Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 19-Nov-2010

Day Change Summary
	Previous	Current
	18-Nov-2010	19-Nov-2010	Change	Change %	Previous Week
Open	128.07	127.65	-0.42	-0.3%	128.80
High	128.17	127.79	-0.38	-0.3%	129.17
Low	127.31	127.32	0.01	0.0%	127.31
Close	127.50	127.41	-0.09	-0.1%	127.41
Range	0.86	0.47	-0.39	-45.3%	1.86
ATR	0.86	0.84	-0.03	-3.3%	0.00
Volume	1,268,559	0	-1,268,559	-100.0%	3,018,412

Daily Pivots for day following 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	128.92	128.63	127.67
R3	128.45	128.16	127.54
R2	127.98	127.98	127.50
R1	127.69	127.69	127.45	127.60
PP	127.51	127.51	127.51	127.46
S1	127.22	127.22	127.37	127.13
S2	127.04	127.04	127.32
S3	126.57	126.75	127.28
S4	126.10	126.28	127.15

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.54	132.34	128.43
R3	131.68	130.48	127.92
R2	129.82	129.82	127.75
R1	128.62	128.62	127.58	128.29
PP	127.96	127.96	127.96	127.80
S1	126.76	126.76	127.24	126.43
S2	126.10	126.10	127.07
S3	124.24	124.90	126.90
S4	122.38	123.04	126.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.17	127.31	1.86	1.5%	0.73	0.6%	5%	False	False	603,682
10	130.95	127.31	3.64	2.9%	0.85	0.7%	3%	False	False	624,748
20	130.95	127.31	3.64	2.9%	0.79	0.6%	3%	False	False	719,467
40	132.36	127.31	5.05	4.0%	0.75	0.6%	2%	False	False	672,346
60	133.29	127.31	5.98	4.7%	0.80	0.6%	2%	False	False	719,199
80	133.29	126.66	6.63	5.2%	0.77	0.6%	11%	False	False	541,365
100	133.29	126.01	7.28	5.7%	0.73	0.6%	19%	False	False	433,130
120	133.29	125.81	7.48	5.9%	0.67	0.5%	21%	False	False	360,973

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.27
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	129.79
2.618	129.02
1.618	128.55
1.000	128.26
0.618	128.08
HIGH	127.79
0.618	127.61
0.500	127.56
0.382	127.50
LOW	127.32
0.618	127.03
1.000	126.85
1.618	126.56
2.618	126.09
4.250	125.32

Fisher Pivots for day following 19-Nov-2010
Pivot	1 day	3 day
R1	127.56	128.01
PP	127.51	127.81
S1	127.46	127.61

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

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