Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 17-Aug-2012

Day Change Summary
	Previous	Current
	16-Aug-2012	17-Aug-2012	Change	Change %	Previous Week
Open	141.05	141.73	0.68	0.5%	143.33
High	141.89	142.22	0.33	0.2%	143.58
Low	140.78	141.45	0.67	0.5%	140.78
Close	141.78	142.12	0.34	0.2%	142.12
Range	1.11	0.77	-0.34	-30.6%	2.80
ATR	1.09	1.07	-0.02	-2.1%	0.00
Volume	627,736	424,626	-203,110	-32.4%	2,597,020

Daily Pivots for day following 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.24	143.95	142.54
R3	143.47	143.18	142.33
R2	142.70	142.70	142.26
R1	142.41	142.41	142.19	142.56
PP	141.93	141.93	141.93	142.00
S1	141.64	141.64	142.05	141.79
S2	141.16	141.16	141.98
S3	140.39	140.87	141.91
S4	139.62	140.10	141.70

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.56	149.14	143.66
R3	147.76	146.34	142.89
R2	144.96	144.96	142.63
R1	143.54	143.54	142.38	142.85
PP	142.16	142.16	142.16	141.82
S1	140.74	140.74	141.86	140.05
S2	139.36	139.36	141.61
S3	136.56	137.94	141.35
S4	133.76	135.14	140.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.58	140.78	2.80	2.0%	0.95	0.7%	48%	False	False	519,404
10	143.66	140.78	2.88	2.0%	0.91	0.6%	47%	False	False	528,318
20	146.26	140.78	5.48	3.9%	1.14	0.8%	24%	False	False	638,928
40	146.26	139.72	6.54	4.6%	0.97	0.7%	37%	False	False	614,254
60	146.26	139.72	6.54	4.6%	1.03	0.7%	37%	False	False	638,883
80	146.26	139.01	7.25	5.1%	0.94	0.7%	43%	False	False	480,826
100	146.26	135.28	10.98	7.7%	0.88	0.6%	62%	False	False	384,778
120	146.26	133.95	12.31	8.7%	0.79	0.6%	66%	False	False	320,668

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.18
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	145.49
2.618	144.24
1.618	143.47
1.000	142.99
0.618	142.70
HIGH	142.22
0.618	141.93
0.500	141.84
0.382	141.74
LOW	141.45
0.618	140.97
1.000	140.68
1.618	140.20
2.618	139.43
4.250	138.18

Fisher Pivots for day following 17-Aug-2012
Pivot	1 day	3 day
R1	142.03	141.95
PP	141.93	141.78
S1	141.84	141.62

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

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