Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 20-Apr-2012

Day Change Summary
	Previous	Current
	19-Apr-2012	20-Apr-2012	Change	Change %	Previous Week
Open	138.95	139.23	0.28	0.2%	138.98
High	139.40	139.50	0.10	0.1%	139.50
Low	138.79	138.90	0.11	0.1%	138.48
Close	139.27	139.05	-0.22	-0.2%	139.05
Range	0.61	0.60	-0.01	-1.6%	1.02
ATR	0.63	0.63	0.00	-0.4%	0.00
Volume	595	1,362	767	128.9%	4,642

Daily Pivots for day following 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.95	140.60	139.38
R3	140.35	140.00	139.22
R2	139.75	139.75	139.16
R1	139.40	139.40	139.11	139.28
PP	139.15	139.15	139.15	139.09
S1	138.80	138.80	139.00	138.68
S2	138.55	138.55	138.94
S3	137.95	138.20	138.89
S4	137.35	137.60	138.72

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.07	141.58	139.61
R3	141.05	140.56	139.33
R2	140.03	140.03	139.24
R1	139.54	139.54	139.14	139.79
PP	139.01	139.01	139.01	139.13
S1	138.52	138.52	138.96	138.77
S2	137.99	137.99	138.86
S3	136.97	137.50	138.77
S4	135.95	136.48	138.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.50	138.48	1.02	0.7%	0.51	0.4%	56%	True	False	928
10	139.50	137.00	2.50	1.8%	0.58	0.4%	82%	True	False	555
20	139.50	135.28	4.22	3.0%	0.59	0.4%	89%	True	False	450
40	139.50	133.95	5.55	4.0%	0.44	0.3%	92%	True	False	280
60	139.50	133.95	5.55	4.0%	0.29	0.2%	92%	True	False	209

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	False
Bull Hook	False
Stretch	0.11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142.05
2.618	141.07
1.618	140.47
1.000	140.10
0.618	139.87
HIGH	139.50
0.618	139.27
0.500	139.20
0.382	139.13
LOW	138.90
0.618	138.53
1.000	138.30
1.618	137.93
2.618	137.33
4.250	136.35

Fisher Pivots for day following 20-Apr-2012
Pivot	1 day	3 day
R1	139.20	139.04
PP	139.15	139.03
S1	139.10	139.02

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

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