Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 05-Sep-2012

Day Change Summary
	Previous	Current
	04-Sep-2012	05-Sep-2012	Change	Change %	Previous Week
Open	143.56	143.51	-0.05	0.0%	143.89
High	143.69	143.90	0.21	0.1%	144.37
Low	143.02	142.82	-0.20	-0.1%	143.17
Close	143.50	143.13	-0.37	-0.3%	144.02
Range	0.67	1.08	0.41	61.2%	1.20
ATR	0.96	0.97	0.01	0.9%	0.00
Volume	652,636	27,502	-625,134	-95.8%	2,442,093

Daily Pivots for day following 05-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.52	145.91	143.72
R3	145.44	144.83	143.43
R2	144.36	144.36	143.33
R1	143.75	143.75	143.23	143.52
PP	143.28	143.28	143.28	143.17
S1	142.67	142.67	143.03	142.44
S2	142.20	142.20	142.93
S3	141.12	141.59	142.83
S4	140.04	140.51	142.54

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	142.82	1.55	1.1%	0.90	0.6%	20%	False	True	478,739
10	144.37	141.63	2.74	1.9%	0.84	0.6%	55%	False	False	516,729
20	144.37	140.78	3.59	2.5%	0.86	0.6%	65%	False	False	525,846
40	146.26	140.78	5.48	3.8%	0.95	0.7%	43%	False	False	575,629
60	146.26	139.72	6.54	4.6%	1.00	0.7%	52%	False	False	641,545
80	146.26	139.72	6.54	4.6%	0.97	0.7%	52%	False	False	559,067
100	146.26	138.48	7.78	5.4%	0.90	0.6%	60%	False	False	447,909
120	146.26	133.95	12.31	8.6%	0.85	0.6%	75%	False	False	373,305

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	148.49
2.618	146.73
1.618	145.65
1.000	144.98
0.618	144.57
HIGH	143.90
0.618	143.49
0.500	143.36
0.382	143.23
LOW	142.82
0.618	142.15
1.000	141.74
1.618	141.07
2.618	139.99
4.250	138.23

Fisher Pivots for day following 05-Sep-2012
Pivot	1 day	3 day
R1	143.36	143.57
PP	143.28	143.42
S1	143.21	143.28

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

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