Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 22-Aug-2012

Day Change Summary
	Previous	Current
	21-Aug-2012	22-Aug-2012	Change	Change %	Previous Week
Open	141.95	142.02	0.07	0.0%	143.33
High	141.99	142.88	0.89	0.6%	143.58
Low	141.27	141.63	0.36	0.3%	140.78
Close	141.38	142.61	1.23	0.9%	142.12
Range	0.72	1.25	0.53	73.6%	2.80
ATR	1.04	1.07	0.03	3.2%	0.00
Volume	576,590	658,832	82,242	14.3%	2,597,020

Daily Pivots for day following 22-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.12	145.62	143.30
R3	144.87	144.37	142.95
R2	143.62	143.62	142.84
R1	143.12	143.12	142.72	143.37
PP	142.37	142.37	142.37	142.50
S1	141.87	141.87	142.50	142.12
S2	141.12	141.12	142.38
S3	139.87	140.62	142.27
S4	138.62	139.37	141.92

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	142.88	140.78	2.10	1.5%	0.98	0.7%	87%	True	False	572,211
10	143.66	140.78	2.88	2.0%	0.93	0.7%	64%	False	False	538,785
20	145.17	140.78	4.39	3.1%	1.14	0.8%	42%	False	False	619,049
40	146.26	139.72	6.54	4.6%	0.96	0.7%	44%	False	False	604,189
60	146.26	139.72	6.54	4.6%	1.05	0.7%	44%	False	False	666,992
80	146.26	139.40	6.86	4.8%	0.95	0.7%	47%	False	False	503,248
100	146.26	136.34	9.92	7.0%	0.89	0.6%	63%	False	False	402,864
120	146.26	133.95	12.31	8.6%	0.81	0.6%	70%	False	False	335,738

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	0.21
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	148.19
2.618	146.15
1.618	144.90
1.000	144.13
0.618	143.65
HIGH	142.88
0.618	142.40
0.500	142.26
0.382	142.11
LOW	141.63
0.618	140.86
1.000	140.38
1.618	139.61
2.618	138.36
4.250	136.32

Fisher Pivots for day following 22-Aug-2012
Pivot	1 day	3 day
R1	142.49	142.41
PP	142.37	142.21
S1	142.26	142.01

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

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