When issuing the command: pip install junit-xml, it actually downloads the macosx-10.8-intel.tar.gz package which containts no setup.py, hence failing the installation.

Note that if you point pip to the good url like so:
pip install https://pypi.python.org/packages/source/j/junit-xml/junit-xml-1.1.tar.gz#md5=86158819d747db99d1d2d6a73ab90845
the package is correctly installed.

This "issue" needs to be fixed as it is kinda annoying ;)