Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 31-Jul-2012

Day Change Summary
	Previous	Current
	30-Jul-2012	31-Jul-2012	Change	Change %	Previous Week
Open	143.08	143.33	0.25	0.2%	146.10
High	143.66	144.62	0.96	0.7%	146.26
Low	142.99	143.29	0.30	0.2%	142.64
Close	143.39	144.57	1.18	0.8%	143.21
Range	0.67	1.33	0.66	98.5%	3.62
ATR	0.96	0.98	0.03	2.8%	0.00
Volume	580,445	726,662	146,217	25.2%	3,780,601

Daily Pivots for day following 31-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.15	147.69	145.30
R3	146.82	146.36	144.94
R2	145.49	145.49	144.81
R1	145.03	145.03	144.69	145.26
PP	144.16	144.16	144.16	144.28
S1	143.70	143.70	144.45	143.93
S2	142.83	142.83	144.33
S3	141.50	142.37	144.20
S4	140.17	141.04	143.84

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	145.20	142.64	2.56	1.8%	1.23	0.9%	75%	False	False	730,046
10	146.26	142.64	3.62	2.5%	0.99	0.7%	53%	False	False	647,087
20	146.26	141.25	5.01	3.5%	0.82	0.6%	66%	False	False	595,487
40	146.26	139.72	6.54	4.5%	1.03	0.7%	74%	False	False	732,634
60	146.26	139.72	6.54	4.5%	0.93	0.6%	74%	False	False	512,371
80	146.26	137.00	9.26	6.4%	0.85	0.6%	82%	False	False	384,797
100	146.26	133.95	12.31	8.5%	0.79	0.5%	86%	False	False	307,890
120	146.26	133.95	12.31	8.5%	0.66	0.5%	86%	False	False	256,585

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	False
Stretch	0.17
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	150.27
2.618	148.10
1.618	146.77
1.000	145.95
0.618	145.44
HIGH	144.62
0.618	144.11
0.500	143.96
0.382	143.80
LOW	143.29
0.618	142.47
1.000	141.96
1.618	141.14
2.618	139.81
4.250	137.64

Fisher Pivots for day following 31-Jul-2012
Pivot	1 day	3 day
R1	144.37	144.26
PP	144.16	143.94
S1	143.96	143.63

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

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