ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 19-Nov-2012

Day Change Summary
	Previous	Current
	16-Nov-2012	19-Nov-2012	Change	Change %	Previous Week
Open	134-010	134-040	0-030	0.1%	133-290
High	134-115	134-045	-0-070	-0.2%	134-115
Low	133-300	133-250	-0-050	-0.1%	133-220
Close	134-060	133-290	-0-090	-0.2%	134-060
Range	0-135	0-115	-0-020	-14.8%	0-215
ATR	0-159	0-157	-0-002	-1.3%	0-000
Volume	948,380	585,943	-362,437	-38.2%	3,869,885

Daily Pivots for day following 19-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-007	134-263	134-033
R3	134-212	134-148	134-002
R2	134-097	134-097	133-311
R1	134-033	134-033	133-301	134-008
PP	133-302	133-302	133-302	133-289
S1	133-238	133-238	133-279	133-212
S2	133-187	133-187	133-269
S3	133-072	133-123	133-258
S4	132-277	133-008	133-227

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-030	135-260	134-178
R3	135-135	135-045	134-119
R2	134-240	134-240	134-099
R1	134-150	134-150	134-080	134-195
PP	134-025	134-025	134-025	134-048
S1	133-255	133-255	134-040	133-300
S2	133-130	133-130	134-021
S3	132-235	133-040	134-001
S4	132-020	132-145	133-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-115	133-220	0-215	0.5%	0-122	0.3%	33%	False	False	848,463
10	134-115	132-200	1-235	1.3%	0-154	0.4%	74%	False	False	915,735
20	134-115	131-220	2-215	2.0%	0-159	0.4%	83%	False	False	880,469
40	134-115	131-220	2-215	2.0%	0-154	0.4%	83%	False	False	854,679
60	134-115	131-220	2-215	2.0%	0-169	0.4%	83%	False	False	868,946
80	134-115	131-030	3-085	2.4%	0-168	0.4%	86%	False	False	655,808
100	134-180	131-030	3-150	2.6%	0-151	0.4%	81%	False	False	524,733
120	134-180	131-030	3-150	2.6%	0-128	0.3%	81%	False	False	437,278

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-214
2.618	135-026
1.618	134-231
1.000	134-160
0.618	134-116
HIGH	134-045
0.618	134-001
0.500	133-308
0.382	133-294
LOW	133-250
0.618	133-179
1.000	133-135
1.618	133-064
2.618	132-269
4.250	132-081

Fisher Pivots for day following 19-Nov-2012
Pivot	1 day	3 day
R1	133-308	134-022
PP	133-302	134-005
S1	133-296	133-308

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

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