Euro Bund Future September 2012

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

Day Change Summary
	Previous	Current
	25-Jul-2012	26-Jul-2012	Change	Change %	Previous Week
Open	145.11	144.66	-0.45	-0.3%	144.88
High	145.20	145.11	-0.09	-0.1%	145.88
Low	144.02	143.77	-0.25	-0.2%	144.62
Close	144.69	144.01	-0.68	-0.5%	145.77
Range	1.18	1.34	0.16	13.6%	1.26
ATR	0.90	0.93	0.03	3.5%	0.00
Volume	768,784	797,885	29,101	3.8%	2,343,873

Daily Pivots for day following 26-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.32	147.50	144.75
R3	146.98	146.16	144.38
R2	145.64	145.64	144.26
R1	144.82	144.82	144.13	144.56
PP	144.30	144.30	144.30	144.17
S1	143.48	143.48	143.89	143.22
S2	142.96	142.96	143.76
S3	141.62	142.14	143.64
S4	140.28	140.80	143.27

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	143.77	2.49	1.7%	1.01	0.7%	10%	False	True	688,687
10	146.26	143.77	2.49	1.7%	0.81	0.6%	10%	False	True	582,208
20	146.26	139.72	6.54	4.5%	0.81	0.6%	66%	False	False	601,728
40	146.26	139.72	6.54	4.5%	1.01	0.7%	66%	False	False	706,434
60	146.26	139.72	6.54	4.5%	0.90	0.6%	66%	False	False	477,848
80	146.26	136.34	9.92	6.9%	0.84	0.6%	77%	False	False	358,789
100	146.26	133.95	12.31	8.5%	0.76	0.5%	82%	False	False	287,055
120	146.26	133.95	12.31	8.5%	0.63	0.4%	82%	False	False	239,224

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	150.81
2.618	148.62
1.618	147.28
1.000	146.45
0.618	145.94
HIGH	145.11
0.618	144.60
0.500	144.44
0.382	144.28
LOW	143.77
0.618	142.94
1.000	142.43
1.618	141.60
2.618	140.26
4.250	138.08

Fisher Pivots for day following 26-Jul-2012
Pivot	1 day	3 day
R1	144.44	144.63
PP	144.30	144.42
S1	144.15	144.22

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

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