ECBOT 10 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	133-015	132-260	-0-075	-0.2%	133-190
High	133-055	133-005	-0-050	-0.1%	133-190
Low	132-255	132-250	-0-005	0.0%	132-250
Close	132-280	132-265	-0-015	0.0%	132-265
Range	0-120	0-075	-0-045	-37.5%	0-260
ATR	0-137	0-133	-0-004	-3.2%	0-000
Volume	57,427	71,140	13,713	23.9%	172,480

Daily Pivots for day following 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-185	133-140	132-306
R3	133-110	133-065	132-286
R2	133-035	133-035	132-279
R1	132-310	132-310	132-272	133-012
PP	132-280	132-280	132-280	132-291
S1	132-235	132-235	132-258	132-258
S2	132-205	132-205	132-251
S3	132-130	132-160	132-244
S4	132-055	132-085	132-224

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-162	134-313	133-088
R3	134-222	134-053	133-016
R2	133-282	133-282	132-313
R1	133-113	133-113	132-289	133-068
PP	133-022	133-022	133-022	132-319
S1	132-173	132-173	132-241	132-128
S2	132-082	132-082	132-217
S3	131-142	131-233	132-194
S4	130-202	130-293	132-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-280	132-250	1-030	0.8%	0-115	0.3%	4%	False	True	38,816
10	133-280	132-250	1-030	0.8%	0-112	0.3%	4%	False	True	23,394
20	133-280	131-100	2-180	1.9%	0-135	0.3%	59%	False	False	13,655
40	133-280	131-030	2-250	2.1%	0-111	0.3%	62%	False	False	6,932

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-022
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	134-004
2.618	133-201
1.618	133-126
1.000	133-080
0.618	133-051
HIGH	133-005
0.618	132-296
0.500	132-288
0.382	132-279
LOW	132-250
0.618	132-204
1.000	132-175
1.618	132-129
2.618	132-054
4.250	131-251

Fisher Pivots for day following 23-Nov-2012
Pivot	1 day	3 day
R1	132-288	133-045
PP	132-280	133-012
S1	132-272	132-298

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

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