Euro Bund Future March 2013

Trading Metrics calculated at close of trading on 20-Dec-2012

Day Change Summary
	Previous	Current
	19-Dec-2012	20-Dec-2012	Change	Change %	Previous Week
Open	144.26	144.19	-0.07	0.0%	145.81
High	144.41	144.50	0.09	0.1%	146.17
Low	143.80	144.16	0.36	0.3%	144.73
Close	144.15	144.32	0.17	0.1%	144.93
Range	0.61	0.34	-0.27	-44.3%	1.44
ATR	0.60	0.59	-0.02	-3.0%	0.00
Volume	425,826	357,454	-68,372	-16.1%	2,528,744

Daily Pivots for day following 20-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.35	145.17	144.51
R3	145.01	144.83	144.41
R2	144.67	144.67	144.38
R1	144.49	144.49	144.35	144.58
PP	144.33	144.33	144.33	144.37
S1	144.15	144.15	144.29	144.24
S2	143.99	143.99	144.26
S3	143.65	143.81	144.23
S4	143.31	143.47	144.13

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	149.60	148.70	145.72
R3	148.16	147.26	145.33
R2	146.72	146.72	145.19
R1	145.82	145.82	145.06	145.55
PP	145.28	145.28	145.28	145.14
S1	144.38	144.38	144.80	144.11
S2	143.84	143.84	144.67
S3	142.40	142.94	144.53
S4	140.96	141.50	144.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145.24	143.80	1.44	1.0%	0.52	0.4%	36%	False	False	455,228
10	146.17	143.80	2.37	1.6%	0.53	0.4%	22%	False	False	500,110
20	146.17	143.48	2.69	1.9%	0.58	0.4%	31%	False	False	450,900
40	146.17	142.09	4.08	2.8%	0.57	0.4%	55%	False	False	228,471
60	146.17	140.95	5.22	3.6%	0.58	0.4%	65%	False	False	153,453
80	146.17	139.73	6.44	4.5%	0.63	0.4%	71%	False	False	116,201

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	145.95
2.618	145.39
1.618	145.05
1.000	144.84
0.618	144.71
HIGH	144.50
0.618	144.37
0.500	144.33
0.382	144.29
LOW	144.16
0.618	143.95
1.000	143.82
1.618	143.61
2.618	143.27
4.250	142.72

Fisher Pivots for day following 20-Dec-2012
Pivot	1 day	3 day
R1	144.33	144.32
PP	144.33	144.32
S1	144.32	144.32

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

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