ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 21-Nov-2012

Day Change Summary
	Previous	Current
	20-Nov-2012	21-Nov-2012	Change	Change %	Previous Week
Open	133-160	133-015	-0-145	-0.3%	133-130
High	133-160	133-055	-0-105	-0.2%	133-280
Low	133-010	132-255	-0-075	-0.2%	133-070
Close	133-030	132-280	-0-070	-0.2%	133-230
Range	0-150	0-120	-0-030	-20.0%	0-210
ATR	0-139	0-137	-0-001	-1.0%	0-000
Volume	27,065	57,427	30,362	112.2%	54,469

Daily Pivots for day following 21-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-023	133-272	133-026
R3	133-223	133-152	132-313
R2	133-103	133-103	132-302
R1	133-032	133-032	132-291	133-008
PP	132-303	132-303	132-303	132-291
S1	132-232	132-232	132-269	132-208
S2	132-183	132-183	132-258
S3	132-063	132-112	132-247
S4	131-263	131-312	132-214

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-183	135-097	134-026
R3	134-293	134-207	133-288
R2	134-083	134-083	133-268
R1	133-317	133-317	133-249	134-040
PP	133-193	133-193	133-193	133-215
S1	133-107	133-107	133-211	133-150
S2	132-303	132-303	133-192
S3	132-093	132-217	133-172
S4	131-203	132-007	133-114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-280	132-255	1-025	0.8%	0-118	0.3%	7%	False	True	27,126
10	133-280	132-255	1-025	0.8%	0-122	0.3%	7%	False	True	16,997
20	133-280	131-030	2-250	2.1%	0-139	0.3%	64%	False	False	10,146
40	133-280	131-030	2-250	2.1%	0-110	0.3%	64%	False	False	5,158

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	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-245
2.618	134-049
1.618	133-249
1.000	133-175
0.618	133-129
HIGH	133-055
0.618	133-009
0.500	132-315
0.382	132-301
LOW	132-255
0.618	132-181
1.000	132-135
1.618	132-061
2.618	131-261
4.250	131-065

Fisher Pivots for day following 21-Nov-2012
Pivot	1 day	3 day
R1	132-315	133-062
PP	132-303	133-028
S1	132-292	132-314

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

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