Euro Bund Future March 2013

Trading Metrics calculated at close of trading on 17-Oct-2012

Day Change Summary
	Previous	Current
	16-Oct-2012	17-Oct-2012	Change	Change %	Previous Week
Open	142.93	141.85	-1.08	-0.8%	142.59
High	143.00	141.88	-1.12	-0.8%	143.50
Low	142.15	140.98	-1.17	-0.8%	142.50
Close	142.27	141.14	-1.13	-0.8%	143.28
Range	0.85	0.90	0.05	5.9%	1.00
ATR	0.76	0.80	0.04	5.0%	0.00
Volume	561	825	264	47.1%	26,224

Daily Pivots for day following 17-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.03	143.49	141.64
R3	143.13	142.59	141.39
R2	142.23	142.23	141.31
R1	141.69	141.69	141.22	141.51
PP	141.33	141.33	141.33	141.25
S1	140.79	140.79	141.06	140.61
S2	140.43	140.43	140.98
S3	139.53	139.89	140.89
S4	138.63	138.99	140.65

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.09	145.69	143.83
R3	145.09	144.69	143.56
R2	144.09	144.09	143.46
R1	143.69	143.69	143.37	143.89
PP	143.09	143.09	143.09	143.20
S1	142.69	142.69	143.19	142.89
S2	142.09	142.09	143.10
S3	141.09	141.69	143.01
S4	140.09	140.69	142.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.50	140.98	2.52	1.8%	0.75	0.5%	6%	False	True	1,287
10	143.50	140.98	2.52	1.8%	0.68	0.5%	6%	False	True	3,065
20	143.54	140.98	2.56	1.8%	0.62	0.4%	6%	False	True	2,223
40	144.07	139.73	4.34	3.1%	0.72	0.5%	32%	False	False	3,375

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	0.09
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	145.71
2.618	144.24
1.618	143.34
1.000	142.78
0.618	142.44
HIGH	141.88
0.618	141.54
0.500	141.43
0.382	141.32
LOW	140.98
0.618	140.42
1.000	140.08
1.618	139.52
2.618	138.62
4.250	137.16

Fisher Pivots for day following 17-Oct-2012
Pivot	1 day	3 day
R1	141.43	142.18
PP	141.33	141.83
S1	141.24	141.49

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

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