Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 26-Nov-2010

Day Change Summary
	Previous	Current
	24-Nov-2010	26-Nov-2010	Change	Change %	Previous Week
Open	128.61	127.48	-1.13	-0.9%	127.25
High	129.20	128.07	-1.13	-0.9%	129.20
Low	127.47	127.16	-0.31	-0.2%	127.13
Close	127.72	127.35	-0.37	-0.3%	127.35
Range	1.73	0.91	-0.82	-47.4%	2.07
ATR	0.92	0.92	0.00	-0.1%	0.00
Volume	1,331,171	783,939	-547,232	-41.1%	2,907,769

Daily Pivots for day following 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	130.26	129.71	127.85
R3	129.35	128.80	127.60
R2	128.44	128.44	127.52
R1	127.89	127.89	127.43	127.71
PP	127.53	127.53	127.53	127.44
S1	126.98	126.98	127.27	126.80
S2	126.62	126.62	127.18
S3	125.71	126.07	127.10
S4	124.80	125.16	126.85

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	134.10	132.80	128.49
R3	132.03	130.73	127.92
R2	129.96	129.96	127.73
R1	128.66	128.66	127.54	129.31
PP	127.89	127.89	127.89	128.22
S1	126.59	126.59	127.16	127.24
S2	125.82	125.82	126.97
S3	123.75	124.52	126.78
S4	121.68	122.45	126.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.20	127.13	2.07	1.6%	1.00	0.8%	11%	False	False	581,553
10	130.64	127.13	3.51	2.8%	0.98	0.8%	6%	False	False	592,618
20	130.95	127.13	3.82	3.0%	0.90	0.7%	6%	False	False	691,160
40	132.36	127.13	5.23	4.1%	0.78	0.6%	4%	False	False	665,528
60	132.36	127.13	5.23	4.1%	0.82	0.6%	4%	False	False	758,274
80	133.29	127.13	6.16	4.8%	0.80	0.6%	4%	False	False	577,609
100	133.29	126.01	7.28	5.7%	0.75	0.6%	18%	False	False	462,206
120	133.29	125.81	7.48	5.9%	0.70	0.5%	21%	False	False	385,203

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	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131.94
2.618	130.45
1.618	129.54
1.000	128.98
0.618	128.63
HIGH	128.07
0.618	127.72
0.500	127.62
0.382	127.51
LOW	127.16
0.618	126.60
1.000	126.25
1.618	125.69
2.618	124.78
4.250	123.29

Fisher Pivots for day following 26-Nov-2010
Pivot	1 day	3 day
R1	127.62	128.18
PP	127.53	127.90
S1	127.44	127.63

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

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