Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 24-Jul-2012

Day Change Summary
	Previous	Current
	23-Jul-2012	24-Jul-2012	Change	Change %	Previous Week
Open	144.30	143.65	-0.65	-0.5%	143.18
High	144.49	143.65	-0.84	-0.6%	144.13
Low	143.84	142.89	-0.95	-0.7%	143.03
Close	143.84	143.33	-0.51	-0.4%	144.06
Range	0.65	0.76	0.11	16.9%	1.10
ATR	0.63	0.65	0.02	3.6%	0.00
Volume	213	1,339	1,126	528.6%	641

Daily Pivots for day following 24-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.57	145.21	143.75
R3	144.81	144.45	143.54
R2	144.05	144.05	143.47
R1	143.69	143.69	143.40	143.49
PP	143.29	143.29	143.29	143.19
S1	142.93	142.93	143.26	142.73
S2	142.53	142.53	143.19
S3	141.77	142.17	143.12
S4	141.01	141.41	142.91

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.04	146.65	144.67
R3	145.94	145.55	144.36
R2	144.84	144.84	144.26
R1	144.45	144.45	144.16	144.65
PP	143.74	143.74	143.74	143.84
S1	143.35	143.35	143.96	143.55
S2	142.64	142.64	143.86
S3	141.54	142.25	143.76
S4	140.44	141.15	143.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144.49	142.89	1.60	1.1%	0.60	0.4%	28%	False	True	433
10	144.49	142.30	2.19	1.5%	0.49	0.3%	47%	False	False	346
20	144.49	138.26	6.23	4.3%	0.46	0.3%	81%	False	False	202
40	144.49	138.26	6.23	4.3%	0.50	0.3%	81%	False	False	150

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	146.88
2.618	145.64
1.618	144.88
1.000	144.41
0.618	144.12
HIGH	143.65
0.618	143.36
0.500	143.27
0.382	143.18
LOW	142.89
0.618	142.42
1.000	142.13
1.618	141.66
2.618	140.90
4.250	139.66

Fisher Pivots for day following 24-Jul-2012
Pivot	1 day	3 day
R1	143.31	143.69
PP	143.29	143.57
S1	143.27	143.45

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

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