Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 08-Nov-2011

Day Change Summary
	Previous	Current
	07-Nov-2011	08-Nov-2011	Change	Change %	Previous Week
Open	137.69	137.99	0.30	0.2%	134.09
High	138.50	138.24	-0.26	-0.2%	138.54
Low	137.52	137.06	-0.46	-0.3%	133.98
Close	137.84	138.03	0.19	0.1%	137.96
Range	0.98	1.18	0.20	20.4%	4.56
ATR	1.44	1.42	-0.02	-1.3%	0.00
Volume	685,690	733,153	47,463	6.9%	4,415,637

Daily Pivots for day following 08-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	141.32	140.85	138.68
R3	140.14	139.67	138.35
R2	138.96	138.96	138.25
R1	138.49	138.49	138.14	138.73
PP	137.78	137.78	137.78	137.89
S1	137.31	137.31	137.92	137.55
S2	136.60	136.60	137.81
S3	135.42	136.13	137.71
S4	134.24	134.95	137.38

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	138.50	136.35	2.15	1.6%	1.31	0.9%	78%	False	False	793,239
10	138.54	132.89	5.65	4.1%	1.51	1.1%	91%	False	False	861,315
20	138.54	132.89	5.65	4.1%	1.44	1.0%	91%	False	False	882,192
40	139.19	132.89	6.30	4.6%	1.32	1.0%	82%	False	False	886,813
60	139.19	130.99	8.20	5.9%	1.26	0.9%	86%	False	False	690,274
80	139.19	125.22	13.97	10.1%	1.24	0.9%	92%	False	False	517,823
100	139.19	123.96	15.23	11.0%	1.14	0.8%	92%	False	False	414,288
120	139.19	123.28	15.91	11.5%	0.98	0.7%	93%	False	False	345,258

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	143.26
2.618	141.33
1.618	140.15
1.000	139.42
0.618	138.97
HIGH	138.24
0.618	137.79
0.500	137.65
0.382	137.51
LOW	137.06
0.618	136.33
1.000	135.88
1.618	135.15
2.618	133.97
4.250	132.05

Fisher Pivots for day following 08-Nov-2011
Pivot	1 day	3 day
R1	137.90	137.83
PP	137.78	137.63
S1	137.65	137.43

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

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