Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 06-Dec-2010

Day Change Summary
	Previous	Current
	03-Dec-2010	06-Dec-2010	Change	Change %	Previous Week
Open	126.54	126.36	-0.18	-0.1%	127.23
High	126.56	126.68	0.12	0.1%	128.05
Low	125.83	126.26	0.43	0.3%	125.83
Close	126.19	126.57	0.38	0.3%	126.19
Range	0.73	0.42	-0.31	-42.5%	2.22
ATR	0.92	0.89	-0.03	-3.3%	0.00
Volume	1,087,493	0	-1,087,493	-100.0%	4,262,346

Daily Pivots for day following 06-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	127.76	127.59	126.80
R3	127.34	127.17	126.69
R2	126.92	126.92	126.65
R1	126.75	126.75	126.61	126.84
PP	126.50	126.50	126.50	126.55
S1	126.33	126.33	126.53	126.42
S2	126.08	126.08	126.49
S3	125.66	125.91	126.45
S4	125.24	125.49	126.34

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%	0.82	0.6%	33%	False	False	673,037
10	129.20	125.83	3.37	2.7%	0.94	0.7%	22%	False	False	717,011
20	130.95	125.83	5.12	4.0%	0.89	0.7%	14%	False	False	670,880
40	132.36	125.83	6.53	5.2%	0.80	0.6%	11%	False	False	679,736
60	132.36	125.83	6.53	5.2%	0.80	0.6%	11%	False	False	737,678
80	133.29	125.83	7.46	5.9%	0.82	0.6%	10%	False	False	630,769
100	133.29	125.83	7.46	5.9%	0.77	0.6%	10%	False	False	504,812
120	133.29	125.81	7.48	5.9%	0.71	0.6%	10%	False	False	420,703

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	128.47
2.618	127.78
1.618	127.36
1.000	127.10
0.618	126.94
HIGH	126.68
0.618	126.52
0.500	126.47
0.382	126.42
LOW	126.26
0.618	126.00
1.000	125.84
1.618	125.58
2.618	125.16
4.250	124.48

Fisher Pivots for day following 06-Dec-2010
Pivot	1 day	3 day
R1	126.54	126.52
PP	126.50	126.47
S1	126.47	126.43

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

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