Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 06-Oct-2011

Day Change Summary
	Previous	Current
	05-Oct-2011	06-Oct-2011	Change	Change %	Previous Week
Open	138.00	136.99	-1.01	-0.7%	137.95
High	138.28	137.33	-0.95	-0.7%	138.39
Low	136.81	135.81	-1.00	-0.7%	135.02
Close	137.06	135.90	-1.16	-0.8%	136.76
Range	1.47	1.52	0.05	3.4%	3.37
ATR	1.27	1.29	0.02	1.4%	0.00
Volume	955,721	1,128,250	172,529	18.1%	4,807,802

Daily Pivots for day following 06-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	140.91	139.92	136.74
R3	139.39	138.40	136.32
R2	137.87	137.87	136.18
R1	136.88	136.88	136.04	136.62
PP	136.35	136.35	136.35	136.21
S1	135.36	135.36	135.76	135.10
S2	134.83	134.83	135.62
S3	133.31	133.84	135.48
S4	131.79	132.32	135.06

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	138.80	135.48	3.32	2.4%	1.31	1.0%	13%	False	False	910,184
10	139.19	135.02	4.17	3.1%	1.31	1.0%	21%	False	False	937,688
20	139.19	135.02	4.17	3.1%	1.24	0.9%	21%	False	False	921,567
40	139.19	130.99	8.20	6.0%	1.16	0.9%	60%	False	False	541,841
60	139.19	125.22	13.97	10.3%	1.15	0.8%	76%	False	False	361,340
80	139.19	123.96	15.23	11.2%	1.04	0.8%	78%	False	False	271,041
100	139.19	122.93	16.26	12.0%	0.85	0.6%	80%	False	False	216,862
120	139.19	120.84	18.35	13.5%	0.71	0.5%	82%	False	False	180,786

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	143.79
2.618	141.31
1.618	139.79
1.000	138.85
0.618	138.27
HIGH	137.33
0.618	136.75
0.500	136.57
0.382	136.39
LOW	135.81
0.618	134.87
1.000	134.29
1.618	133.35
2.618	131.83
4.250	129.35

Fisher Pivots for day following 06-Oct-2011
Pivot	1 day	3 day
R1	136.57	137.31
PP	136.35	136.84
S1	136.12	136.37

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

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