Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 26-Jun-2012

Day Change Summary
	Previous	Current
	25-Jun-2012	26-Jun-2012	Change	Change %	Previous Week
Open	139.76	140.20	0.44	0.3%	139.60
High	140.45	140.23	-0.22	-0.2%	141.28
Low	139.76	139.86	0.10	0.1%	138.56
Close	140.49	140.03	-0.46	-0.3%	139.21
Range	0.69	0.37	-0.32	-46.4%	2.72
ATR	0.84	0.82	-0.01	-1.8%	0.00
Volume	189	29	-160	-84.7%	601

Daily Pivots for day following 26-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.15	140.96	140.23
R3	140.78	140.59	140.13
R2	140.41	140.41	140.10
R1	140.22	140.22	140.06	140.13
PP	140.04	140.04	140.04	140.00
S1	139.85	139.85	140.00	139.76
S2	139.67	139.67	139.96
S3	139.30	139.48	139.93
S4	138.93	139.11	139.83

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.84	146.25	140.71
R3	145.12	143.53	139.96
R2	142.40	142.40	139.71
R1	140.81	140.81	139.46	140.25
PP	139.68	139.68	139.68	139.40
S1	138.09	138.09	138.96	137.53
S2	136.96	136.96	138.71
S3	134.24	135.37	138.46
S4	131.52	132.65	137.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140.45	138.56	1.89	1.3%	0.64	0.5%	78%	False	False	162
10	141.28	138.56	2.72	1.9%	0.59	0.4%	54%	False	False	85
20	144.18	138.56	5.62	4.0%	0.54	0.4%	26%	False	False	98

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.03
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	141.80
2.618	141.20
1.618	140.83
1.000	140.60
0.618	140.46
HIGH	140.23
0.618	140.09
0.500	140.05
0.382	140.00
LOW	139.86
0.618	139.63
1.000	139.49
1.618	139.26
2.618	138.89
4.250	138.29

Fisher Pivots for day following 26-Jun-2012
Pivot	1 day	3 day
R1	140.05	139.91
PP	140.04	139.79
S1	140.04	139.68

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

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