Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 28-Jun-2012

Day Change Summary
	Previous	Current
	27-Jun-2012	28-Jun-2012	Change	Change %	Previous Week
Open	141.57	141.28	-0.29	-0.2%	141.59
High	141.72	142.01	0.29	0.2%	143.09
Low	140.98	141.11	0.13	0.1%	140.17
Close	141.11	141.71	0.60	0.4%	140.88
Range	0.74	0.90	0.16	21.6%	2.92
ATR	1.12	1.10	-0.02	-1.4%	0.00
Volume	549,904	689,138	139,234	25.3%	4,353,702

Daily Pivots for day following 28-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.31	143.91	142.21
R3	143.41	143.01	141.96
R2	142.51	142.51	141.88
R1	142.11	142.11	141.79	142.31
PP	141.61	141.61	141.61	141.71
S1	141.21	141.21	141.63	141.41
S2	140.71	140.71	141.55
S3	139.81	140.31	141.46
S4	138.91	139.41	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	140.52	1.74	1.2%	1.01	0.7%	68%	False	False	690,068
10	143.09	140.17	2.92	2.1%	1.22	0.9%	53%	False	False	779,014
20	145.97	140.17	5.80	4.1%	1.20	0.8%	27%	False	False	833,543
40	145.97	140.16	5.81	4.1%	0.95	0.7%	27%	False	False	432,947
60	145.97	136.34	9.63	6.8%	0.84	0.6%	56%	False	False	289,286
80	145.97	133.95	12.02	8.5%	0.76	0.5%	65%	False	False	217,001
100	145.97	133.95	12.02	8.5%	0.61	0.4%	65%	False	False	173,613

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	0.19
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	145.84
2.618	144.37
1.618	143.47
1.000	142.91
0.618	142.57
HIGH	142.01
0.618	141.67
0.500	141.56
0.382	141.45
LOW	141.11
0.618	140.55
1.000	140.21
1.618	139.65
2.618	138.75
4.250	137.29

Fisher Pivots for day following 28-Jun-2012
Pivot	1 day	3 day
R1	141.66	141.66
PP	141.61	141.60
S1	141.56	141.55

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

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