ECBOT 10 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	133-300	133-290	-0-010	0.0%	132-270
High	134-065	133-310	-0-075	-0.2%	134-065
Low	133-220	133-235	0-015	0.0%	132-200
Close	133-290	133-285	-0-005	0.0%	133-290
Range	0-165	0-075	-0-090	-54.5%	1-185
ATR	0-178	0-170	-0-007	-4.1%	0-000
Volume	1,156,330	213,509	-942,821	-81.5%	5,426,453

Daily Pivots for day following 12-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-182	134-148	134-006
R3	134-107	134-073	133-306
R2	134-032	134-032	133-299
R1	133-318	133-318	133-292	133-298
PP	133-277	133-277	133-277	133-266
S1	133-243	133-243	133-278	133-222
S2	133-202	133-202	133-271
S3	133-127	133-168	133-264
S4	133-052	133-093	133-244

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	138-100	137-220	134-248
R3	136-235	136-035	134-109
R2	135-050	135-050	134-063
R1	134-170	134-170	134-016	134-270
PP	133-185	133-185	133-185	133-235
S1	132-305	132-305	133-244	133-085
S2	132-000	132-000	133-197
S3	130-135	131-120	133-151
S4	128-270	129-255	133-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-065	132-200	1-185	1.2%	0-187	0.4%	80%	False	False	983,007
10	134-065	132-100	1-285	1.4%	0-173	0.4%	83%	False	False	880,675
20	134-065	131-220	2-165	1.9%	0-174	0.4%	88%	False	False	911,409
40	134-065	131-220	2-165	1.9%	0-159	0.4%	88%	False	False	844,316
60	134-065	131-030	3-035	2.3%	0-173	0.4%	90%	False	False	801,790
80	134-180	131-030	3-150	2.6%	0-170	0.4%	81%	False	False	602,834
100	134-180	131-030	3-150	2.6%	0-145	0.3%	81%	False	False	482,310
120	134-180	131-030	3-150	2.6%	0-125	0.3%	81%	False	False	401,926

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 79 trading days

Fibonacci Retracements and Extensions
4.250	134-309
2.618	134-186
1.618	134-111
1.000	134-065
0.618	134-036
HIGH	133-310
0.618	133-281
0.500	133-272
0.382	133-264
LOW	133-235
0.618	133-189
1.000	133-160
1.618	133-114
2.618	133-039
4.250	132-236

Fisher Pivots for day following 12-Nov-2012
Pivot	1 day	3 day
R1	133-281	133-276
PP	133-277	133-267
S1	133-272	133-258

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

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