Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 10-Jul-2012

Day Change Summary
	Previous	Current
	09-Jul-2012	10-Jul-2012	Change	Change %	Previous Week
Open	143.94	144.13	0.19	0.1%	140.90
High	144.28	144.24	-0.04	0.0%	144.02
Low	143.85	143.66	-0.19	-0.1%	140.68
Close	143.99	144.11	0.12	0.1%	143.94
Range	0.43	0.58	0.15	34.9%	3.34
ATR	1.09	1.06	-0.04	-3.4%	0.00
Volume	459,935	579,479	119,544	26.0%	2,515,745

Daily Pivots for day following 10-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.74	145.51	144.43
R3	145.16	144.93	144.27
R2	144.58	144.58	144.22
R1	144.35	144.35	144.16	144.18
PP	144.00	144.00	144.00	143.92
S1	143.77	143.77	144.06	143.60
S2	143.42	143.42	144.00
S3	142.84	143.19	143.95
S4	142.26	142.61	143.79

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	152.90	151.76	145.78
R3	149.56	148.42	144.86
R2	146.22	146.22	144.55
R1	145.08	145.08	144.25	145.65
PP	142.88	142.88	142.88	143.17
S1	141.74	141.74	143.63	142.31
S2	139.54	139.54	143.33
S3	136.20	138.40	143.02
S4	132.86	135.06	142.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144.28	141.25	3.03	2.1%	0.70	0.5%	94%	False	False	578,514
10	144.28	139.72	4.56	3.2%	0.84	0.6%	96%	False	False	647,585
20	144.28	139.72	4.56	3.2%	1.11	0.8%	96%	False	False	773,377
40	145.97	139.72	6.25	4.3%	0.99	0.7%	70%	False	False	542,504
60	145.97	138.48	7.49	5.2%	0.86	0.6%	75%	False	False	362,762
80	145.97	133.95	12.02	8.3%	0.80	0.6%	85%	False	False	272,144
100	145.97	133.95	12.02	8.3%	0.67	0.5%	85%	False	False	217,727

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	146.71
2.618	145.76
1.618	145.18
1.000	144.82
0.618	144.60
HIGH	144.24
0.618	144.02
0.500	143.95
0.382	143.88
LOW	143.66
0.618	143.30
1.000	143.08
1.618	142.72
2.618	142.14
4.250	141.20

Fisher Pivots for day following 10-Jul-2012
Pivot	1 day	3 day
R1	144.06	143.98
PP	144.00	143.85
S1	143.95	143.72

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

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