Euro Bund Future March 2013

Trading Metrics calculated at close of trading on 21-Sep-2012

Day Change Summary
	Previous	Current
	20-Sep-2012	21-Sep-2012	Change	Change %	Previous Week
Open	141.60	141.18	-0.42	-0.3%	139.99
High	141.75	141.56	-0.19	-0.1%	141.75
Low	141.25	141.11	-0.14	-0.1%	139.73
Close	141.63	141.39	-0.24	-0.2%	141.39
Range	0.50	0.45	-0.05	-10.0%	2.02
ATR	0.92	0.89	-0.03	-3.1%	0.00
Volume	61	252	191	313.1%	25,524

Daily Pivots for day following 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.70	142.50	141.64
R3	142.25	142.05	141.51
R2	141.80	141.80	141.47
R1	141.60	141.60	141.43	141.70
PP	141.35	141.35	141.35	141.41
S1	141.15	141.15	141.35	141.25
S2	140.90	140.90	141.31
S3	140.45	140.70	141.27
S4	140.00	140.25	141.14

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	147.02	146.22	142.50
R3	145.00	144.20	141.95
R2	142.98	142.98	141.76
R1	142.18	142.18	141.58	142.58
PP	140.96	140.96	140.96	141.16
S1	140.16	140.16	141.20	140.56
S2	138.94	138.94	141.02
S3	136.92	138.14	140.83
S4	134.90	136.12	140.28

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%	0.62	0.4%	82%	False	False	5,104
10	142.39	139.73	2.66	1.9%	0.73	0.5%	62%	False	False	2,646
20	144.07	139.73	4.34	3.1%	0.81	0.6%	38%	False	False	4,538

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	143.47
2.618	142.74
1.618	142.29
1.000	142.01
0.618	141.84
HIGH	141.56
0.618	141.39
0.500	141.34
0.382	141.28
LOW	141.11
0.618	140.83
1.000	140.66
1.618	140.38
2.618	139.93
4.250	139.20

Fisher Pivots for day following 21-Sep-2012
Pivot	1 day	3 day
R1	141.37	141.29
PP	141.35	141.20
S1	141.34	141.10

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

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