Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 07-Oct-2011

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	136.99	135.87	-1.12	-0.8%	136.88
High	137.33	136.25	-1.08	-0.8%	138.80
Low	135.81	135.08	-0.73	-0.5%	135.08
Close	135.90	135.41	-0.49	-0.4%	135.41
Range	1.52	1.17	-0.35	-23.0%	3.72
ATR	1.29	1.28	-0.01	-0.6%	0.00
Volume	1,128,250	774,975	-353,275	-31.3%	4,447,047

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	139.09	138.42	136.05
R3	137.92	137.25	135.73
R2	136.75	136.75	135.62
R1	136.08	136.08	135.52	135.83
PP	135.58	135.58	135.58	135.46
S1	134.91	134.91	135.30	134.66
S2	134.41	134.41	135.20
S3	133.24	133.74	135.09
S4	132.07	132.57	134.77

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	147.59	145.22	137.46
R3	143.87	141.50	136.43
R2	140.15	140.15	136.09
R1	137.78	137.78	135.75	137.11
PP	136.43	136.43	136.43	136.09
S1	134.06	134.06	135.07	133.39
S2	132.71	132.71	134.73
S3	128.99	130.34	134.39
S4	125.27	126.62	133.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.80	135.08	3.72	2.7%	1.28	0.9%	9%	False	True	889,409
10	138.80	135.02	3.78	2.8%	1.26	0.9%	10%	False	False	925,484
20	139.19	135.02	4.17	3.1%	1.22	0.9%	9%	False	False	917,945
40	139.19	130.99	8.20	6.1%	1.15	0.9%	54%	False	False	561,171
60	139.19	125.22	13.97	10.3%	1.16	0.9%	73%	False	False	374,254
80	139.19	123.96	15.23	11.2%	1.05	0.8%	75%	False	False	280,727
100	139.19	123.28	15.91	11.7%	0.86	0.6%	76%	False	False	224,609
120	139.19	120.84	18.35	13.6%	0.72	0.5%	79%	False	False	187,239

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	0.23
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	141.22
2.618	139.31
1.618	138.14
1.000	137.42
0.618	136.97
HIGH	136.25
0.618	135.80
0.500	135.67
0.382	135.53
LOW	135.08
0.618	134.36
1.000	133.91
1.618	133.19
2.618	132.02
4.250	130.11

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	135.67	136.68
PP	135.58	136.26
S1	135.50	135.83

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

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