Euro Bund Future September 2012

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

Day Change Summary
	Previous	Current
	18-Jun-2012	19-Jun-2012	Change	Change %	Previous Week
Open	141.59	142.64	1.05	0.7%	142.67
High	143.09	142.95	-0.14	-0.1%	144.08
Low	141.14	141.19	0.05	0.0%	141.44
Close	142.64	141.36	-1.28	-0.9%	142.29
Range	1.95	1.76	-0.19	-9.7%	2.64
ATR	1.07	1.12	0.05	4.6%	0.00
Volume	833,301	892,586	59,285	7.1%	4,831,697

Daily Pivots for day following 19-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.11	146.00	142.33
R3	145.35	144.24	141.84
R2	143.59	143.59	141.68
R1	142.48	142.48	141.52	142.16
PP	141.83	141.83	141.83	141.67
S1	140.72	140.72	141.20	140.40
S2	140.07	140.07	141.04
S3	138.31	138.96	140.88
S4	136.55	137.20	140.39

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.52	149.05	143.74
R3	147.88	146.41	143.02
R2	145.24	145.24	142.77
R1	143.77	143.77	142.53	143.19
PP	142.60	142.60	142.60	142.31
S1	141.13	141.13	142.05	140.55
S2	139.96	139.96	141.81
S3	137.32	138.49	141.56
S4	134.68	135.85	140.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.09	141.14	1.95	1.4%	1.29	0.9%	11%	False	False	906,238
10	144.78	141.14	3.64	2.6%	1.39	1.0%	6%	False	False	992,164
20	145.97	141.14	4.83	3.4%	1.12	0.8%	5%	False	False	595,157
40	145.97	138.84	7.13	5.0%	0.87	0.6%	35%	False	False	300,126
60	145.97	135.28	10.69	7.6%	0.79	0.6%	57%	False	False	200,237
80	145.97	133.95	12.02	8.5%	0.66	0.5%	62%	False	False	150,205
100	145.97	133.95	12.02	8.5%	0.53	0.4%	62%	False	False	120,178

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	150.43
2.618	147.56
1.618	145.80
1.000	144.71
0.618	144.04
HIGH	142.95
0.618	142.28
0.500	142.07
0.382	141.86
LOW	141.19
0.618	140.10
1.000	139.43
1.618	138.34
2.618	136.58
4.250	133.71

Fisher Pivots for day following 19-Jun-2012
Pivot	1 day	3 day
R1	142.07	142.12
PP	141.83	141.86
S1	141.60	141.61

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

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