Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 21-Aug-2012

Day Change Summary
	Previous	Current
	20-Aug-2012	21-Aug-2012	Change	Change %	Previous Week
Open	141.85	141.95	0.10	0.1%	143.33
High	142.17	141.99	-0.18	-0.1%	143.58
Low	141.14	141.27	0.13	0.1%	140.78
Close	142.00	141.38	-0.62	-0.4%	142.12
Range	1.03	0.72	-0.31	-30.1%	2.80
ATR	1.06	1.04	-0.02	-2.2%	0.00
Volume	573,274	576,590	3,316	0.6%	2,597,020

Daily Pivots for day following 21-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.71	143.26	141.78
R3	142.99	142.54	141.58
R2	142.27	142.27	141.51
R1	141.82	141.82	141.45	141.69
PP	141.55	141.55	141.55	141.48
S1	141.10	141.10	141.31	140.97
S2	140.83	140.83	141.25
S3	140.11	140.38	141.18
S4	139.39	139.66	140.98

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	142.45	140.78	1.67	1.2%	0.95	0.7%	36%	False	False	559,123
10	143.66	140.78	2.88	2.0%	0.89	0.6%	21%	False	False	534,962
20	145.20	140.78	4.42	3.1%	1.14	0.8%	14%	False	False	624,547
40	146.26	139.72	6.54	4.6%	0.95	0.7%	25%	False	False	608,343
60	146.26	139.72	6.54	4.6%	1.04	0.7%	25%	False	False	657,425
80	146.26	139.30	6.96	4.9%	0.95	0.7%	30%	False	False	495,076
100	146.26	136.34	9.92	7.0%	0.88	0.6%	51%	False	False	396,276
120	146.26	133.95	12.31	8.7%	0.80	0.6%	60%	False	False	330,249

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	145.05
2.618	143.87
1.618	143.15
1.000	142.71
0.618	142.43
HIGH	141.99
0.618	141.71
0.500	141.63
0.382	141.55
LOW	141.27
0.618	140.83
1.000	140.55
1.618	140.11
2.618	139.39
4.250	138.21

Fisher Pivots for day following 21-Aug-2012
Pivot	1 day	3 day
R1	141.63	141.68
PP	141.55	141.58
S1	141.46	141.48

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

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