Euro Bund Future December 2012

Trading Metrics calculated at close of trading on 08-Oct-2012

Day Change Summary
	Previous	Current
	05-Oct-2012	08-Oct-2012	Change	Change %	Previous Week
Open	141.32	141.07	-0.25	-0.2%	141.69
High	141.54	141.45	-0.09	-0.1%	141.91
Low	140.71	141.06	0.35	0.2%	140.71
Close	140.87	141.39	0.52	0.4%	140.87
Range	0.83	0.39	-0.44	-53.0%	1.20
ATR	0.82	0.80	-0.02	-2.1%	0.00
Volume	438,373	655,914	217,541	49.6%	2,876,626

Daily Pivots for day following 08-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.47	142.32	141.60
R3	142.08	141.93	141.50
R2	141.69	141.69	141.46
R1	141.54	141.54	141.43	141.62
PP	141.30	141.30	141.30	141.34
S1	141.15	141.15	141.35	141.23
S2	140.91	140.91	141.32
S3	140.52	140.76	141.28
S4	140.13	140.37	141.18

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.76	144.02	141.53
R3	143.56	142.82	141.20
R2	142.36	142.36	141.09
R1	141.62	141.62	140.98	141.39
PP	141.16	141.16	141.16	141.05
S1	140.42	140.42	140.76	140.19
S2	139.96	139.96	140.65
S3	138.76	139.22	140.54
S4	137.56	138.02	140.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141.91	140.71	1.20	0.8%	0.59	0.4%	57%	False	False	584,220
10	141.95	139.96	1.99	1.4%	0.67	0.5%	72%	False	False	621,807
20	141.95	138.41	3.54	2.5%	0.76	0.5%	84%	False	False	666,563
40	142.62	138.41	4.21	3.0%	0.80	0.6%	71%	False	False	446,281
60	144.49	138.41	6.08	4.3%	0.80	0.6%	49%	False	False	297,851
80	144.49	138.26	6.23	4.4%	0.73	0.5%	50%	False	False	223,421
100	144.49	138.26	6.23	4.4%	0.66	0.5%	50%	False	False	178,749

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	143.11
2.618	142.47
1.618	142.08
1.000	141.84
0.618	141.69
HIGH	141.45
0.618	141.30
0.500	141.26
0.382	141.21
LOW	141.06
0.618	140.82
1.000	140.67
1.618	140.43
2.618	140.04
4.250	139.40

Fisher Pivots for day following 08-Oct-2012
Pivot	1 day	3 day
R1	141.35	141.35
PP	141.30	141.30
S1	141.26	141.26

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

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