Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 14-Oct-2011

Day Change Summary
	Previous	Current
	13-Oct-2011	14-Oct-2011	Change	Change %	Previous Week
Open	133.57	134.14	0.57	0.4%	135.68
High	134.73	134.55	-0.18	-0.1%	135.80
Low	133.21	133.29	0.08	0.1%	133.15
Close	134.24	133.40	-0.84	-0.6%	133.40
Range	1.52	1.26	-0.26	-17.1%	2.65
ATR	1.29	1.29	0.00	-0.2%	0.00
Volume	987,313	925,452	-61,861	-6.3%	4,166,718

Daily Pivots for day following 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.53	136.72	134.09
R3	136.27	135.46	133.75
R2	135.01	135.01	133.63
R1	134.20	134.20	133.52	133.98
PP	133.75	133.75	133.75	133.63
S1	132.94	132.94	133.28	132.72
S2	132.49	132.49	133.17
S3	131.23	131.68	133.05
S4	129.97	130.42	132.71

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.07	140.38	134.86
R3	139.42	137.73	134.13
R2	136.77	136.77	133.89
R1	135.08	135.08	133.64	134.60
PP	134.12	134.12	134.12	133.88
S1	132.43	132.43	133.16	131.95
S2	131.47	131.47	132.91
S3	128.82	129.78	132.67
S4	126.17	127.13	131.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135.80	133.15	2.65	2.0%	1.30	1.0%	9%	False	False	833,343
10	138.80	133.15	5.65	4.2%	1.29	1.0%	4%	False	False	861,376
20	139.19	133.15	6.04	4.5%	1.20	0.9%	4%	False	False	876,482
40	139.19	132.35	6.84	5.1%	1.19	0.9%	15%	False	False	665,128
60	139.19	125.22	13.97	10.5%	1.23	0.9%	59%	False	False	443,688
80	139.19	123.96	15.23	11.4%	1.09	0.8%	62%	False	False	332,808
100	139.19	123.28	15.91	11.9%	0.93	0.7%	64%	False	False	266,263
120	139.19	121.38	17.81	13.4%	0.77	0.6%	67%	False	False	221,935

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	139.91
2.618	137.85
1.618	136.59
1.000	135.81
0.618	135.33
HIGH	134.55
0.618	134.07
0.500	133.92
0.382	133.77
LOW	133.29
0.618	132.51
1.000	132.03
1.618	131.25
2.618	129.99
4.250	127.94

Fisher Pivots for day following 14-Oct-2011
Pivot	1 day	3 day
R1	133.92	134.01
PP	133.75	133.80
S1	133.57	133.60

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

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