Euro Bund Future March 2013

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

Day Change Summary
	Previous	Current
	25-Sep-2012	26-Sep-2012	Change	Change %	Previous Week
Open	141.92	142.16	0.24	0.2%	139.99
High	142.37	143.30	0.93	0.7%	141.75
Low	141.45	142.15	0.70	0.5%	139.73
Close	141.50	143.21	1.71	1.2%	141.39
Range	0.92	1.15	0.23	25.0%	2.02
ATR	0.87	0.94	0.07	7.6%	0.00
Volume	2,649	878	-1,771	-66.9%	25,524

Daily Pivots for day following 26-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.34	145.92	143.84
R3	145.19	144.77	143.53
R2	144.04	144.04	143.42
R1	143.62	143.62	143.32	143.83
PP	142.89	142.89	142.89	142.99
S1	142.47	142.47	143.10	142.68
S2	141.74	141.74	143.00
S3	140.59	141.32	142.89
S4	139.44	140.17	142.58

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	143.30	141.11	2.19	1.5%	0.65	0.5%	96%	True	False	1,042
10	143.30	139.73	3.57	2.5%	0.76	0.5%	97%	True	False	3,107
20	144.07	139.73	4.34	3.0%	0.77	0.5%	80%	False	False	4,458

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	0.12
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	148.19
2.618	146.31
1.618	145.16
1.000	144.45
0.618	144.01
HIGH	143.30
0.618	142.86
0.500	142.73
0.382	142.59
LOW	142.15
0.618	141.44
1.000	141.00
1.618	140.29
2.618	139.14
4.250	137.26

Fisher Pivots for day following 26-Sep-2012
Pivot	1 day	3 day
R1	143.05	142.93
PP	142.89	142.65
S1	142.73	142.38

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

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