Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 25-Jun-2012

Day Change Summary
	Previous	Current
	22-Jun-2012	25-Jun-2012	Change	Change %	Previous Week
Open	141.40	140.99	-0.41	-0.3%	141.59
High	141.73	142.26	0.53	0.4%	143.09
Low	140.52	140.95	0.43	0.3%	140.17
Close	140.88	142.15	1.27	0.9%	140.88
Range	1.21	1.31	0.10	8.3%	2.92
ATR	1.15	1.16	0.02	1.5%	0.00
Volume	734,124	652,177	-81,947	-11.2%	4,353,702

Daily Pivots for day following 25-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.72	145.24	142.87
R3	144.41	143.93	142.51
R2	143.10	143.10	142.39
R1	142.62	142.62	142.27	142.86
PP	141.79	141.79	141.79	141.91
S1	141.31	141.31	142.03	141.55
S2	140.48	140.48	141.91
S3	139.17	140.00	141.79
S4	137.86	138.69	141.43

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.14	148.43	142.49
R3	147.22	145.51	141.68
R2	144.30	144.30	141.42
R1	142.59	142.59	141.15	141.99
PP	141.38	141.38	141.38	141.08
S1	139.67	139.67	140.61	139.07
S2	138.46	138.46	140.34
S3	135.54	136.75	140.08
S4	132.62	133.83	139.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142.95	140.17	2.78	2.0%	1.36	1.0%	71%	False	False	834,515
10	143.97	140.17	3.80	2.7%	1.37	1.0%	52%	False	False	899,169
20	145.97	140.17	5.80	4.1%	1.23	0.9%	34%	False	False	755,588
40	145.97	139.30	6.67	4.7%	0.94	0.7%	43%	False	False	381,808
60	145.97	136.34	9.63	6.8%	0.84	0.6%	60%	False	False	254,897
80	145.97	133.95	12.02	8.5%	0.73	0.5%	68%	False	False	191,202
100	145.97	133.95	12.02	8.5%	0.58	0.4%	68%	False	False	152,976

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.21
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	147.83
2.618	145.69
1.618	144.38
1.000	143.57
0.618	143.07
HIGH	142.26
0.618	141.76
0.500	141.61
0.382	141.45
LOW	140.95
0.618	140.14
1.000	139.64
1.618	138.83
2.618	137.52
4.250	135.38

Fisher Pivots for day following 25-Jun-2012
Pivot	1 day	3 day
R1	141.97	141.87
PP	141.79	141.59
S1	141.61	141.31

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

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