Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 30-Jul-2012

Day Change Summary
	Previous	Current
	27-Jul-2012	30-Jul-2012	Change	Change %	Previous Week
Open	143.86	143.08	-0.78	-0.5%	146.10
High	144.29	143.66	-0.63	-0.4%	146.26
Low	142.64	142.99	0.35	0.2%	142.64
Close	143.21	143.39	0.18	0.1%	143.21
Range	1.65	0.67	-0.98	-59.4%	3.62
ATR	0.98	0.96	-0.02	-2.3%	0.00
Volume	776,456	580,445	-196,011	-25.2%	3,780,601

Daily Pivots for day following 30-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.36	145.04	143.76
R3	144.69	144.37	143.57
R2	144.02	144.02	143.51
R1	143.70	143.70	143.45	143.86
PP	143.35	143.35	143.35	143.43
S1	143.03	143.03	143.33	143.19
S2	142.68	142.68	143.27
S3	142.01	142.36	143.21
S4	141.34	141.69	143.02

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	145.49	142.64	2.85	2.0%	1.16	0.8%	26%	False	False	758,971
10	146.26	142.64	3.62	2.5%	0.92	0.6%	21%	False	False	628,784
20	146.26	140.68	5.58	3.9%	0.81	0.6%	49%	False	False	592,283
40	146.26	139.72	6.54	4.6%	1.01	0.7%	56%	False	False	724,590
60	146.26	139.72	6.54	4.6%	0.92	0.6%	56%	False	False	500,268
80	146.26	136.40	9.86	6.9%	0.84	0.6%	71%	False	False	375,727
100	146.26	133.95	12.31	8.6%	0.78	0.5%	77%	False	False	300,624
120	146.26	133.95	12.31	8.6%	0.65	0.5%	77%	False	False	250,529

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	146.51
2.618	145.41
1.618	144.74
1.000	144.33
0.618	144.07
HIGH	143.66
0.618	143.40
0.500	143.33
0.382	143.25
LOW	142.99
0.618	142.58
1.000	142.32
1.618	141.91
2.618	141.24
4.250	140.14

Fisher Pivots for day following 30-Jul-2012
Pivot	1 day	3 day
R1	143.37	143.88
PP	143.35	143.71
S1	143.33	143.55

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

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