Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 03-Aug-2012

Day Change Summary
	Previous	Current
	02-Aug-2012	03-Aug-2012	Change	Change %	Previous Week
Open	143.45	144.85	1.40	1.0%	143.08
High	145.17	144.96	-0.21	-0.1%	145.17
Low	143.02	142.68	-0.34	-0.2%	142.68
Close	144.88	142.95	-1.93	-1.3%	142.95
Range	2.15	2.28	0.13	6.0%	2.49
ATR	1.09	1.18	0.08	7.8%	0.00
Volume	919,761	803,246	-116,515	-12.7%	3,714,773

Daily Pivots for day following 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.37	148.94	144.20
R3	148.09	146.66	143.58
R2	145.81	145.81	143.37
R1	144.38	144.38	143.16	143.96
PP	143.53	143.53	143.53	143.32
S1	142.10	142.10	142.74	141.68
S2	141.25	141.25	142.53
S3	138.97	139.82	142.32
S4	136.69	137.54	141.70

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	151.07	149.50	144.32
R3	148.58	147.01	143.63
R2	146.09	146.09	143.41
R1	144.52	144.52	143.18	144.06
PP	143.60	143.60	143.60	143.37
S1	142.03	142.03	142.72	141.57
S2	141.11	141.11	142.49
S3	138.62	139.54	142.27
S4	136.13	137.05	141.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145.17	142.68	2.49	1.7%	1.54	1.1%	11%	False	True	742,954
10	146.26	142.64	3.62	2.5%	1.36	1.0%	9%	False	False	749,537
20	146.26	142.64	3.62	2.5%	0.98	0.7%	9%	False	False	623,212
40	146.26	139.72	6.54	4.6%	1.08	0.8%	49%	False	False	714,934
60	146.26	139.72	6.54	4.6%	0.99	0.7%	49%	False	False	552,211
80	146.26	138.28	7.98	5.6%	0.89	0.6%	59%	False	False	414,884
100	146.26	133.95	12.31	8.6%	0.84	0.6%	73%	False	False	331,965
120	146.26	133.95	12.31	8.6%	0.71	0.5%	73%	False	False	276,647

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	0.18
Widest range in 135 trading days

Fibonacci Retracements and Extensions
4.250	154.65
2.618	150.93
1.618	148.65
1.000	147.24
0.618	146.37
HIGH	144.96
0.618	144.09
0.500	143.82
0.382	143.55
LOW	142.68
0.618	141.27
1.000	140.40
1.618	138.99
2.618	136.71
4.250	132.99

Fisher Pivots for day following 03-Aug-2012
Pivot	1 day	3 day
R1	143.82	143.93
PP	143.53	143.60
S1	143.24	143.28

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

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