Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 09-Nov-2012

Day Change Summary
	Previous	Current
	08-Nov-2012	09-Nov-2012	Change	Change %	Previous Week
Open	142.71	143.05	0.34	0.2%	142.07
High	143.18	143.47	0.29	0.2%	143.47
Low	142.57	142.94	0.37	0.3%	141.65
Close	142.98	143.14	0.16	0.1%	143.14
Range	0.61	0.53	-0.08	-13.1%	1.82
ATR	0.71	0.70	-0.01	-1.8%	0.00
Volume	747,120	317,740	-429,380	-57.5%	2,877,458

Daily Pivots for day following 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.77	144.49	143.43
R3	144.24	143.96	143.29
R2	143.71	143.71	143.24
R1	143.43	143.43	143.19	143.57
PP	143.18	143.18	143.18	143.26
S1	142.90	142.90	143.09	143.04
S2	142.65	142.65	143.04
S3	142.12	142.37	142.99
S4	141.59	141.84	142.85

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.21	147.50	144.14
R3	146.39	145.68	143.64
R2	144.57	144.57	143.47
R1	143.86	143.86	143.31	144.22
PP	142.75	142.75	142.75	142.93
S1	142.04	142.04	142.97	142.40
S2	140.93	140.93	142.81
S3	139.11	140.22	142.64
S4	137.29	138.40	142.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.47	141.65	1.82	1.3%	0.65	0.5%	82%	True	False	575,491
10	143.47	141.03	2.44	1.7%	0.64	0.4%	86%	True	False	581,805
20	143.47	139.45	4.02	2.8%	0.66	0.5%	92%	True	False	662,024
40	143.47	138.41	5.06	3.5%	0.66	0.5%	93%	True	False	650,736
60	143.47	138.41	5.06	3.5%	0.74	0.5%	93%	True	False	557,878
80	144.49	138.41	6.08	4.2%	0.78	0.5%	78%	False	False	418,784
100	144.49	138.26	6.23	4.4%	0.71	0.5%	78%	False	False	335,050
120	144.49	138.26	6.23	4.4%	0.67	0.5%	78%	False	False	279,222

Crabel Price Patterns
NR	True
NR4	True
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	0.19
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	145.72
2.618	144.86
1.618	144.33
1.000	144.00
0.618	143.80
HIGH	143.47
0.618	143.27
0.500	143.21
0.382	143.14
LOW	142.94
0.618	142.61
1.000	142.41
1.618	142.08
2.618	141.55
4.250	140.69

Fisher Pivots for day following 09-Nov-2012
Pivot	1 day	3 day
R1	143.21	142.97
PP	143.18	142.79
S1	143.16	142.62

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

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