Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 27-Aug-2012

Day Change Summary
	Previous	Current
	24-Aug-2012	27-Aug-2012	Change	Change %	Previous Week
Open	143.51	143.89	0.38	0.3%	141.85
High	144.13	143.99	-0.14	-0.1%	144.13
Low	143.42	143.55	0.13	0.1%	141.14
Close	143.73	143.80	0.07	0.0%	143.73
Range	0.71	0.44	-0.27	-38.0%	2.99
ATR	1.05	1.01	-0.04	-4.1%	0.00
Volume	610,486	214,186	-396,300	-64.9%	3,194,932

Daily Pivots for day following 27-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.10	144.89	144.04
R3	144.66	144.45	143.92
R2	144.22	144.22	143.88
R1	144.01	144.01	143.84	143.90
PP	143.78	143.78	143.78	143.72
S1	143.57	143.57	143.76	143.46
S2	143.34	143.34	143.72
S3	142.90	143.13	143.68
S4	142.46	142.69	143.56

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	151.97	150.84	145.37
R3	148.98	147.85	144.55
R2	145.99	145.99	144.28
R1	144.86	144.86	144.00	145.43
PP	143.00	143.00	143.00	143.28
S1	141.87	141.87	143.46	142.44
S2	140.01	140.01	143.18
S3	137.02	138.88	142.91
S4	134.03	135.89	142.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144.13	141.27	2.86	2.0%	0.83	0.6%	88%	False	False	567,168
10	144.13	140.78	3.35	2.3%	0.90	0.6%	90%	False	False	557,093
20	145.17	140.78	4.39	3.1%	1.07	0.7%	69%	False	False	591,331
40	146.26	140.68	5.58	3.9%	0.94	0.7%	56%	False	False	591,807
60	146.26	139.72	6.54	4.5%	1.03	0.7%	62%	False	False	680,171
80	146.26	139.72	6.54	4.5%	0.95	0.7%	62%	False	False	523,033
100	146.26	136.40	9.86	6.9%	0.89	0.6%	75%	False	False	418,848
120	146.26	133.95	12.31	8.6%	0.83	0.6%	80%	False	False	349,075

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	145.86
2.618	145.14
1.618	144.70
1.000	144.43
0.618	144.26
HIGH	143.99
0.618	143.82
0.500	143.77
0.382	143.72
LOW	143.55
0.618	143.28
1.000	143.11
1.618	142.84
2.618	142.40
4.250	141.68

Fisher Pivots for day following 27-Aug-2012
Pivot	1 day	3 day
R1	143.79	143.67
PP	143.78	143.54
S1	143.77	143.42

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

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