ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 30-Nov-2012

Day Change Summary
	Previous	Current
	29-Nov-2012	30-Nov-2012	Change	Change %	Previous Week
Open	133-280	134-010	0-050	0.1%	133-100
High	134-030	134-060	0-030	0.1%	134-060
Low	133-250	133-290	0-040	0.1%	133-090
Close	134-005	134-040	0-035	0.1%	134-040
Range	0-100	0-090	-0-010	-10.0%	0-290
ATR	0-142	0-138	-0-004	-2.6%	0-000
Volume	1,124,410	248,557	-875,853	-77.9%	5,357,505

Daily Pivots for day following 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-293	134-257	134-090
R3	134-203	134-167	134-065
R2	134-113	134-113	134-056
R1	134-077	134-077	134-048	134-095
PP	134-023	134-023	134-023	134-032
S1	133-307	133-307	134-032	134-005
S2	133-253	133-253	134-024
S3	133-163	133-217	134-015
S4	133-073	133-127	133-310

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-187	136-083	134-200
R3	135-217	135-113	134-120
R2	134-247	134-247	134-093
R1	134-143	134-143	134-067	134-195
PP	133-277	133-277	133-277	133-302
S1	133-173	133-173	134-013	133-225
S2	132-307	132-307	133-307
S3	132-017	132-203	133-280
S4	131-047	131-233	133-200

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-060	133-090	0-290	0.7%	0-111	0.3%	93%	True	False	1,071,501
10	134-115	133-090	1-025	0.8%	0-118	0.3%	78%	False	False	908,986
20	134-115	132-100	2-015	1.5%	0-140	0.3%	89%	False	False	925,124
40	134-115	131-220	2-215	2.0%	0-152	0.4%	91%	False	False	878,099
60	134-115	131-220	2-215	2.0%	0-161	0.4%	91%	False	False	885,800
80	134-115	131-030	3-085	2.4%	0-161	0.4%	93%	False	False	749,821
100	134-180	131-030	3-150	2.6%	0-155	0.4%	87%	False	False	600,268
120	134-180	131-030	3-150	2.6%	0-135	0.3%	87%	False	False	500,241

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	135-122
2.618	134-296
1.618	134-206
1.000	134-150
0.618	134-116
HIGH	134-060
0.618	134-026
0.500	134-015
0.382	134-004
LOW	133-290
0.618	133-234
1.000	133-200
1.618	133-144
2.618	133-054
4.250	132-228

Fisher Pivots for day following 30-Nov-2012
Pivot	1 day	3 day
R1	134-032	134-023
PP	134-023	134-007
S1	134-015	133-310

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

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