Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 19-Jun-2012

Day Change Summary
	Previous	Current
	18-Jun-2012	19-Jun-2012	Change	Change %	Previous Week
Open	139.60	139.76	0.16	0.1%	141.11
High	141.28	139.76	-1.52	-1.1%	142.25
Low	139.60	139.60	0.00	0.0%	139.84
Close	140.89	139.56	-1.33	-0.9%	140.54
Range	1.68	0.16	-1.52	-90.5%	2.41
ATR	0.72	0.76	0.04	5.6%	0.00
Volume	4	2	-2	-50.0%	41

Daily Pivots for day following 19-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.12	140.00	139.65
R3	139.96	139.84	139.60
R2	139.80	139.80	139.59
R1	139.68	139.68	139.57	139.66
PP	139.64	139.64	139.64	139.63
S1	139.52	139.52	139.55	139.50
S2	139.48	139.48	139.53
S3	139.32	139.36	139.52
S4	139.16	139.20	139.47

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	141.28	139.60	1.68	1.2%	0.54	0.4%	-2%	False	True	8
10	142.40	139.60	2.80	2.0%	0.63	0.5%	-1%	False	True	30
20	144.18	139.60	4.58	3.3%	0.38	0.3%	-1%	False	True	57

Crabel Price Patterns
NR	True
NR4	True
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	False
Bear Hook	False
Bull Hook	False
Stretch	0.01
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	140.44
2.618	140.18
1.618	140.02
1.000	139.92
0.618	139.86
HIGH	139.76
0.618	139.70
0.500	139.68
0.382	139.66
LOW	139.60
0.618	139.50
1.000	139.44
1.618	139.34
2.618	139.18
4.250	138.92

Fisher Pivots for day following 19-Jun-2012
Pivot	1 day	3 day
R1	139.68	140.44
PP	139.64	140.15
S1	139.60	139.85

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

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