Euro Bund Future March 2013

Trading Metrics calculated at close of trading on 20-Sep-2012

Day Change Summary
	Previous	Current
	19-Sep-2012	20-Sep-2012	Change	Change %	Previous Week
Open	140.45	141.60	1.15	0.8%	142.12
High	141.28	141.75	0.47	0.3%	142.39
Low	140.45	141.25	0.80	0.6%	139.97
Close	141.10	141.63	0.53	0.4%	140.02
Range	0.83	0.50	-0.33	-39.8%	2.42
ATR	0.94	0.92	-0.02	-2.2%	0.00
Volume	50	61	11	22.0%	941

Daily Pivots for day following 20-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.04	142.84	141.91
R3	142.54	142.34	141.77
R2	142.04	142.04	141.72
R1	141.84	141.84	141.68	141.94
PP	141.54	141.54	141.54	141.60
S1	141.34	141.34	141.58	141.44
S2	141.04	141.04	141.54
S3	140.54	140.84	141.49
S4	140.04	140.34	141.36

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.05	146.46	141.35
R3	145.63	144.04	140.69
R2	143.21	143.21	140.46
R1	141.62	141.62	140.24	141.21
PP	140.79	140.79	140.79	140.59
S1	139.20	139.20	139.80	138.79
S2	138.37	138.37	139.58
S3	135.95	136.78	139.35
S4	133.53	134.36	138.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141.75	139.73	2.02	1.4%	0.78	0.5%	94%	True	False	5,172
10	142.39	139.73	2.66	1.9%	0.82	0.6%	71%	False	False	2,639
20	144.07	139.73	4.34	3.1%	0.80	0.6%	44%	False	False	4,528

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	0.17
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	143.88
2.618	143.06
1.618	142.56
1.000	142.25
0.618	142.06
HIGH	141.75
0.618	141.56
0.500	141.50
0.382	141.44
LOW	141.25
0.618	140.94
1.000	140.75
1.618	140.44
2.618	139.94
4.250	139.13

Fisher Pivots for day following 20-Sep-2012
Pivot	1 day	3 day
R1	141.59	141.44
PP	141.54	141.25
S1	141.50	141.06

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

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