Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 09-Aug-2012

Day Change Summary
	Previous	Current
	08-Aug-2012	09-Aug-2012	Change	Change %	Previous Week
Open	142.36	142.63	0.27	0.2%	143.08
High	143.18	143.16	-0.02	0.0%	145.17
Low	142.35	142.36	0.01	0.0%	142.68
Close	142.75	142.56	-0.19	-0.1%	142.95
Range	0.83	0.80	-0.03	-3.6%	2.49
ATR	1.13	1.11	-0.02	-2.1%	0.00
Volume	620,608	537,238	-83,370	-13.4%	3,714,773

Daily Pivots for day following 09-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.09	144.63	143.00
R3	144.29	143.83	142.78
R2	143.49	143.49	142.71
R1	143.03	143.03	142.63	142.86
PP	142.69	142.69	142.69	142.61
S1	142.23	142.23	142.49	142.06
S2	141.89	141.89	142.41
S3	141.09	141.43	142.34
S4	140.29	140.63	142.12

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	144.96	142.17	2.79	2.0%	1.19	0.8%	14%	False	False	608,903
10	145.17	142.17	3.00	2.1%	1.30	0.9%	13%	False	False	673,250
20	146.26	142.17	4.09	2.9%	1.06	0.7%	10%	False	False	627,729
40	146.26	139.72	6.54	4.6%	1.03	0.7%	43%	False	False	670,816
60	146.26	139.72	6.54	4.6%	1.01	0.7%	43%	False	False	589,117
80	146.26	138.53	7.73	5.4%	0.91	0.6%	52%	False	False	442,879
100	146.26	133.97	12.29	8.6%	0.85	0.6%	70%	False	False	354,373
120	146.26	133.95	12.31	8.6%	0.74	0.5%	70%	False	False	295,323

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 8 trading days

Fibonacci Retracements and Extensions
4.250	146.56
2.618	145.25
1.618	144.45
1.000	143.96
0.618	143.65
HIGH	143.16
0.618	142.85
0.500	142.76
0.382	142.67
LOW	142.36
0.618	141.87
1.000	141.56
1.618	141.07
2.618	140.27
4.250	138.96

Fisher Pivots for day following 09-Aug-2012
Pivot	1 day	3 day
R1	142.76	142.77
PP	142.69	142.70
S1	142.63	142.63

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

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