ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 23-Nov-2012

Day Change Summary
	Previous	Current
	21-Nov-2012	23-Nov-2012	Change	Change %	Previous Week
Open	124-125	124-095	-0-030	-0.1%	124-190
High	124-147	124-112	-0-035	-0.1%	124-190
Low	124-087	124-085	-0-002	0.0%	124-085
Close	124-095	124-090	-0-005	0.0%	124-090
Range	0-060	0-027	-0-033	-55.0%	0-105
ATR	0-052	0-050	-0-002	-3.5%	0-000
Volume	76,224	40,505	-35,719	-46.9%	205,106

Daily Pivots for day following 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-177	124-160	124-105
R3	124-150	124-133	124-097
R2	124-123	124-123	124-095
R1	124-106	124-106	124-092	124-101
PP	124-096	124-096	124-096	124-093
S1	124-079	124-079	124-088	124-074
S2	124-069	124-069	124-085
S3	124-042	124-052	124-083
S4	124-015	124-025	124-075

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-117	125-048	124-148
R3	125-012	124-263	124-119
R2	124-227	124-227	124-109
R1	124-158	124-158	124-100	124-140
PP	124-122	124-122	124-122	124-112
S1	124-053	124-053	124-080	124-035
S2	124-017	124-017	124-071
S3	123-232	123-268	124-061
S4	123-127	123-163	124-032

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-230	124-085	0-145	0.4%	0-041	0.1%	3%	False	True	44,495
10	124-230	124-085	0-145	0.4%	0-036	0.1%	3%	False	True	26,169
20	124-230	123-170	1-060	1.0%	0-047	0.1%	63%	False	False	13,595
40	124-230	123-160	1-070	1.0%	0-029	0.1%	64%	False	False	6,811

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	0-008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-227
2.618	124-183
1.618	124-156
1.000	124-139
0.618	124-129
HIGH	124-112
0.618	124-102
0.500	124-098
0.382	124-095
LOW	124-085
0.618	124-068
1.000	124-058
1.618	124-041
2.618	124-014
4.250	123-290

Fisher Pivots for day following 23-Nov-2012
Pivot	1 day	3 day
R1	124-098	124-132
PP	124-096	124-118
S1	124-093	124-104

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

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