Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 18-Oct-2011

Day Change Summary
	Previous	Current
	17-Oct-2011	18-Oct-2011	Change	Change %	Previous Week
Open	133.29	134.80	1.51	1.1%	135.68
High	134.97	135.85	0.88	0.7%	135.80
Low	132.94	134.80	1.86	1.4%	133.15
Close	134.87	135.15	0.28	0.2%	133.40
Range	2.03	1.05	-0.98	-48.3%	2.65
ATR	1.34	1.32	-0.02	-1.5%	0.00
Volume	894,884	968,010	73,126	8.2%	4,166,718

Daily Pivots for day following 18-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	138.42	137.83	135.73
R3	137.37	136.78	135.44
R2	136.32	136.32	135.34
R1	135.73	135.73	135.25	136.03
PP	135.27	135.27	135.27	135.41
S1	134.68	134.68	135.05	134.98
S2	134.22	134.22	134.96
S3	133.17	133.63	134.86
S4	132.12	132.58	134.57

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	135.85	132.94	2.91	2.2%	1.51	1.1%	76%	True	False	940,559
10	138.28	132.94	5.34	4.0%	1.37	1.0%	41%	False	False	888,855
20	139.19	132.94	6.25	4.6%	1.27	0.9%	35%	False	False	900,012
40	139.19	132.35	6.84	5.1%	1.21	0.9%	41%	False	False	711,272
60	139.19	126.46	12.73	9.4%	1.25	0.9%	68%	False	False	474,733
80	139.19	123.96	15.23	11.3%	1.12	0.8%	73%	False	False	356,094
100	139.19	123.28	15.91	11.8%	0.96	0.7%	75%	False	False	284,888
120	139.19	121.38	17.81	13.2%	0.80	0.6%	77%	False	False	237,448

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.26
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	140.31
2.618	138.60
1.618	137.55
1.000	136.90
0.618	136.50
HIGH	135.85
0.618	135.45
0.500	135.33
0.382	135.20
LOW	134.80
0.618	134.15
1.000	133.75
1.618	133.10
2.618	132.05
4.250	130.34

Fisher Pivots for day following 18-Oct-2011
Pivot	1 day	3 day
R1	135.33	134.90
PP	135.27	134.65
S1	135.21	134.40

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

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