Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 28-Nov-2012

Day Change Summary
	Previous	Current
	27-Nov-2012	28-Nov-2012	Change	Change %	Previous Week
Open	142.12	142.40	0.28	0.2%	143.11
High	142.36	143.15	0.79	0.6%	143.22
Low	141.84	142.32	0.48	0.3%	142.01
Close	142.23	142.95	0.72	0.5%	142.12
Range	0.52	0.83	0.31	59.6%	1.21
ATR	0.59	0.62	0.02	3.9%	0.00
Volume	782,638	687,399	-95,239	-12.2%	2,101,038

Daily Pivots for day following 28-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.30	144.95	143.41
R3	144.47	144.12	143.18
R2	143.64	143.64	143.10
R1	143.29	143.29	143.03	143.47
PP	142.81	142.81	142.81	142.89
S1	142.46	142.46	142.87	142.64
S2	141.98	141.98	142.80
S3	141.15	141.63	142.72
S4	140.32	140.80	142.49

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.08	145.31	142.79
R3	144.87	144.10	142.45
R2	143.66	143.66	142.34
R1	142.89	142.89	142.23	142.67
PP	142.45	142.45	142.45	142.34
S1	141.68	141.68	142.01	141.46
S2	141.24	141.24	141.90
S3	140.03	140.47	141.79
S4	138.82	139.26	141.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.15	141.84	1.31	0.9%	0.54	0.4%	85%	True	False	571,166
10	143.45	141.84	1.61	1.1%	0.54	0.4%	69%	False	False	573,112
20	143.48	141.18	2.30	1.6%	0.55	0.4%	77%	False	False	583,272
40	143.48	139.45	4.03	2.8%	0.61	0.4%	87%	False	False	628,151
60	143.48	138.41	5.07	3.5%	0.69	0.5%	90%	False	False	651,968
80	143.48	138.41	5.07	3.5%	0.70	0.5%	90%	False	False	507,283
100	144.49	138.41	6.08	4.3%	0.71	0.5%	75%	False	False	405,946
120	144.49	138.26	6.23	4.4%	0.69	0.5%	75%	False	False	338,301

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	0.12
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	146.68
2.618	145.32
1.618	144.49
1.000	143.98
0.618	143.66
HIGH	143.15
0.618	142.83
0.500	142.74
0.382	142.64
LOW	142.32
0.618	141.81
1.000	141.49
1.618	140.98
2.618	140.15
4.250	138.79

Fisher Pivots for day following 28-Nov-2012
Pivot	1 day	3 day
R1	142.88	142.80
PP	142.81	142.65
S1	142.74	142.50

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

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