Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 18-Jun-2012

Day Change Summary
	Previous	Current
	15-Jun-2012	18-Jun-2012	Change	Change %	Previous Week
Open	140.10	139.60	-0.50	-0.4%	141.11
High	140.54	141.28	0.74	0.5%	142.25
Low	140.00	139.60	-0.40	-0.3%	139.84
Close	140.54	140.89	0.35	0.2%	140.54
Range	0.54	1.68	1.14	211.1%	2.41
ATR	0.65	0.72	0.07	11.4%	0.00
Volume	3	4	1	33.3%	41

Daily Pivots for day following 18-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.63	144.94	141.81
R3	143.95	143.26	141.35
R2	142.27	142.27	141.20
R1	141.58	141.58	141.04	141.93
PP	140.59	140.59	140.59	140.76
S1	139.90	139.90	140.74	140.25
S2	138.91	138.91	140.58
S3	137.23	138.22	140.43
S4	135.55	136.54	139.97

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.11	146.73	141.87
R3	145.70	144.32	141.20
R2	143.29	143.29	140.98
R1	141.91	141.91	140.76	141.40
PP	140.88	140.88	140.88	140.62
S1	139.50	139.50	140.32	138.99
S2	138.47	138.47	140.10
S3	136.06	137.09	139.88
S4	133.65	134.68	139.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141.50	139.60	1.90	1.3%	0.68	0.5%	68%	False	True	8
10	144.18	139.60	4.58	3.3%	0.67	0.5%	28%	False	True	32
20	144.18	139.60	4.58	3.3%	0.39	0.3%	28%	False	True	57

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	0.02
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	148.42
2.618	145.68
1.618	144.00
1.000	142.96
0.618	142.32
HIGH	141.28
0.618	140.64
0.500	140.44
0.382	140.24
LOW	139.60
0.618	138.56
1.000	137.92
1.618	136.88
2.618	135.20
4.250	132.46

Fisher Pivots for day following 18-Jun-2012
Pivot	1 day	3 day
R1	140.74	140.74
PP	140.59	140.59
S1	140.44	140.44

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

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