Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 03-Dec-2010

Day Change Summary
	Previous	Current
	02-Dec-2010	03-Dec-2010	Change	Change %	Previous Week
Open	126.91	126.54	-0.37	-0.3%	127.23
High	127.02	126.56	-0.46	-0.4%	128.05
Low	126.27	125.83	-0.44	-0.3%	125.83
Close	126.47	126.19	-0.28	-0.2%	126.19
Range	0.75	0.73	-0.02	-2.7%	2.22
ATR	0.94	0.92	-0.01	-1.6%	0.00
Volume	0	1,087,493	1,087,493		4,262,346

Daily Pivots for day following 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	128.38	128.02	126.59
R3	127.65	127.29	126.39
R2	126.92	126.92	126.32
R1	126.56	126.56	126.26	126.38
PP	126.19	126.19	126.19	126.10
S1	125.83	125.83	126.12	125.65
S2	125.46	125.46	126.06
S3	124.73	125.10	125.99
S4	124.00	124.37	125.79

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.35	131.99	127.41
R3	131.13	129.77	126.80
R2	128.91	128.91	126.60
R1	127.55	127.55	126.39	127.12
PP	126.69	126.69	126.69	126.48
S1	125.33	125.33	125.99	124.90
S2	124.47	124.47	125.78
S3	122.25	123.11	125.58
S4	120.03	120.89	124.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128.05	125.83	2.22	1.8%	0.89	0.7%	16%	False	True	852,469
10	129.20	125.83	3.37	2.7%	0.95	0.7%	11%	False	True	717,011
20	130.95	125.83	5.12	4.1%	0.92	0.7%	7%	False	True	730,269
40	132.36	125.83	6.53	5.2%	0.81	0.6%	6%	False	True	679,736
60	132.36	125.83	6.53	5.2%	0.81	0.6%	6%	False	True	752,122
80	133.29	125.83	7.46	5.9%	0.82	0.7%	5%	False	True	630,786
100	133.29	125.83	7.46	5.9%	0.77	0.6%	5%	False	True	504,813
120	133.29	125.81	7.48	5.9%	0.71	0.6%	5%	False	False	420,706

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.19
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	129.66
2.618	128.47
1.618	127.74
1.000	127.29
0.618	127.01
HIGH	126.56
0.618	126.28
0.500	126.20
0.382	126.11
LOW	125.83
0.618	125.38
1.000	125.10
1.618	124.65
2.618	123.92
4.250	122.73

Fisher Pivots for day following 03-Dec-2010
Pivot	1 day	3 day
R1	126.20	126.89
PP	126.19	126.65
S1	126.19	126.42

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

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