Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 04-Dec-2012

Day Change Summary
	Previous	Current
	03-Dec-2012	04-Dec-2012	Change	Change %	Previous Week
Open	142.89	142.48	-0.41	-0.3%	142.23
High	143.05	142.79	-0.26	-0.2%	143.15
Low	142.07	142.33	0.26	0.2%	141.84
Close	142.51	142.74	0.23	0.2%	142.79
Range	0.98	0.46	-0.52	-53.1%	1.31
ATR	0.61	0.60	-0.01	-1.8%	0.00
Volume	1,249,618	563,214	-686,404	-54.9%	4,084,443

Daily Pivots for day following 04-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.00	143.83	142.99
R3	143.54	143.37	142.87
R2	143.08	143.08	142.82
R1	142.91	142.91	142.78	143.00
PP	142.62	142.62	142.62	142.66
S1	142.45	142.45	142.70	142.54
S2	142.16	142.16	142.66
S3	141.70	141.99	142.61
S4	141.24	141.53	142.49

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.52	145.97	143.51
R3	145.21	144.66	143.15
R2	143.90	143.90	143.03
R1	143.35	143.35	142.91	143.63
PP	142.59	142.59	142.59	142.73
S1	142.04	142.04	142.67	142.32
S2	141.28	141.28	142.55
S3	139.97	140.73	142.43
S4	138.66	139.42	142.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.15	142.07	1.08	0.8%	0.61	0.4%	62%	False	False	894,725
10	143.22	141.84	1.38	1.0%	0.58	0.4%	65%	False	False	731,557
20	143.48	141.65	1.83	1.3%	0.56	0.4%	60%	False	False	661,071
40	143.48	139.45	4.03	2.8%	0.60	0.4%	82%	False	False	662,714
60	143.48	138.41	5.07	3.6%	0.66	0.5%	85%	False	False	663,997
80	143.48	138.41	5.07	3.6%	0.70	0.5%	85%	False	False	554,497
100	144.49	138.41	6.08	4.3%	0.72	0.5%	71%	False	False	443,796
120	144.49	138.26	6.23	4.4%	0.69	0.5%	72%	False	False	369,852

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144.75
2.618	143.99
1.618	143.53
1.000	143.25
0.618	143.07
HIGH	142.79
0.618	142.61
0.500	142.56
0.382	142.51
LOW	142.33
0.618	142.05
1.000	141.87
1.618	141.59
2.618	141.13
4.250	140.38

Fisher Pivots for day following 04-Dec-2012
Pivot	1 day	3 day
R1	142.68	142.69
PP	142.62	142.64
S1	142.56	142.60

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

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