Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 12-Nov-2012

Day Change Summary
	Previous	Current
	09-Nov-2012	12-Nov-2012	Change	Change %	Previous Week
Open	143.05	143.20	0.15	0.1%	142.07
High	143.47	143.27	-0.20	-0.1%	143.47
Low	142.94	143.03	0.09	0.1%	141.65
Close	143.14	143.17	0.03	0.0%	143.14
Range	0.53	0.24	-0.29	-54.7%	1.82
ATR	0.70	0.67	-0.03	-4.7%	0.00
Volume	317,740	678,428	360,688	113.5%	2,877,458

Daily Pivots for day following 12-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.88	143.76	143.30
R3	143.64	143.52	143.24
R2	143.40	143.40	143.21
R1	143.28	143.28	143.19	143.22
PP	143.16	143.16	143.16	143.13
S1	143.04	143.04	143.15	142.98
S2	142.92	142.92	143.13
S3	142.68	142.80	143.10
S4	142.44	142.56	143.04

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%	0.63	0.4%	84%	False	False	604,629
10	143.47	141.18	2.29	1.6%	0.58	0.4%	87%	False	False	602,459
20	143.47	139.45	4.02	2.8%	0.65	0.5%	93%	False	False	655,381
40	143.47	139.01	4.46	3.1%	0.65	0.5%	93%	False	False	651,068
60	143.47	138.41	5.06	3.5%	0.73	0.5%	94%	False	False	569,112
80	144.49	138.41	6.08	4.2%	0.77	0.5%	78%	False	False	427,258
100	144.49	138.26	6.23	4.4%	0.71	0.5%	79%	False	False	341,834
120	144.49	138.26	6.23	4.4%	0.67	0.5%	79%	False	False	284,876

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 86 trading days

Fibonacci Retracements and Extensions
4.250	144.29
2.618	143.90
1.618	143.66
1.000	143.51
0.618	143.42
HIGH	143.27
0.618	143.18
0.500	143.15
0.382	143.12
LOW	143.03
0.618	142.88
1.000	142.79
1.618	142.64
2.618	142.40
4.250	142.01

Fisher Pivots for day following 12-Nov-2012
Pivot	1 day	3 day
R1	143.16	143.12
PP	143.16	143.07
S1	143.15	143.02

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

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