Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 27-Jun-2012

Day Change Summary
	Previous	Current
	26-Jun-2012	27-Jun-2012	Change	Change %	Previous Week
Open	140.20	139.54	-0.66	-0.5%	139.60
High	140.23	139.54	-0.69	-0.5%	141.28
Low	139.86	139.45	-0.41	-0.3%	138.56
Close	140.03	139.45	-0.58	-0.4%	139.21
Range	0.37	0.09	-0.28	-75.7%	2.72
ATR	0.82	0.81	-0.02	-2.1%	0.00
Volume	29	101	72	248.3%	601

Daily Pivots for day following 27-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.75	139.69	139.50
R3	139.66	139.60	139.47
R2	139.57	139.57	139.47
R1	139.51	139.51	139.46	139.50
PP	139.48	139.48	139.48	139.47
S1	139.42	139.42	139.44	139.41
S2	139.39	139.39	139.43
S3	139.30	139.33	139.43
S4	139.21	139.24	139.40

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	138.90	1.55	1.1%	0.59	0.4%	35%	False	False	71
10	141.28	138.56	2.72	2.0%	0.59	0.4%	33%	False	False	93
20	144.18	138.56	5.62	4.0%	0.53	0.4%	16%	False	False	82

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.03
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	139.92
2.618	139.78
1.618	139.69
1.000	139.63
0.618	139.60
HIGH	139.54
0.618	139.51
0.500	139.50
0.382	139.48
LOW	139.45
0.618	139.39
1.000	139.36
1.618	139.30
2.618	139.21
4.250	139.07

Fisher Pivots for day following 27-Jun-2012
Pivot	1 day	3 day
R1	139.50	139.95
PP	139.48	139.78
S1	139.47	139.62

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

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