Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 24-Oct-2011

Day Change Summary
	Previous	Current
	21-Oct-2011	24-Oct-2011	Change	Change %	Previous Week
Open	135.28	134.44	-0.84	-0.6%	133.29
High	135.80	135.53	-0.27	-0.2%	135.94
Low	134.52	134.42	-0.10	-0.1%	132.94
Close	134.67	134.73	0.06	0.0%	134.67
Range	1.28	1.11	-0.17	-13.3%	3.00
ATR	1.30	1.29	-0.01	-1.1%	0.00
Volume	741,671	681,962	-59,709	-8.1%	4,543,263

Daily Pivots for day following 24-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	138.22	137.59	135.34
R3	137.11	136.48	135.04
R2	136.00	136.00	134.93
R1	135.37	135.37	134.83	135.69
PP	134.89	134.89	134.89	135.05
S1	134.26	134.26	134.63	134.58
S2	133.78	133.78	134.53
S3	132.67	133.15	134.42
S4	131.56	132.04	134.12

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	143.52	142.09	136.32
R3	140.52	139.09	135.50
R2	137.52	137.52	135.22
R1	136.09	136.09	134.95	136.81
PP	134.52	134.52	134.52	134.87
S1	133.09	133.09	134.40	133.81
S2	131.52	131.52	134.12
S3	128.52	130.09	133.85
S4	125.52	127.09	133.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135.94	134.32	1.62	1.2%	1.18	0.9%	25%	False	False	866,068
10	135.94	132.94	3.00	2.2%	1.30	1.0%	60%	False	False	875,957
20	138.80	132.94	5.86	4.3%	1.27	0.9%	31%	False	False	885,218
40	139.19	132.58	6.61	4.9%	1.24	0.9%	33%	False	False	794,365
60	139.19	128.62	10.57	7.8%	1.28	0.9%	58%	False	False	530,759
80	139.19	124.20	14.99	11.1%	1.15	0.9%	70%	False	False	398,109
100	139.19	123.28	15.91	11.8%	1.01	0.7%	72%	False	False	318,509
120	139.19	122.78	16.41	12.2%	0.84	0.6%	73%	False	False	265,452

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.28
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	140.25
2.618	138.44
1.618	137.33
1.000	136.64
0.618	136.22
HIGH	135.53
0.618	135.11
0.500	134.98
0.382	134.84
LOW	134.42
0.618	133.73
1.000	133.31
1.618	132.62
2.618	131.51
4.250	129.70

Fisher Pivots for day following 24-Oct-2011
Pivot	1 day	3 day
R1	134.98	135.18
PP	134.89	135.03
S1	134.81	134.88

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

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