Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 04-Sep-2012

Day Change Summary
	Previous	Current
	31-Aug-2012	04-Sep-2012	Change	Change %	Previous Week
Open	144.20	143.56	-0.64	-0.4%	143.89
High	144.31	143.69	-0.62	-0.4%	144.37
Low	143.17	143.02	-0.15	-0.1%	143.17
Close	144.02	143.50	-0.52	-0.4%	144.02
Range	1.14	0.67	-0.47	-41.2%	1.20
ATR	0.96	0.96	0.00	0.3%	0.00
Volume	622,654	652,636	29,982	4.8%	2,442,093

Daily Pivots for day following 04-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.41	145.13	143.87
R3	144.74	144.46	143.68
R2	144.07	144.07	143.62
R1	143.79	143.79	143.56	143.60
PP	143.40	143.40	143.40	143.31
S1	143.12	143.12	143.44	142.93
S2	142.73	142.73	143.38
S3	142.06	142.45	143.32
S4	141.39	141.78	143.13

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	143.02	1.35	0.9%	0.77	0.5%	36%	False	True	576,108
10	144.37	141.27	3.10	2.2%	0.80	0.6%	72%	False	False	571,638
20	144.37	140.78	3.59	2.5%	0.87	0.6%	76%	False	False	556,039
40	146.26	140.78	5.48	3.8%	0.94	0.7%	50%	False	False	589,429
60	146.26	139.72	6.54	4.6%	1.01	0.7%	58%	False	False	655,185
80	146.26	139.72	6.54	4.6%	0.96	0.7%	58%	False	False	558,768
100	146.26	138.48	7.78	5.4%	0.89	0.6%	65%	False	False	447,635
120	146.26	133.95	12.31	8.6%	0.85	0.6%	78%	False	False	373,077

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	146.54
2.618	145.44
1.618	144.77
1.000	144.36
0.618	144.10
HIGH	143.69
0.618	143.43
0.500	143.36
0.382	143.28
LOW	143.02
0.618	142.61
1.000	142.35
1.618	141.94
2.618	141.27
4.250	140.17

Fisher Pivots for day following 04-Sep-2012
Pivot	1 day	3 day
R1	143.45	143.67
PP	143.40	143.61
S1	143.36	143.56

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

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