Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 10-Nov-2010

Day Change Summary
	Previous	Current
	09-Nov-2010	10-Nov-2010	Change	Change %	Previous Week
Open	130.61	130.02	-0.59	-0.5%	129.23
High	130.95	130.53	-0.42	-0.3%	130.87
Low	129.87	129.56	-0.31	-0.2%	129.16
Close	130.36	130.20	-0.16	-0.1%	130.25
Range	1.08	0.97	-0.11	-10.2%	1.71
ATR	0.78	0.79	0.01	1.8%	0.00
Volume	1,020,299	1,406,127	385,828	37.8%	3,676,784

Daily Pivots for day following 10-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.01	132.57	130.73
R3	132.04	131.60	130.47
R2	131.07	131.07	130.38
R1	130.63	130.63	130.29	130.85
PP	130.10	130.10	130.10	130.21
S1	129.66	129.66	130.11	129.88
S2	129.13	129.13	130.02
S3	128.16	128.69	129.93
S4	127.19	127.72	129.67

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	135.22	134.45	131.19
R3	133.51	132.74	130.72
R2	131.80	131.80	130.56
R1	131.03	131.03	130.41	131.42
PP	130.09	130.09	130.09	130.29
S1	129.32	129.32	130.09	129.71
S2	128.38	128.38	129.94
S3	126.67	127.61	129.78
S4	124.96	125.90	129.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.95	129.33	1.62	1.2%	0.97	0.7%	54%	False	False	722,841
10	130.95	128.60	2.35	1.8%	0.81	0.6%	68%	False	False	795,498
20	131.84	128.52	3.32	2.5%	0.73	0.6%	51%	False	False	740,467
40	132.36	128.52	3.84	2.9%	0.77	0.6%	44%	False	False	760,714
60	133.29	128.52	4.77	3.7%	0.81	0.6%	35%	False	False	657,203
80	133.29	126.01	7.28	5.6%	0.75	0.6%	58%	False	False	493,619
100	133.29	126.01	7.28	5.6%	0.69	0.5%	58%	False	False	394,924
120	133.29	125.81	7.48	5.7%	0.63	0.5%	59%	False	False	329,135

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	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134.65
2.618	133.07
1.618	132.10
1.000	131.50
0.618	131.13
HIGH	130.53
0.618	130.16
0.500	130.05
0.382	129.93
LOW	129.56
0.618	128.96
1.000	128.59
1.618	127.99
2.618	127.02
4.250	125.44

Fisher Pivots for day following 10-Nov-2010
Pivot	1 day	3 day
R1	130.15	130.26
PP	130.10	130.24
S1	130.05	130.22

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

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