Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 27-Oct-2011

Day Change Summary
	Previous	Current
	26-Oct-2011	27-Oct-2011	Change	Change %	Previous Week
Open	135.33	134.55	-0.78	-0.6%	133.29
High	136.04	134.78	-1.26	-0.9%	135.94
Low	134.72	133.15	-1.57	-1.2%	132.94
Close	135.00	133.22	-1.78	-1.3%	134.67
Range	1.32	1.63	0.31	23.5%	3.00
ATR	1.29	1.33	0.04	3.1%	0.00
Volume	900,345	1,039,236	138,891	15.4%	4,543,263

Daily Pivots for day following 27-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	138.61	137.54	134.12
R3	136.98	135.91	133.67
R2	135.35	135.35	133.52
R1	134.28	134.28	133.37	134.00
PP	133.72	133.72	133.72	133.58
S1	132.65	132.65	133.07	132.37
S2	132.09	132.09	132.92
S3	130.46	131.02	132.77
S4	128.83	129.39	132.32

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	136.04	133.15	2.89	2.2%	1.32	1.0%	2%	False	True	865,755
10	136.04	132.94	3.10	2.3%	1.34	1.0%	9%	False	False	905,582
20	138.80	132.94	5.86	4.4%	1.32	1.0%	5%	False	False	881,149
40	139.19	132.64	6.55	4.9%	1.26	0.9%	9%	False	False	863,155
60	139.19	129.19	10.00	7.5%	1.29	1.0%	40%	False	False	579,158
80	139.19	124.60	14.59	11.0%	1.19	0.9%	59%	False	False	434,422
100	139.19	123.96	15.23	11.4%	1.04	0.8%	61%	False	False	347,555
120	139.19	122.93	16.26	12.2%	0.87	0.7%	63%	False	False	289,659

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	141.71
2.618	139.05
1.618	137.42
1.000	136.41
0.618	135.79
HIGH	134.78
0.618	134.16
0.500	133.97
0.382	133.77
LOW	133.15
0.618	132.14
1.000	131.52
1.618	130.51
2.618	128.88
4.250	126.22

Fisher Pivots for day following 27-Oct-2011
Pivot	1 day	3 day
R1	133.97	134.60
PP	133.72	134.14
S1	133.47	133.68

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

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