Euro Bund Future June 2012

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

Day Change Summary
	Previous	Current
	07-Dec-2011	08-Dec-2011	Change	Change %	Previous Week
Open	133.91	134.75	0.84	0.6%	133.68
High	135.08	135.55	0.47	0.3%	134.99
Low	133.85	134.50	0.65	0.5%	133.03
Close	134.80	135.59	0.79	0.6%	134.99
Range	1.23	1.05	-0.18	-14.6%	1.96
ATR
Volume	8	113	105	1,312.5%	195

Daily Pivots for day following 08-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	138.36	138.03	136.17
R3	137.31	136.98	135.88
R2	136.26	136.26	135.78
R1	135.93	135.93	135.69	136.10
PP	135.21	135.21	135.21	135.30
S1	134.88	134.88	135.49	135.05
S2	134.16	134.16	135.40
S3	133.11	133.83	135.30
S4	132.06	132.78	135.01

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	140.22	139.56	136.07
R3	138.26	137.60	135.53
R2	136.30	136.30	135.35
R1	135.64	135.64	135.17	135.97
PP	134.34	134.34	134.34	134.50
S1	133.68	133.68	134.81	134.01
S2	132.38	132.38	134.63
S3	130.42	131.72	134.45
S4	128.46	129.76	133.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135.55	133.76	1.79	1.3%	0.55	0.4%	102%	True	False	53
10	135.55	133.03	2.52	1.9%	0.31	0.2%	102%	True	False	32

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	0.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140.01
2.618	138.30
1.618	137.25
1.000	136.60
0.618	136.20
HIGH	135.55
0.618	135.15
0.500	135.03
0.382	134.90
LOW	134.50
0.618	133.85
1.000	133.45
1.618	132.80
2.618	131.75
4.250	130.04

Fisher Pivots for day following 08-Dec-2011
Pivot	1 day	3 day
R1	135.40	135.28
PP	135.21	134.97
S1	135.03	134.66

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

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