Euro Bund Future March 2013

Trading Metrics calculated at close of trading on 12-Nov-2012

Day Change Summary
	Previous	Current
	09-Nov-2012	12-Nov-2012	Change	Change %	Previous Week
Open	144.88	145.14	0.26	0.2%	143.80
High	145.22	145.14	-0.08	-0.1%	145.22
Low	144.68	144.76	0.08	0.1%	143.28
Close	144.86	144.90	0.04	0.0%	144.86
Range	0.54	0.38	-0.16	-29.6%	1.94
ATR	0.70	0.68	-0.02	-3.3%	0.00
Volume	11,067	3,643	-7,424	-67.1%	33,721

Daily Pivots for day following 12-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.07	145.87	145.11
R3	145.69	145.49	145.00
R2	145.31	145.31	144.97
R1	145.11	145.11	144.93	145.02
PP	144.93	144.93	144.93	144.89
S1	144.73	144.73	144.87	144.64
S2	144.55	144.55	144.83
S3	144.17	144.35	144.80
S4	143.79	143.97	144.69

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.27	149.51	145.93
R3	148.33	147.57	145.39
R2	146.39	146.39	145.22
R1	145.63	145.63	145.04	146.01
PP	144.45	144.45	144.45	144.65
S1	143.69	143.69	144.68	144.07
S2	142.51	142.51	144.50
S3	140.57	141.75	144.33
S4	138.63	139.81	143.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145.22	143.28	1.94	1.3%	0.65	0.5%	84%	False	False	6,545
10	145.22	142.74	2.48	1.7%	0.59	0.4%	87%	False	False	4,360
20	145.22	140.95	4.27	2.9%	0.63	0.4%	93%	False	False	3,901
40	145.22	140.37	4.85	3.3%	0.62	0.4%	93%	False	False	3,303

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	146.76
2.618	146.13
1.618	145.75
1.000	145.52
0.618	145.37
HIGH	145.14
0.618	144.99
0.500	144.95
0.382	144.91
LOW	144.76
0.618	144.53
1.000	144.38
1.618	144.15
2.618	143.77
4.250	143.15

Fisher Pivots for day following 12-Nov-2012
Pivot	1 day	3 day
R1	144.95	144.85
PP	144.93	144.80
S1	144.92	144.75

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

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