R1	124-285	124-277
PP	124-284	124-272
S1	124-283	124-268

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

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