Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 30-Aug-2012

Day Change Summary
	Previous	Current
	29-Aug-2012	30-Aug-2012	Change	Change %	Previous Week
Open	143.87	143.68	-0.19	-0.1%	141.85
High	144.37	144.26	-0.11	-0.1%	144.13
Low	143.39	143.63	0.24	0.2%	141.14
Close	143.58	144.15	0.57	0.4%	143.73
Range	0.98	0.63	-0.35	-35.7%	2.99
ATR	0.97	0.95	-0.02	-2.1%	0.00
Volume	615,775	475,129	-140,646	-22.8%	3,194,932

Daily Pivots for day following 30-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.90	145.66	144.50
R3	145.27	145.03	144.32
R2	144.64	144.64	144.27
R1	144.40	144.40	144.21	144.52
PP	144.01	144.01	144.01	144.08
S1	143.77	143.77	144.09	143.89
S2	143.38	143.38	144.03
S3	142.75	143.14	143.98
S4	142.12	142.51	143.80

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	144.37	143.39	0.98	0.7%	0.64	0.4%	78%	False	False	485,985
10	144.37	141.14	3.23	2.2%	0.80	0.6%	93%	False	False	543,899
20	144.96	140.78	4.18	2.9%	0.93	0.6%	81%	False	False	555,040
40	146.26	140.78	5.48	3.8%	0.92	0.6%	61%	False	False	583,874
60	146.26	139.72	6.54	4.5%	1.01	0.7%	68%	False	False	666,995
80	146.26	139.72	6.54	4.5%	0.96	0.7%	68%	False	False	543,016
100	146.26	138.28	7.98	5.5%	0.88	0.6%	74%	False	False	434,884
120	146.26	133.95	12.31	8.5%	0.84	0.6%	83%	False	False	362,451

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	146.94
2.618	145.91
1.618	145.28
1.000	144.89
0.618	144.65
HIGH	144.26
0.618	144.02
0.500	143.95
0.382	143.87
LOW	143.63
0.618	143.24
1.000	143.00
1.618	142.61
2.618	141.98
4.250	140.95

Fisher Pivots for day following 30-Aug-2012
Pivot	1 day	3 day
R1	144.08	144.06
PP	144.01	143.97
S1	143.95	143.88

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

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