Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 20-Sep-2011

Day Change Summary
	Previous	Current
	19-Sep-2011	20-Sep-2011	Change	Change %	Previous Week
Open	137.16	137.77	0.61	0.4%	138.05
High	137.73	138.14	0.41	0.3%	138.91
Low	137.05	137.20	0.15	0.1%	135.12
Close	137.52	137.74	0.22	0.2%	136.65
Range	0.68	0.94	0.26	38.2%	3.79
ATR	1.30	1.27	-0.03	-2.0%	0.00
Volume	585,657	806,637	220,980	37.7%	4,995,977

Daily Pivots for day following 20-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	140.51	140.07	138.26
R3	139.57	139.13	138.00
R2	138.63	138.63	137.91
R1	138.19	138.19	137.83	137.94
PP	137.69	137.69	137.69	137.57
S1	137.25	137.25	137.65	137.00
S2	136.75	136.75	137.57
S3	135.81	136.31	137.48
S4	134.87	135.37	137.22

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	148.26	146.25	138.73
R3	144.47	142.46	137.69
R2	140.68	140.68	137.34
R1	138.67	138.67	137.00	137.78
PP	136.89	136.89	136.89	136.45
S1	134.88	134.88	136.30	133.99
S2	133.10	133.10	135.96
S3	129.31	131.09	135.61
S4	125.52	127.30	134.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.26	135.12	3.14	2.3%	1.26	0.9%	83%	False	False	906,244
10	138.91	135.12	3.79	2.8%	1.19	0.9%	69%	False	False	900,049
20	138.91	132.35	6.56	4.8%	1.15	0.8%	82%	False	False	522,532
40	138.91	126.46	12.45	9.0%	1.23	0.9%	91%	False	False	262,094
60	138.91	123.96	14.95	10.9%	1.07	0.8%	92%	False	False	174,788
80	138.91	123.28	15.63	11.3%	0.88	0.6%	93%	False	False	131,107
100	138.91	121.38	17.53	12.7%	0.70	0.5%	93%	False	False	104,936
120	138.91	118.80	20.11	14.6%	0.59	0.4%	94%	False	False	87,494

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142.14
2.618	140.60
1.618	139.66
1.000	139.08
0.618	138.72
HIGH	138.14
0.618	137.78
0.500	137.67
0.382	137.56
LOW	137.20
0.618	136.62
1.000	136.26
1.618	135.68
2.618	134.74
4.250	133.21

Fisher Pivots for day following 20-Sep-2011
Pivot	1 day	3 day
R1	137.72	137.47
PP	137.69	137.19
S1	137.67	136.92

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

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