Euro Bund Future December 2012

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

Day Change Summary
	Previous	Current
	25-Jul-2012	26-Jul-2012	Change	Change %	Previous Week
Open	143.15	142.96	-0.19	-0.1%	143.18
High	143.15	143.26	0.11	0.1%	144.13
Low	142.52	142.12	-0.40	-0.3%	143.03
Close	142.98	142.29	-0.69	-0.5%	144.06
Range	0.63	1.14	0.51	81.0%	1.10
ATR	0.66	0.70	0.03	5.1%	0.00
Volume	640	339	-301	-47.0%	641

Daily Pivots for day following 26-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.98	145.27	142.92
R3	144.84	144.13	142.60
R2	143.70	143.70	142.50
R1	142.99	142.99	142.39	142.78
PP	142.56	142.56	142.56	142.45
S1	141.85	141.85	142.19	141.64
S2	141.42	141.42	142.08
S3	140.28	140.71	141.98
S4	139.14	139.57	141.66

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	142.12	2.37	1.7%	0.77	0.5%	7%	False	True	595
10	144.49	142.12	2.37	1.7%	0.58	0.4%	7%	False	True	424
20	144.49	138.26	6.23	4.4%	0.55	0.4%	65%	False	False	241
40	144.49	138.26	6.23	4.4%	0.54	0.4%	65%	False	False	154

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	148.11
2.618	146.24
1.618	145.10
1.000	144.40
0.618	143.96
HIGH	143.26
0.618	142.82
0.500	142.69
0.382	142.56
LOW	142.12
0.618	141.42
1.000	140.98
1.618	140.28
2.618	139.14
4.250	137.28

Fisher Pivots for day following 26-Jul-2012
Pivot	1 day	3 day
R1	142.69	142.89
PP	142.56	142.69
S1	142.42	142.49

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

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