Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 27-Jul-2012

Day Change Summary
	Previous	Current
	26-Jul-2012	27-Jul-2012	Change	Change %	Previous Week
Open	144.66	143.86	-0.80	-0.6%	146.10
High	145.11	144.29	-0.82	-0.6%	146.26
Low	143.77	142.64	-1.13	-0.8%	142.64
Close	144.01	143.21	-0.80	-0.6%	143.21
Range	1.34	1.65	0.31	23.1%	3.62
ATR	0.93	0.98	0.05	5.6%	0.00
Volume	797,885	776,456	-21,429	-2.7%	3,780,601

Daily Pivots for day following 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.33	147.42	144.12
R3	146.68	145.77	143.66
R2	145.03	145.03	143.51
R1	144.12	144.12	143.36	143.75
PP	143.38	143.38	143.38	143.20
S1	142.47	142.47	143.06	142.10
S2	141.73	141.73	142.91
S3	140.08	140.82	142.76
S4	138.43	139.17	142.30

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	154.90	152.67	145.20
R3	151.28	149.05	144.21
R2	147.66	147.66	143.87
R1	145.43	145.43	143.54	144.74
PP	144.04	144.04	144.04	143.69
S1	141.81	141.81	142.88	141.12
S2	140.42	140.42	142.55
S3	136.80	138.19	142.21
S4	133.18	134.57	141.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146.26	142.64	3.62	2.5%	1.18	0.8%	16%	False	True	756,120
10	146.26	142.64	3.62	2.5%	0.91	0.6%	16%	False	True	612,447
20	146.26	139.72	6.54	4.6%	0.85	0.6%	53%	False	False	606,093
40	146.26	139.72	6.54	4.6%	1.02	0.7%	53%	False	False	719,818
60	146.26	139.72	6.54	4.6%	0.92	0.6%	53%	False	False	490,663
80	146.26	136.34	9.92	6.9%	0.84	0.6%	69%	False	False	368,488
100	146.26	133.95	12.31	8.6%	0.77	0.5%	75%	False	False	294,819
120	146.26	133.95	12.31	8.6%	0.65	0.5%	75%	False	False	245,693

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	0.20
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	151.30
2.618	148.61
1.618	146.96
1.000	145.94
0.618	145.31
HIGH	144.29
0.618	143.66
0.500	143.47
0.382	143.27
LOW	142.64
0.618	141.62
1.000	140.99
1.618	139.97
2.618	138.32
4.250	135.63

Fisher Pivots for day following 27-Jul-2012
Pivot	1 day	3 day
R1	143.47	143.92
PP	143.38	143.68
S1	143.30	143.45

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

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