Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 01-Nov-2011

Day Change Summary
	Previous	Current
	31-Oct-2011	01-Nov-2011	Change	Change %	Previous Week
Open	134.09	137.00	2.91	2.2%	134.44
High	136.68	138.54	1.86	1.4%	136.04
Low	133.98	136.81	2.83	2.1%	132.89
Close	136.61	138.15	1.54	1.1%	133.74
Range	2.70	1.73	-0.97	-35.9%	3.15
ATR	1.43	1.47	0.04	2.5%	0.00
Volume	828,024	1,040,258	212,234	25.6%	4,426,205

Daily Pivots for day following 01-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	143.02	142.32	139.10
R3	141.29	140.59	138.63
R2	139.56	139.56	138.47
R1	138.86	138.86	138.31	139.21
PP	137.83	137.83	137.83	138.01
S1	137.13	137.13	137.99	137.48
S2	136.10	136.10	137.83
S3	134.37	135.40	137.67
S4	132.64	133.67	137.20

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	138.54	132.89	5.65	4.1%	1.71	1.2%	93%	True	False	929,392
10	138.54	132.89	5.65	4.1%	1.46	1.1%	93%	True	False	897,485
20	138.54	132.89	5.65	4.1%	1.42	1.0%	93%	True	False	893,170
40	139.19	132.89	6.30	4.6%	1.30	0.9%	83%	False	False	899,390
60	139.19	130.88	8.31	6.0%	1.25	0.9%	87%	False	False	624,261
80	139.19	125.22	13.97	10.1%	1.21	0.9%	93%	False	False	468,256
100	139.19	123.96	15.23	11.0%	1.09	0.8%	93%	False	False	374,628
120	139.19	122.93	16.26	11.8%	0.92	0.7%	94%	False	False	312,216

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	145.89
2.618	143.07
1.618	141.34
1.000	140.27
0.618	139.61
HIGH	138.54
0.618	137.88
0.500	137.68
0.382	137.47
LOW	136.81
0.618	135.74
1.000	135.08
1.618	134.01
2.618	132.28
4.250	129.46

Fisher Pivots for day following 01-Nov-2011
Pivot	1 day	3 day
R1	137.99	137.34
PP	137.83	136.53
S1	137.68	135.72

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

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