Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 08-Aug-2012

Day Change Summary
	Previous	Current
	07-Aug-2012	08-Aug-2012	Change	Change %	Previous Week
Open	143.08	142.36	-0.72	-0.5%	143.08
High	143.36	143.18	-0.18	-0.1%	145.17
Low	142.17	142.35	0.18	0.1%	142.68
Close	142.33	142.75	0.42	0.3%	142.95
Range	1.19	0.83	-0.36	-30.3%	2.49
ATR	1.15	1.13	-0.02	-1.9%	0.00
Volume	631,363	620,608	-10,755	-1.7%	3,714,773

Daily Pivots for day following 08-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.25	144.83	143.21
R3	144.42	144.00	142.98
R2	143.59	143.59	142.90
R1	143.17	143.17	142.83	143.38
PP	142.76	142.76	142.76	142.87
S1	142.34	142.34	142.67	142.55
S2	141.93	141.93	142.60
S3	141.10	141.51	142.52
S4	140.27	140.68	142.29

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	142.17	3.00	2.1%	1.46	1.0%	19%	False	False	685,408
10	145.17	142.17	3.00	2.1%	1.35	0.9%	19%	False	False	699,314
20	146.26	142.17	4.09	2.9%	1.04	0.7%	14%	False	False	625,048
40	146.26	139.72	6.54	4.6%	1.04	0.7%	46%	False	False	685,397
60	146.26	139.72	6.54	4.6%	1.01	0.7%	46%	False	False	580,310
80	146.26	138.48	7.78	5.5%	0.91	0.6%	55%	False	False	436,180
100	146.26	133.95	12.31	8.6%	0.85	0.6%	71%	False	False	349,003
120	146.26	133.95	12.31	8.6%	0.73	0.5%	71%	False	False	290,846

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	146.71
2.618	145.35
1.618	144.52
1.000	144.01
0.618	143.69
HIGH	143.18
0.618	142.86
0.500	142.77
0.382	142.67
LOW	142.35
0.618	141.84
1.000	141.52
1.618	141.01
2.618	140.18
4.250	138.82

Fisher Pivots for day following 08-Aug-2012
Pivot	1 day	3 day
R1	142.77	142.91
PP	142.76	142.85
S1	142.76	142.80

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

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