Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 26-Sep-2011

Day Change Summary
	Previous	Current
	23-Sep-2011	26-Sep-2011	Change	Change %	Previous Week
Open	138.77	137.95	-0.82	-0.6%	137.16
High	139.19	138.39	-0.80	-0.6%	139.19
Low	137.48	136.85	-0.63	-0.5%	137.05
Close	137.69	136.92	-0.77	-0.6%	137.69
Range	1.71	1.54	-0.17	-9.9%	2.14
ATR	1.27	1.29	0.02	1.5%	0.00
Volume	897,007	942,431	45,424	5.1%	4,108,088

Daily Pivots for day following 26-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.01	141.00	137.77
R3	140.47	139.46	137.34
R2	138.93	138.93	137.20
R1	137.92	137.92	137.06	137.66
PP	137.39	137.39	137.39	137.25
S1	136.38	136.38	136.78	136.12
S2	135.85	135.85	136.64
S3	134.31	134.84	136.50
S4	132.77	133.30	136.07

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	144.40	143.18	138.87
R3	142.26	141.04	138.28
R2	140.12	140.12	138.08
R1	138.90	138.90	137.89	139.51
PP	137.98	137.98	137.98	138.28
S1	136.76	136.76	137.49	137.37
S2	135.84	135.84	137.30
S3	133.70	134.62	137.10
S4	131.56	132.48	136.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.19	136.85	2.34	1.7%	1.16	0.8%	3%	False	True	892,972
10	139.19	135.12	4.07	3.0%	1.26	0.9%	44%	False	False	926,624
20	139.19	132.58	6.61	4.8%	1.20	0.9%	66%	False	False	703,513
40	139.19	128.62	10.57	7.7%	1.28	0.9%	79%	False	False	353,530
60	139.19	124.20	14.99	10.9%	1.11	0.8%	85%	False	False	235,740
80	139.19	123.28	15.91	11.6%	0.94	0.7%	86%	False	False	176,831
100	139.19	122.78	16.41	12.0%	0.75	0.6%	86%	False	False	141,499
120	139.19	118.80	20.39	14.9%	0.63	0.5%	89%	False	False	117,980

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	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144.94
2.618	142.42
1.618	140.88
1.000	139.93
0.618	139.34
HIGH	138.39
0.618	137.80
0.500	137.62
0.382	137.44
LOW	136.85
0.618	135.90
1.000	135.31
1.618	134.36
2.618	132.82
4.250	130.31

Fisher Pivots for day following 26-Sep-2011
Pivot	1 day	3 day
R1	137.62	138.02
PP	137.39	137.65
S1	137.15	137.29

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

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