Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 31-Aug-2012

Day Change Summary
	Previous	Current
	30-Aug-2012	31-Aug-2012	Change	Change %	Previous Week
Open	143.68	144.20	0.52	0.4%	143.89
High	144.26	144.31	0.05	0.0%	144.37
Low	143.63	143.17	-0.46	-0.3%	143.17
Close	144.15	144.02	-0.13	-0.1%	144.02
Range	0.63	1.14	0.51	81.0%	1.20
ATR	0.95	0.96	0.01	1.5%	0.00
Volume	475,129	622,654	147,525	31.0%	2,442,093

Daily Pivots for day following 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.25	146.78	144.65
R3	146.11	145.64	144.33
R2	144.97	144.97	144.23
R1	144.50	144.50	144.12	144.17
PP	143.83	143.83	143.83	143.67
S1	143.36	143.36	143.92	143.03
S2	142.69	142.69	143.81
S3	141.55	142.22	143.71
S4	140.41	141.08	143.39

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.45	146.94	144.68
R3	146.25	145.74	144.35
R2	145.05	145.05	144.24
R1	144.54	144.54	144.13	144.80
PP	143.85	143.85	143.85	143.98
S1	143.34	143.34	143.91	143.60
S2	142.65	142.65	143.80
S3	141.45	142.14	143.69
S4	140.25	140.94	143.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144.37	143.17	1.20	0.8%	0.73	0.5%	71%	False	True	488,418
10	144.37	141.14	3.23	2.2%	0.84	0.6%	89%	False	False	563,702
20	144.37	140.78	3.59	2.5%	0.88	0.6%	90%	False	False	546,010
40	146.26	140.78	5.48	3.8%	0.93	0.6%	59%	False	False	584,611
60	146.26	139.72	6.54	4.5%	1.01	0.7%	66%	False	False	658,626
80	146.26	139.72	6.54	4.5%	0.96	0.7%	66%	False	False	550,661
100	146.26	138.28	7.98	5.5%	0.89	0.6%	72%	False	False	441,109
120	146.26	133.95	12.31	8.5%	0.85	0.6%	82%	False	False	367,639

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	149.16
2.618	147.29
1.618	146.15
1.000	145.45
0.618	145.01
HIGH	144.31
0.618	143.87
0.500	143.74
0.382	143.61
LOW	143.17
0.618	142.47
1.000	142.03
1.618	141.33
2.618	140.19
4.250	138.33

Fisher Pivots for day following 31-Aug-2012
Pivot	1 day	3 day
R1	143.93	143.94
PP	143.83	143.85
S1	143.74	143.77

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

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