Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 07-Nov-2011

Day Change Summary
	Previous	Current
	04-Nov-2011	07-Nov-2011	Change	Change %	Previous Week
Open	136.52	137.69	1.17	0.9%	134.09
High	137.96	138.50	0.54	0.4%	138.54
Low	136.35	137.52	1.17	0.9%	133.98
Close	137.96	137.84	-0.12	-0.1%	137.96
Range	1.61	0.98	-0.63	-39.1%	4.56
ATR	1.48	1.44	-0.04	-2.4%	0.00
Volume	740,030	685,690	-54,340	-7.3%	4,415,637

Daily Pivots for day following 07-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	140.89	140.35	138.38
R3	139.91	139.37	138.11
R2	138.93	138.93	138.02
R1	138.39	138.39	137.93	138.66
PP	137.95	137.95	137.95	138.09
S1	137.41	137.41	137.75	137.68
S2	136.97	136.97	137.66
S3	135.99	136.43	137.57
S4	135.01	135.45	137.30

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	150.51	148.79	140.47
R3	145.95	144.23	139.21
R2	141.39	141.39	138.80
R1	139.67	139.67	138.38	140.53
PP	136.83	136.83	136.83	137.26
S1	135.11	135.11	137.54	135.97
S2	132.27	132.27	137.12
S3	127.71	130.55	136.71
S4	123.15	125.99	135.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.54	136.35	2.19	1.6%	1.42	1.0%	68%	False	False	854,660
10	138.54	132.89	5.65	4.1%	1.51	1.1%	88%	False	False	884,557
20	138.54	132.89	5.65	4.1%	1.41	1.0%	88%	False	False	880,257
40	139.19	132.89	6.30	4.6%	1.33	1.0%	79%	False	False	895,404
60	139.19	130.99	8.20	5.9%	1.25	0.9%	84%	False	False	678,062
80	139.19	125.22	13.97	10.1%	1.24	0.9%	90%	False	False	508,659
100	139.19	123.96	15.23	11.0%	1.13	0.8%	91%	False	False	406,956
120	139.19	123.28	15.91	11.5%	0.97	0.7%	92%	False	False	339,151

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	0.30
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	142.67
2.618	141.07
1.618	140.09
1.000	139.48
0.618	139.11
HIGH	138.50
0.618	138.13
0.500	138.01
0.382	137.89
LOW	137.52
0.618	136.91
1.000	136.54
1.618	135.93
2.618	134.95
4.250	133.36

Fisher Pivots for day following 07-Nov-2011
Pivot	1 day	3 day
R1	138.01	137.70
PP	137.95	137.56
S1	137.90	137.43

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

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