Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 12-Jul-2011

Day Change Summary
	Previous	Current
	11-Jul-2011	12-Jul-2011	Change	Change %	Previous Week
Open	126.08	127.83	1.75	1.4%	124.40
High	128.01	129.52	1.51	1.2%	126.18
Low	126.08	127.37	1.29	1.0%	124.20
Close	127.85	127.59	-0.26	-0.2%	126.14
Range	1.93	2.15	0.22	11.4%	1.98
ATR	0.70	0.80	0.10	14.8%	0.00
Volume	94	179	85	90.4%	694

Daily Pivots for day following 12-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.61	133.25	128.77
R3	132.46	131.10	128.18
R2	130.31	130.31	127.98
R1	128.95	128.95	127.79	128.56
PP	128.16	128.16	128.16	127.96
S1	126.80	126.80	127.39	126.41
S2	126.01	126.01	127.20
S3	123.86	124.65	127.00
S4	121.71	122.50	126.41

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.45	130.77	127.23
R3	129.47	128.79	126.68
R2	127.49	127.49	126.50
R1	126.81	126.81	126.32	127.15
PP	125.51	125.51	125.51	125.68
S1	124.83	124.83	125.96	125.17
S2	123.53	123.53	125.78
S3	121.55	122.85	125.60
S4	119.57	120.87	125.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.52	124.48	5.04	4.0%	1.28	1.0%	62%	True	False	178
10	129.52	123.96	5.56	4.4%	0.85	0.7%	65%	True	False	161
20	129.52	123.96	5.56	4.4%	0.70	0.5%	65%	True	False	123
40	129.52	122.93	6.59	5.2%	0.39	0.3%	71%	True	False	140
60	129.52	120.84	8.68	6.8%	0.26	0.2%	78%	True	False	224

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Widest range in 73 trading days

Fibonacci Retracements and Extensions
4.250	138.66
2.618	135.15
1.618	133.00
1.000	131.67
0.618	130.85
HIGH	129.52
0.618	128.70
0.500	128.45
0.382	128.19
LOW	127.37
0.618	126.04
1.000	125.22
1.618	123.89
2.618	121.74
4.250	118.23

Fisher Pivots for day following 12-Jul-2011
Pivot	1 day	3 day
R1	128.45	127.50
PP	128.16	127.42
S1	127.88	127.33

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

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