Euro Bund Future December 2011

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

Day Change Summary
	Previous	Current
	30-Nov-2011	01-Dec-2011	Change	Change %	Previous Week
Open	133.89	133.67	-0.22	-0.2%	136.84
High	134.50	135.21	0.71	0.5%	137.79
Low	133.36	133.56	0.20	0.1%	134.06
Close	133.77	135.07	1.30	1.0%	134.32
Range	1.14	1.65	0.51	44.7%	3.73
ATR	1.43	1.44	0.02	1.1%	0.00
Volume	1,000,681	873,570	-127,111	-12.7%	2,897,857

Daily Pivots for day following 01-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	139.56	138.97	135.98
R3	137.91	137.32	135.52
R2	136.26	136.26	135.37
R1	135.67	135.67	135.22	135.97
PP	134.61	134.61	134.61	134.76
S1	134.02	134.02	134.92	134.32
S2	132.96	132.96	134.77
S3	131.31	132.37	134.62
S4	129.66	130.72	134.16

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	146.58	144.18	136.37
R3	142.85	140.45	135.35
R2	139.12	139.12	135.00
R1	136.72	136.72	134.66	136.06
PP	135.39	135.39	135.39	135.06
S1	132.99	132.99	133.98	132.33
S2	131.66	131.66	133.64
S3	127.93	129.26	133.29
S4	124.20	125.53	132.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135.40	132.99	2.41	1.8%	1.33	1.0%	86%	False	False	780,005
10	138.79	132.99	5.80	4.3%	1.44	1.1%	36%	False	False	798,129
20	139.58	132.99	6.59	4.9%	1.46	1.1%	32%	False	False	790,512
40	139.58	132.89	6.69	5.0%	1.42	1.1%	33%	False	False	838,021
60	139.58	132.89	6.69	5.0%	1.35	1.0%	33%	False	False	860,794
80	139.58	130.99	8.59	6.4%	1.30	1.0%	47%	False	False	675,847
100	139.58	125.22	14.36	10.6%	1.25	0.9%	69%	False	False	540,735
120	139.58	123.96	15.62	11.6%	1.16	0.9%	71%	False	False	450,633

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	142.22
2.618	139.53
1.618	137.88
1.000	136.86
0.618	136.23
HIGH	135.21
0.618	134.58
0.500	134.39
0.382	134.19
LOW	133.56
0.618	132.54
1.000	131.91
1.618	130.89
2.618	129.24
4.250	126.55

Fisher Pivots for day following 01-Dec-2011
Pivot	1 day	3 day
R1	134.84	134.75
PP	134.61	134.42
S1	134.39	134.10

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

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