Euro Bund Future March 2013

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	144.38	144.88	0.50	0.3%	143.80
High	144.90	145.22	0.32	0.2%	145.22
Low	144.28	144.68	0.40	0.3%	143.28
Close	144.69	144.86	0.17	0.1%	144.86
Range	0.62	0.54	-0.08	-12.9%	1.94
ATR	0.71	0.70	-0.01	-1.7%	0.00
Volume	3,391	11,067	7,676	226.4%	33,721

Daily Pivots for day following 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.54	146.24	145.16
R3	146.00	145.70	145.01
R2	145.46	145.46	144.96
R1	145.16	145.16	144.91	145.04
PP	144.92	144.92	144.92	144.86
S1	144.62	144.62	144.81	144.50
S2	144.38	144.38	144.76
S3	143.84	144.08	144.71
S4	143.30	143.54	144.56

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.27	149.51	145.93
R3	148.33	147.57	145.39
R2	146.39	146.39	145.22
R1	145.63	145.63	145.04	146.01
PP	144.45	144.45	144.45	144.65
S1	143.69	143.69	144.68	144.07
S2	142.51	142.51	144.50
S3	140.57	141.75	144.33
S4	138.63	139.81	143.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145.22	143.28	1.94	1.3%	0.65	0.4%	81%	True	False	6,744
10	145.22	142.73	2.49	1.7%	0.63	0.4%	86%	True	False	4,207
20	145.22	140.95	4.27	2.9%	0.63	0.4%	92%	True	False	3,779
40	145.22	139.73	5.49	3.8%	0.62	0.4%	93%	True	False	3,567

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	0.16
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	147.52
2.618	146.63
1.618	146.09
1.000	145.76
0.618	145.55
HIGH	145.22
0.618	145.01
0.500	144.95
0.382	144.89
LOW	144.68
0.618	144.35
1.000	144.14
1.618	143.81
2.618	143.27
4.250	142.39

Fisher Pivots for day following 09-Nov-2012
Pivot	1 day	3 day
R1	144.95	144.68
PP	144.92	144.51
S1	144.89	144.33

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

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