Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 26-Jun-2012

Day Change Summary
	Previous	Current
	25-Jun-2012	26-Jun-2012	Change	Change %	Previous Week
Open	140.99	142.00	1.01	0.7%	141.59
High	142.26	142.11	-0.15	-0.1%	143.09
Low	140.95	141.24	0.29	0.2%	140.17
Close	142.15	141.70	-0.45	-0.3%	140.88
Range	1.31	0.87	-0.44	-33.6%	2.92
ATR	1.16	1.14	-0.02	-1.6%	0.00
Volume	652,177	824,998	172,821	26.5%	4,353,702

Daily Pivots for day following 26-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.29	143.87	142.18
R3	143.42	143.00	141.94
R2	142.55	142.55	141.86
R1	142.13	142.13	141.78	141.91
PP	141.68	141.68	141.68	141.57
S1	141.26	141.26	141.62	141.04
S2	140.81	140.81	141.54
S3	139.94	140.39	141.46
S4	139.07	139.52	141.22

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	142.26	140.17	2.09	1.5%	1.18	0.8%	73%	False	False	820,998
10	143.09	140.17	2.92	2.1%	1.23	0.9%	52%	False	False	863,618
20	145.97	140.17	5.80	4.1%	1.24	0.9%	26%	False	False	792,599
40	145.97	139.40	6.57	4.6%	0.95	0.7%	35%	False	False	402,307
60	145.97	136.34	9.63	6.8%	0.84	0.6%	56%	False	False	268,647
80	145.97	133.95	12.02	8.5%	0.74	0.5%	64%	False	False	201,513
100	145.97	133.95	12.02	8.5%	0.59	0.4%	64%	False	False	161,225

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	145.81
2.618	144.39
1.618	143.52
1.000	142.98
0.618	142.65
HIGH	142.11
0.618	141.78
0.500	141.68
0.382	141.57
LOW	141.24
0.618	140.70
1.000	140.37
1.618	139.83
2.618	138.96
4.250	137.54

Fisher Pivots for day following 26-Jun-2012
Pivot	1 day	3 day
R1	141.69	141.60
PP	141.68	141.49
S1	141.68	141.39

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

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