Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 23-Jul-2012

Day Change Summary
	Previous	Current
	20-Jul-2012	23-Jul-2012	Change	Change %	Previous Week
Open	145.09	146.10	1.01	0.7%	144.88
High	145.88	146.26	0.38	0.3%	145.88
Low	145.09	145.52	0.43	0.3%	144.62
Close	145.77	145.55	-0.22	-0.2%	145.77
Range	0.79	0.74	-0.05	-6.3%	1.26
ATR	0.87	0.86	-0.01	-1.1%	0.00
Volume	439,294	566,187	126,893	28.9%	2,343,873

Daily Pivots for day following 23-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.00	147.51	145.96
R3	147.26	146.77	145.75
R2	146.52	146.52	145.69
R1	146.03	146.03	145.62	145.91
PP	145.78	145.78	145.78	145.71
S1	145.29	145.29	145.48	145.17
S2	145.04	145.04	145.41
S3	144.30	144.55	145.35
S4	143.56	143.81	145.14

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	149.20	148.75	146.46
R3	147.94	147.49	146.12
R2	146.68	146.68	146.00
R1	146.23	146.23	145.89	146.46
PP	145.42	145.42	145.42	145.54
S1	144.97	144.97	145.65	145.20
S2	144.16	144.16	145.54
S3	142.90	143.71	145.42
S4	141.64	142.45	145.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146.26	144.62	1.64	1.1%	0.67	0.5%	57%	True	False	498,597
10	146.26	143.66	2.60	1.8%	0.64	0.4%	73%	True	False	507,513
20	146.26	139.72	6.54	4.5%	0.78	0.5%	89%	True	False	581,184
40	146.26	139.72	6.54	4.5%	0.98	0.7%	89%	True	False	652,587
60	146.26	139.30	6.96	4.8%	0.88	0.6%	90%	True	False	437,523
80	146.26	135.94	10.32	7.1%	0.81	0.6%	93%	True	False	328,318
100	146.26	133.95	12.31	8.5%	0.72	0.5%	94%	True	False	262,678
120	146.26	133.95	12.31	8.5%	0.60	0.4%	94%	True	False	218,909

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	149.41
2.618	148.20
1.618	147.46
1.000	147.00
0.618	146.72
HIGH	146.26
0.618	145.98
0.500	145.89
0.382	145.80
LOW	145.52
0.618	145.06
1.000	144.78
1.618	144.32
2.618	143.58
4.250	142.38

Fisher Pivots for day following 23-Jul-2012
Pivot	1 day	3 day
R1	145.89	145.55
PP	145.78	145.55
S1	145.66	145.55

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

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