Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 09-Nov-2011

Day Change Summary
	Previous	Current
	08-Nov-2011	09-Nov-2011	Change	Change %	Previous Week
Open	137.99	137.19	-0.80	-0.6%	134.09
High	138.24	139.32	1.08	0.8%	138.54
Low	137.06	137.08	0.02	0.0%	133.98
Close	138.03	139.18	1.15	0.8%	137.96
Range	1.18	2.24	1.06	89.8%	4.56
ATR	1.42	1.48	0.06	4.1%	0.00
Volume	733,153	1,002,802	269,649	36.8%	4,415,637

Daily Pivots for day following 09-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	145.25	144.45	140.41
R3	143.01	142.21	139.80
R2	140.77	140.77	139.59
R1	139.97	139.97	139.39	140.37
PP	138.53	138.53	138.53	138.73
S1	137.73	137.73	138.97	138.13
S2	136.29	136.29	138.77
S3	134.05	135.49	138.56
S4	131.81	133.25	137.95

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	139.32	136.35	2.97	2.1%	1.59	1.1%	95%	True	False	833,211
10	139.32	132.89	6.43	4.6%	1.60	1.1%	98%	True	False	871,561
20	139.32	132.89	6.43	4.6%	1.46	1.1%	98%	True	False	885,975
40	139.32	132.89	6.43	4.6%	1.34	1.0%	98%	True	False	883,157
60	139.32	131.85	7.47	5.4%	1.28	0.9%	98%	True	False	706,943
80	139.32	125.22	14.10	10.1%	1.26	0.9%	99%	True	False	530,352
100	139.32	123.96	15.36	11.0%	1.15	0.8%	99%	True	False	424,316
120	139.32	123.28	16.04	11.5%	0.99	0.7%	99%	True	False	353,613

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	0.21
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	148.84
2.618	145.18
1.618	142.94
1.000	141.56
0.618	140.70
HIGH	139.32
0.618	138.46
0.500	138.20
0.382	137.94
LOW	137.08
0.618	135.70
1.000	134.84
1.618	133.46
2.618	131.22
4.250	127.56

Fisher Pivots for day following 09-Nov-2011
Pivot	1 day	3 day
R1	138.85	138.85
PP	138.53	138.52
S1	138.20	138.19

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

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