Euro Bund Future March 2013

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

Day Change Summary
	Previous	Current
	25-Oct-2012	26-Oct-2012	Change	Change %	Previous Week
Open	141.62	142.20	0.58	0.4%	141.67
High	141.95	142.62	0.67	0.5%	142.62
Low	141.40	142.09	0.69	0.5%	141.10
Close	141.86	142.36	0.50	0.4%	142.36
Range	0.55	0.53	-0.02	-3.6%	1.52
ATR	0.74	0.74	0.00	0.2%	0.00
Volume	1,001	1,503	502	50.1%	23,507

Daily Pivots for day following 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.95	143.68	142.65
R3	143.42	143.15	142.51
R2	142.89	142.89	142.46
R1	142.62	142.62	142.41	142.76
PP	142.36	142.36	142.36	142.42
S1	142.09	142.09	142.31	142.23
S2	141.83	141.83	142.26
S3	141.30	141.56	142.21
S4	140.77	141.03	142.07

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.59	145.99	143.20
R3	145.07	144.47	142.78
R2	143.55	143.55	142.64
R1	142.95	142.95	142.50	143.25
PP	142.03	142.03	142.03	142.18
S1	141.43	141.43	142.22	141.73
S2	140.51	140.51	142.08
S3	138.99	139.91	141.94
S4	137.47	138.39	141.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142.62	141.10	1.52	1.1%	0.60	0.4%	83%	True	False	4,701
10	143.37	140.95	2.42	1.7%	0.62	0.4%	58%	False	False	3,351
20	143.50	140.95	2.55	1.8%	0.62	0.4%	55%	False	False	3,475
40	143.99	139.73	4.26	3.0%	0.69	0.5%	62%	False	False	3,197

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.05
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	144.87
2.618	144.01
1.618	143.48
1.000	143.15
0.618	142.95
HIGH	142.62
0.618	142.42
0.500	142.36
0.382	142.29
LOW	142.09
0.618	141.76
1.000	141.56
1.618	141.23
2.618	140.70
4.250	139.84

Fisher Pivots for day following 26-Oct-2012
Pivot	1 day	3 day
R1	142.36	142.24
PP	142.36	142.13
S1	142.36	142.01

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

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