ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 09-Nov-2012

Day Change Summary
	Previous	Current
	08-Nov-2012	09-Nov-2012	Change	Change %	Previous Week
Open	124-090	124-140	0-050	0.1%	124-010
High	124-150	124-160	0-010	0.0%	124-160
Low	124-090	124-140	0-050	0.1%	123-290
Close	124-150	124-160	0-010	0.0%	124-160
Range	0-060	0-020	-0-040	-66.7%	0-190
ATR	0-062	0-059	-0-003	-4.8%	0-000
Volume	4,635	1,873	-2,762	-59.6%	9,883

Daily Pivots for day following 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-213	124-207	124-171
R3	124-193	124-187	124-166
R2	124-173	124-173	124-164
R1	124-167	124-167	124-162	124-170
PP	124-153	124-153	124-153	124-155
S1	124-147	124-147	124-158	124-150
S2	124-133	124-133	124-156
S3	124-113	124-127	124-154
S4	124-093	124-107	124-149

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-027	125-283	124-264
R3	125-157	125-093	124-212
R2	124-287	124-287	124-195
R1	124-223	124-223	124-177	124-255
PP	124-097	124-097	124-097	124-112
S1	124-033	124-033	124-143	124-065
S2	123-227	123-227	124-125
S3	123-037	123-163	124-108
S4	122-167	122-293	124-056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-160	123-290	0-190	0.5%	0-052	0.1%	100%	True	False	1,976
10	124-160	123-210	0-270	0.7%	0-052	0.1%	100%	True	False	1,128
20	124-160	123-160	1-000	0.8%	0-039	0.1%	100%	True	False	624
40	124-180	123-160	1-020	0.9%	0-020	0.1%	94%	False	False	320

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-001
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-245
2.618	124-212
1.618	124-192
1.000	124-180
0.618	124-172
HIGH	124-160
0.618	124-152
0.500	124-150
0.382	124-148
LOW	124-140
0.618	124-128
1.000	124-120
1.618	124-108
2.618	124-088
4.250	124-055

Fisher Pivots for day following 09-Nov-2012
Pivot	1 day	3 day
R1	124-157	124-142
PP	124-153	124-123
S1	124-150	124-105

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

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