Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 30-Nov-2009

Day Change Summary
	Previous	Current
	27-Nov-2009	30-Nov-2009	Change	Change %	Previous Week
Open	123.76	123.56	-0.20	-0.2%	122.56
High	124.06	123.77	-0.29	-0.2%	124.06
Low	123.30	123.44	0.14	0.1%	122.27
Close	123.48	123.63	0.15	0.1%	123.48
Range	0.76	0.33	-0.43	-56.6%	1.79
ATR	0.63	0.61	-0.02	-3.4%	0.00
Volume	891,244	724,903	-166,341	-18.7%	2,629,403

Daily Pivots for day following 30-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.60	124.45	123.81
R3	124.27	124.12	123.72
R2	123.94	123.94	123.69
R1	123.79	123.79	123.66	123.87
PP	123.61	123.61	123.61	123.65
S1	123.46	123.46	123.60	123.54
S2	123.28	123.28	123.57
S3	122.95	123.13	123.54
S4	122.62	122.80	123.45

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	128.64	127.85	124.46
R3	126.85	126.06	123.97
R2	125.06	125.06	123.81
R1	124.27	124.27	123.64	124.67
PP	123.27	123.27	123.27	123.47
S1	122.48	122.48	123.32	122.88
S2	121.48	121.48	123.15
S3	119.69	120.69	122.99
S4	117.90	118.90	122.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.06	122.27	1.79	1.4%	0.42	0.3%	76%	False	False	670,861
10	124.06	121.33	2.73	2.2%	0.48	0.4%	84%	False	False	671,887
20	124.06	120.66	3.40	2.8%	0.57	0.5%	87%	False	False	713,426
40	124.06	120.51	3.55	2.9%	0.58	0.5%	88%	False	False	741,124
60	124.06	119.85	4.21	3.4%	0.61	0.5%	90%	False	False	733,562
80	124.06	118.61	5.45	4.4%	0.60	0.5%	92%	False	False	564,842
100	124.06	118.61	5.45	4.4%	0.60	0.5%	92%	False	False	452,132
120	124.06	117.09	6.97	5.6%	0.56	0.5%	94%	False	False	376,789

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125.17
2.618	124.63
1.618	124.30
1.000	124.10
0.618	123.97
HIGH	123.77
0.618	123.64
0.500	123.61
0.382	123.57
LOW	123.44
0.618	123.24
1.000	123.11
1.618	122.91
2.618	122.58
4.250	122.04

Fisher Pivots for day following 30-Nov-2009
Pivot	1 day	3 day
R1	123.62	123.52
PP	123.61	123.41
S1	123.61	123.30

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

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