Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 13-Apr-2012

Day Change Summary
	Previous	Current
	12-Apr-2012	13-Apr-2012	Change	Change %	Previous Week
Open	138.36	138.54	0.18	0.1%	138.00
High	138.59	138.98	0.39	0.3%	139.02
Low	138.28	138.54	0.26	0.2%	138.00
Close	138.28	138.98	0.70	0.5%	138.98
Range	0.31	0.44	0.13	41.9%	1.02
ATR	0.67	0.67	0.00	0.3%	0.00
Volume	38	141	103	271.1%	448

Daily Pivots for day following 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.15	140.01	139.22
R3	139.71	139.57	139.10
R2	139.27	139.27	139.06
R1	139.13	139.13	139.02	139.20
PP	138.83	138.83	138.83	138.87
S1	138.69	138.69	138.94	138.76
S2	138.39	138.39	138.90
S3	137.95	138.25	138.86
S4	137.51	137.81	138.74

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.73	141.37	139.54
R3	140.71	140.35	139.26
R2	139.69	139.69	139.17
R1	139.33	139.33	139.07	139.51
PP	138.67	138.67	138.67	138.76
S1	138.31	138.31	138.89	138.49
S2	137.65	137.65	138.79
S3	136.63	137.29	138.70
S4	135.61	136.27	138.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.02	137.00	2.02	1.5%	0.64	0.5%	98%	False	False	183
10	139.02	136.34	2.68	1.9%	0.69	0.5%	99%	False	False	397
20	139.02	133.95	5.07	3.6%	0.61	0.4%	99%	False	False	288
40	139.02	133.95	5.07	3.6%	0.37	0.3%	99%	False	False	175

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140.85
2.618	140.13
1.618	139.69
1.000	139.42
0.618	139.25
HIGH	138.98
0.618	138.81
0.500	138.76
0.382	138.71
LOW	138.54
0.618	138.27
1.000	138.10
1.618	137.83
2.618	137.39
4.250	136.67

Fisher Pivots for day following 13-Apr-2012
Pivot	1 day	3 day
R1	138.91	138.86
PP	138.83	138.75
S1	138.76	138.63

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

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