Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 31-Oct-2011

Day Change Summary
	Previous	Current
	28-Oct-2011	31-Oct-2011	Change	Change %	Previous Week
Open	133.40	134.09	0.69	0.5%	134.44
High	134.04	136.68	2.64	2.0%	136.04
Low	132.89	133.98	1.09	0.8%	132.89
Close	133.74	136.61	2.87	2.1%	133.74
Range	1.15	2.70	1.55	134.8%	3.15
ATR	1.32	1.43	0.12	8.8%	0.00
Volume	839,098	828,024	-11,074	-1.3%	4,426,205

Daily Pivots for day following 31-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	143.86	142.93	138.10
R3	141.16	140.23	137.35
R2	138.46	138.46	137.11
R1	137.53	137.53	136.86	138.00
PP	135.76	135.76	135.76	135.99
S1	134.83	134.83	136.36	135.30
S2	133.06	133.06	136.12
S3	130.36	132.13	135.87
S4	127.66	129.43	135.13

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	143.67	141.86	135.47
R3	140.52	138.71	134.61
R2	137.37	137.37	134.32
R1	135.56	135.56	134.03	134.89
PP	134.22	134.22	134.22	133.89
S1	132.41	132.41	133.45	131.74
S2	131.07	131.07	133.16
S3	127.92	129.26	132.87
S4	124.77	126.11	132.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	136.68	132.89	3.79	2.8%	1.61	1.2%	98%	True	False	914,453
10	136.68	132.89	3.79	2.8%	1.39	1.0%	98%	True	False	890,260
20	138.80	132.89	5.91	4.3%	1.38	1.0%	63%	False	False	889,699
40	139.19	132.89	6.30	4.6%	1.29	0.9%	59%	False	False	896,490
60	139.19	129.38	9.81	7.2%	1.27	0.9%	74%	False	False	606,925
80	139.19	125.22	13.97	10.2%	1.22	0.9%	82%	False	False	455,254
100	139.19	123.96	15.23	11.1%	1.08	0.8%	83%	False	False	364,225
120	139.19	122.93	16.26	11.9%	0.91	0.7%	84%	False	False	303,548

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	0.34
Widest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	148.16
2.618	143.75
1.618	141.05
1.000	139.38
0.618	138.35
HIGH	136.68
0.618	135.65
0.500	135.33
0.382	135.01
LOW	133.98
0.618	132.31
1.000	131.28
1.618	129.61
2.618	126.91
4.250	122.51

Fisher Pivots for day following 31-Oct-2011
Pivot	1 day	3 day
R1	136.18	136.00
PP	135.76	135.39
S1	135.33	134.79

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

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