Euro Bund Future June 2012

Trading Metrics calculated at close of trading on 19-Apr-2012

Day Change Summary
	Previous	Current
	18-Apr-2012	19-Apr-2012	Change	Change %	Previous Week
Open	139.98	140.31	0.33	0.2%	139.90
High	140.49	140.78	0.29	0.2%	140.44
Low	139.82	140.06	0.24	0.2%	139.45
Close	140.36	140.68	0.32	0.2%	140.36
Range	0.67	0.72	0.05	7.5%	0.99
ATR	0.78	0.78	0.00	-0.6%	0.00
Volume	745,521	817,074	71,553	9.6%	3,034,657

Daily Pivots for day following 19-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.67	142.39	141.08
R3	141.95	141.67	140.88
R2	141.23	141.23	140.81
R1	140.95	140.95	140.75	141.09
PP	140.51	140.51	140.51	140.58
S1	140.23	140.23	140.61	140.37
S2	139.79	139.79	140.55
S3	139.07	139.51	140.48
S4	138.35	138.79	140.28

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.05	142.70	140.90
R3	142.06	141.71	140.63
R2	141.07	141.07	140.54
R1	140.72	140.72	140.45	140.90
PP	140.08	140.08	140.08	140.17
S1	139.73	139.73	140.27	139.91
S2	139.09	139.09	140.18
S3	138.10	138.74	140.09
S4	137.11	137.75	139.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140.78	139.79	0.99	0.7%	0.62	0.4%	90%	True	False	701,041
10	140.78	137.80	2.98	2.1%	0.73	0.5%	97%	True	False	745,894
20	140.78	135.30	5.48	3.9%	0.81	0.6%	98%	True	False	734,426
40	140.78	135.27	5.51	3.9%	0.78	0.6%	98%	True	False	594,454
60	140.78	135.22	5.56	4.0%	0.78	0.6%	98%	True	False	397,295
80	140.78	135.22	5.56	4.0%	0.75	0.5%	98%	True	False	298,065
100	140.78	133.03	7.75	5.5%	0.72	0.5%	99%	True	False	238,461

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	143.84
2.618	142.66
1.618	141.94
1.000	141.50
0.618	141.22
HIGH	140.78
0.618	140.50
0.500	140.42
0.382	140.34
LOW	140.06
0.618	139.62
1.000	139.34
1.618	138.90
2.618	138.18
4.250	137.00

Fisher Pivots for day following 19-Apr-2012
Pivot	1 day	3 day
R1	140.59	140.55
PP	140.51	140.43
S1	140.42	140.30

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

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