Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 04-Nov-2010

Day Change Summary
	Previous	Current
	03-Nov-2010	04-Nov-2010	Change	Change %	Previous Week
Open	129.69	130.16	0.47	0.4%	129.72
High	130.32	130.75	0.43	0.3%	129.99
Low	129.68	129.33	-0.35	-0.3%	128.52
Close	130.24	130.43	0.19	0.1%	129.23
Range	0.64	1.42	0.78	121.9%	1.47
ATR	0.71	0.76	0.05	7.1%	0.00
Volume	845,780	0	-845,780	-100.0%	4,465,083

Daily Pivots for day following 04-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	134.43	133.85	131.21
R3	133.01	132.43	130.82
R2	131.59	131.59	130.69
R1	131.01	131.01	130.56	131.30
PP	130.17	130.17	130.17	130.32
S1	129.59	129.59	130.30	129.88
S2	128.75	128.75	130.17
S3	127.33	128.17	130.04
S4	125.91	126.75	129.65

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.66	132.91	130.04
R3	132.19	131.44	129.63
R2	130.72	130.72	129.50
R1	129.97	129.97	129.36	129.61
PP	129.25	129.25	129.25	129.07
S1	128.50	128.50	129.10	128.14
S2	127.78	127.78	128.96
S3	126.31	127.03	128.83
S4	124.84	125.56	128.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.75	128.85	1.90	1.5%	0.82	0.6%	83%	True	False	696,033
10	130.75	128.52	2.23	1.7%	0.69	0.5%	86%	True	False	771,111
20	132.36	128.52	3.84	2.9%	0.69	0.5%	50%	False	False	629,204
40	132.36	128.52	3.84	2.9%	0.76	0.6%	50%	False	False	763,049
60	133.29	128.52	4.77	3.7%	0.79	0.6%	40%	False	False	597,625
80	133.29	126.01	7.28	5.6%	0.73	0.6%	61%	False	False	448,449
100	133.29	125.81	7.48	5.7%	0.67	0.5%	62%	False	False	358,793
120	133.29	125.81	7.48	5.7%	0.60	0.5%	62%	False	False	299,019

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 149 trading days

Fibonacci Retracements and Extensions
4.250	136.79
2.618	134.47
1.618	133.05
1.000	132.17
0.618	131.63
HIGH	130.75
0.618	130.21
0.500	130.04
0.382	129.87
LOW	129.33
0.618	128.45
1.000	127.91
1.618	127.03
2.618	125.61
4.250	123.30

Fisher Pivots for day following 04-Nov-2010
Pivot	1 day	3 day
R1	130.30	130.30
PP	130.17	130.17
S1	130.04	130.04

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

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