Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 11-Oct-2011

Day Change Summary
	Previous	Current
	10-Oct-2011	11-Oct-2011	Change	Change %	Previous Week
Open	135.68	134.75	-0.93	-0.7%	136.88
High	135.80	134.99	-0.81	-0.6%	138.80
Low	134.40	134.40	0.00	0.0%	135.08
Close	134.48	134.51	0.03	0.0%	135.41
Range	1.40	0.59	-0.81	-57.9%	3.72
ATR	1.29	1.24	-0.05	-3.9%	0.00
Volume	632,373	694,441	62,068	9.8%	4,447,047

Daily Pivots for day following 11-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.40	136.05	134.83
R3	135.81	135.46	134.67
R2	135.22	135.22	134.62
R1	134.87	134.87	134.56	134.75
PP	134.63	134.63	134.63	134.58
S1	134.28	134.28	134.46	134.16
S2	134.04	134.04	134.40
S3	133.45	133.69	134.35
S4	132.86	133.10	134.19

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	138.28	134.40	3.88	2.9%	1.23	0.9%	3%	False	True	837,152
10	138.80	134.40	4.40	3.3%	1.18	0.9%	3%	False	True	848,013
20	139.19	134.40	4.79	3.6%	1.21	0.9%	2%	False	True	891,433
40	139.19	130.99	8.20	6.1%	1.17	0.9%	43%	False	False	594,314
60	139.19	125.22	13.97	10.4%	1.18	0.9%	66%	False	False	396,366
80	139.19	123.96	15.23	11.3%	1.06	0.8%	69%	False	False	297,312
100	139.19	123.28	15.91	11.8%	0.88	0.7%	71%	False	False	237,872
120	139.19	120.89	18.30	13.6%	0.74	0.5%	74%	False	False	198,285

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	137.50
2.618	136.53
1.618	135.94
1.000	135.58
0.618	135.35
HIGH	134.99
0.618	134.76
0.500	134.70
0.382	134.63
LOW	134.40
0.618	134.04
1.000	133.81
1.618	133.45
2.618	132.86
4.250	131.89

Fisher Pivots for day following 11-Oct-2011
Pivot	1 day	3 day
R1	134.70	135.33
PP	134.63	135.05
S1	134.57	134.78

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

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