Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 16-Aug-2012

Day Change Summary
	Previous	Current
	15-Aug-2012	16-Aug-2012	Change	Change %	Previous Week
Open	142.38	141.05	-1.33	-0.9%	142.95
High	142.45	141.89	-0.56	-0.4%	143.66
Low	141.33	140.78	-0.55	-0.4%	142.17
Close	141.41	141.78	0.37	0.3%	143.40
Range	1.12	1.11	-0.01	-0.9%	1.49
ATR	1.09	1.09	0.00	0.2%	0.00
Volume	593,389	627,736	34,347	5.8%	2,686,169

Daily Pivots for day following 16-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.81	144.41	142.39
R3	143.70	143.30	142.09
R2	142.59	142.59	141.98
R1	142.19	142.19	141.88	142.39
PP	141.48	141.48	141.48	141.59
S1	141.08	141.08	141.68	141.28
S2	140.37	140.37	141.58
S3	139.26	139.97	141.47
S4	138.15	138.86	141.17

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.55	146.96	144.22
R3	146.06	145.47	143.81
R2	144.57	144.57	143.67
R1	143.98	143.98	143.54	144.28
PP	143.08	143.08	143.08	143.22
S1	142.49	142.49	143.26	142.79
S2	141.59	141.59	143.13
S3	140.10	141.00	142.99
S4	138.61	139.51	142.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.66	140.78	2.88	2.0%	0.94	0.7%	35%	False	True	523,458
10	144.96	140.78	4.18	2.9%	1.07	0.8%	24%	False	True	566,180
20	146.26	140.78	5.48	3.9%	1.14	0.8%	18%	False	True	639,661
40	146.26	139.72	6.54	4.6%	0.98	0.7%	31%	False	False	626,080
60	146.26	139.72	6.54	4.6%	1.03	0.7%	31%	False	False	632,188
80	146.26	138.84	7.42	5.2%	0.93	0.7%	40%	False	False	475,552
100	146.26	135.28	10.98	7.7%	0.88	0.6%	59%	False	False	380,532
120	146.26	133.95	12.31	8.7%	0.78	0.5%	64%	False	False	317,130

Crabel Price Patterns
NR	True
NR4	False
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	True
Bull Hook	False
Stretch	0.16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	146.61
2.618	144.80
1.618	143.69
1.000	143.00
0.618	142.58
HIGH	141.89
0.618	141.47
0.500	141.34
0.382	141.20
LOW	140.78
0.618	140.09
1.000	139.67
1.618	138.98
2.618	137.87
4.250	136.06

Fisher Pivots for day following 16-Aug-2012
Pivot	1 day	3 day
R1	141.63	141.93
PP	141.48	141.88
S1	141.34	141.83

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

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