Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	135.65	136.88	1.23	0.9%	137.95
High	136.80	138.10	1.30	1.0%	138.39
Low	135.48	136.83	1.35	1.0%	135.02
Close	136.76	138.10	1.34	1.0%	136.76
Range	1.32	1.27	-0.05	-3.8%	3.37
ATR	1.27	1.28	0.00	0.4%	0.00
Volume	878,848	617,275	-261,573	-29.8%	4,807,802

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	141.49	141.06	138.80
R3	140.22	139.79	138.45
R2	138.95	138.95	138.33
R1	138.52	138.52	138.22	138.74
PP	137.68	137.68	137.68	137.78
S1	137.25	137.25	137.98	137.47
S2	136.41	136.41	137.87
S3	135.14	135.98	137.75
S4	133.87	134.71	137.40

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	146.83	145.17	138.61
R3	143.46	141.80	137.69
R2	140.09	140.09	137.38
R1	138.43	138.43	137.07	137.58
PP	136.72	136.72	136.72	136.30
S1	135.06	135.06	136.45	134.21
S2	133.35	133.35	136.14
S3	129.98	131.69	135.83
S4	126.61	128.32	134.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.10	135.02	3.08	2.2%	1.19	0.9%	100%	True	False	896,529
10	139.19	135.02	4.17	3.0%	1.18	0.9%	74%	False	False	894,750
20	139.19	135.02	4.17	3.0%	1.20	0.9%	74%	False	False	903,281
40	139.19	129.38	9.81	7.1%	1.22	0.9%	89%	False	False	465,538
60	139.19	125.22	13.97	10.1%	1.16	0.8%	92%	False	False	310,439
80	139.19	123.96	15.23	11.0%	1.00	0.7%	93%	False	False	232,857
100	139.19	122.93	16.26	11.8%	0.81	0.6%	93%	False	False	186,317
120	139.19	119.59	19.60	14.2%	0.68	0.5%	94%	False	False	155,330

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	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	143.50
2.618	141.42
1.618	140.15
1.000	139.37
0.618	138.88
HIGH	138.10
0.618	137.61
0.500	137.47
0.382	137.32
LOW	136.83
0.618	136.05
1.000	135.56
1.618	134.78
2.618	133.51
4.250	131.43

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	137.89	137.61
PP	137.68	137.12
S1	137.47	136.64

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

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