Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 17-Jul-2012

Day Change Summary
	Previous	Current
	16-Jul-2012	17-Jul-2012	Change	Change %	Previous Week
Open	144.88	144.83	-0.05	0.0%	143.94
High	145.30	145.27	-0.03	0.0%	145.16
Low	144.67	144.62	-0.05	0.0%	143.66
Close	145.04	145.12	0.08	0.1%	144.72
Range	0.63	0.65	0.02	3.2%	1.50
ATR	0.94	0.92	-0.02	-2.2%	0.00
Volume	417,074	543,633	126,559	30.3%	2,625,005

Daily Pivots for day following 17-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.95	146.69	145.48
R3	146.30	146.04	145.30
R2	145.65	145.65	145.24
R1	145.39	145.39	145.18	145.52
PP	145.00	145.00	145.00	145.07
S1	144.74	144.74	145.06	144.87
S2	144.35	144.35	145.00
S3	143.70	144.09	144.94
S4	143.05	143.44	144.76

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	149.01	148.37	145.55
R3	147.51	146.87	145.13
R2	146.01	146.01	145.00
R1	145.37	145.37	144.86	145.69
PP	144.51	144.51	144.51	144.68
S1	143.87	143.87	144.58	144.19
S2	143.01	143.01	144.45
S3	141.51	142.37	144.31
S4	140.01	140.87	143.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145.30	143.95	1.35	0.9%	0.62	0.4%	87%	False	False	509,259
10	145.30	141.25	4.05	2.8%	0.66	0.5%	96%	False	False	543,887
20	145.30	139.72	5.58	3.8%	0.92	0.6%	97%	False	False	659,736
40	145.97	139.72	6.25	4.3%	0.98	0.7%	86%	False	False	605,263
60	145.97	138.84	7.13	4.9%	0.87	0.6%	88%	False	False	405,123
80	145.97	135.28	10.69	7.4%	0.80	0.6%	92%	False	False	303,955
100	145.97	133.95	12.02	8.3%	0.70	0.5%	93%	False	False	243,186
120	145.97	133.95	12.02	8.3%	0.58	0.4%	93%	False	False	202,666

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	148.03
2.618	146.97
1.618	146.32
1.000	145.92
0.618	145.67
HIGH	145.27
0.618	145.02
0.500	144.95
0.382	144.87
LOW	144.62
0.618	144.22
1.000	143.97
1.618	143.57
2.618	142.92
4.250	141.86

Fisher Pivots for day following 17-Jul-2012
Pivot	1 day	3 day
R1	145.06	145.05
PP	145.00	144.98
S1	144.95	144.91

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

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