Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 17-Jul-2012

Day Change Summary
	Previous	Current
	16-Jul-2012	17-Jul-2012	Change	Change %	Previous Week
Open	143.18	143.17	-0.01	0.0%	142.37
High	143.50	143.34	-0.16	-0.1%	143.45
Low	143.18	143.03	-0.15	-0.1%	142.28
Close	143.34	143.42	0.08	0.1%	143.02
Range	0.32	0.31	-0.01	-3.1%	1.17
ATR	0.67	0.65	-0.03	-3.8%	0.00
Volume	13	11	-2	-15.4%	1,355

Daily Pivots for day following 17-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.19	144.12	143.59
R3	143.88	143.81	143.51
R2	143.57	143.57	143.48
R1	143.50	143.50	143.45	143.54
PP	143.26	143.26	143.26	143.28
S1	143.19	143.19	143.39	143.23
S2	142.95	142.95	143.36
S3	142.64	142.88	143.33
S4	142.33	142.57	143.25

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.43	145.89	143.66
R3	145.26	144.72	143.34
R2	144.09	144.09	143.23
R1	143.55	143.55	143.13	143.82
PP	142.92	142.92	142.92	143.05
S1	142.38	142.38	142.91	142.65
S2	141.75	141.75	142.81
S3	140.58	141.21	142.70
S4	139.41	140.04	142.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.50	142.30	1.20	0.8%	0.39	0.3%	93%	False	False	258
10	143.50	140.50	3.00	2.1%	0.40	0.3%	97%	False	False	151
20	143.50	138.26	5.24	3.7%	0.47	0.3%	98%	False	False	134
40	144.18	138.26	5.92	4.1%	0.43	0.3%	87%	False	False	96

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.06
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	144.66
2.618	144.15
1.618	143.84
1.000	143.65
0.618	143.53
HIGH	143.34
0.618	143.22
0.500	143.19
0.382	143.15
LOW	143.03
0.618	142.84
1.000	142.72
1.618	142.53
2.618	142.22
4.250	141.71

Fisher Pivots for day following 17-Jul-2012
Pivot	1 day	3 day
R1	143.34	143.37
PP	143.26	143.31
S1	143.19	143.26

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

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