Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 14-Nov-2012

Day Change Summary
	Previous	Current
	13-Nov-2012	14-Nov-2012	Change	Change %	Previous Week
Open	143.33	143.20	-0.13	-0.1%	142.07
High	143.48	143.41	-0.07	0.0%	143.47
Low	142.98	142.83	-0.15	-0.1%	141.65
Close	143.14	143.14	0.00	0.0%	143.14
Range	0.50	0.58	0.08	16.0%	1.82
ATR	0.65	0.65	-0.01	-0.8%	0.00
Volume	680,923	610,745	-70,178	-10.3%	2,877,458

Daily Pivots for day following 14-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.87	144.58	143.46
R3	144.29	144.00	143.30
R2	143.71	143.71	143.25
R1	143.42	143.42	143.19	143.28
PP	143.13	143.13	143.13	143.05
S1	142.84	142.84	143.09	142.70
S2	142.55	142.55	143.03
S3	141.97	142.26	142.98
S4	141.39	141.68	142.82

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	143.48	142.57	0.91	0.6%	0.49	0.3%	63%	False	False	606,991
10	143.48	141.39	2.09	1.5%	0.56	0.4%	84%	False	False	602,945
20	143.48	139.45	4.03	2.8%	0.61	0.4%	92%	False	False	636,428
40	143.48	139.45	4.03	2.8%	0.64	0.4%	92%	False	False	647,047
60	143.48	138.41	5.07	3.5%	0.73	0.5%	93%	False	False	589,670
80	143.48	138.41	5.07	3.5%	0.77	0.5%	93%	False	False	443,385
100	144.49	138.26	6.23	4.4%	0.71	0.5%	78%	False	False	354,748
120	144.49	138.26	6.23	4.4%	0.68	0.5%	78%	False	False	295,640

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	145.88
2.618	144.93
1.618	144.35
1.000	143.99
0.618	143.77
HIGH	143.41
0.618	143.19
0.500	143.12
0.382	143.05
LOW	142.83
0.618	142.47
1.000	142.25
1.618	141.89
2.618	141.31
4.250	140.37

Fisher Pivots for day following 14-Nov-2012
Pivot	1 day	3 day
R1	143.13	143.16
PP	143.13	143.15
S1	143.12	143.15

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

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