ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 28-Nov-2012

Day Change Summary
	Previous	Current
	27-Nov-2012	28-Nov-2012	Change	Change %	Previous Week
Open	133-170	133-245	0-075	0.2%	134-040
High	133-250	134-020	0-090	0.2%	134-045
Low	133-130	133-240	0-110	0.3%	133-090
Close	133-230	133-315	0-085	0.2%	133-105
Range	0-120	0-100	-0-020	-16.7%	0-275
ATR	0-147	0-145	-0-003	-1.8%	0-000
Volume	1,272,769	1,721,201	448,432	35.2%	2,783,984

Daily Pivots for day following 28-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-278	134-237	134-050
R3	134-178	134-137	134-022
R2	134-078	134-078	134-013
R1	134-037	134-037	134-004	134-058
PP	133-298	133-298	133-298	133-309
S1	133-257	133-257	133-306	133-278
S2	133-198	133-198	133-297
S3	133-098	133-157	133-288
S4	132-318	133-057	133-260

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-052	135-193	133-256
R3	135-097	134-238	133-181
R2	134-142	134-142	133-155
R1	133-283	133-283	133-130	133-235
PP	133-187	133-187	133-187	133-162
S1	133-008	133-008	133-080	132-280
S2	132-232	132-232	133-055
S3	131-277	132-053	133-029
S4	131-002	131-098	132-274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-020	133-090	0-250	0.6%	0-116	0.3%	90%	True	False	1,043,001
10	134-115	133-090	1-025	0.8%	0-124	0.3%	65%	False	False	960,363
20	134-115	132-100	2-015	1.5%	0-146	0.3%	82%	False	False	946,985
40	134-115	131-220	2-215	2.0%	0-153	0.4%	86%	False	False	881,536
60	134-115	131-220	2-215	2.0%	0-164	0.4%	86%	False	False	895,890
80	134-115	131-030	3-085	2.4%	0-163	0.4%	89%	False	False	732,845
100	134-180	131-030	3-150	2.6%	0-155	0.4%	83%	False	False	586,554
120	134-180	131-030	3-150	2.6%	0-134	0.3%	83%	False	False	488,800

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	0-027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-125
2.618	134-282
1.618	134-182
1.000	134-120
0.618	134-082
HIGH	134-020
0.618	133-302
0.500	133-290
0.382	133-278
LOW	133-240
0.618	133-178
1.000	133-140
1.618	133-078
2.618	132-298
4.250	132-135

Fisher Pivots for day following 28-Nov-2012
Pivot	1 day	3 day
R1	133-307	133-282
PP	133-298	133-248
S1	133-290	133-215

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

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