Euro Bund Future March 2013

Trading Metrics calculated at close of trading on 28-Feb-2013

Day Change Summary
	Previous	Current
	27-Feb-2013	28-Feb-2013	Change	Change %	Previous Week
Open	145.11	145.00	-0.11	-0.1%	142.83
High	145.40	145.23	-0.17	-0.1%	143.74
Low	144.80	144.81	0.01	0.0%	142.23
Close	145.09	144.99	-0.10	-0.1%	143.62
Range	0.60	0.42	-0.18	-30.0%	1.51
ATR	0.86	0.83	-0.03	-3.7%	0.00
Volume	865,803	923,369	57,566	6.6%	3,879,340

Daily Pivots for day following 28-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	146.27	146.05	145.22
R3	145.85	145.63	145.11
R2	145.43	145.43	145.07
R1	145.21	145.21	145.03	145.11
PP	145.01	145.01	145.01	144.96
S1	144.79	144.79	144.95	144.69
S2	144.59	144.59	144.91
S3	144.17	144.37	144.87
S4	143.75	143.95	144.76

Weekly Pivots for week ending 22-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	147.73	147.18	144.45
R3	146.22	145.67	144.04
R2	144.71	144.71	143.90
R1	144.16	144.16	143.76	144.44
PP	143.20	143.20	143.20	143.33
S1	142.65	142.65	143.48	142.93
S2	141.69	141.69	143.34
S3	140.18	141.14	143.20
S4	138.67	139.63	142.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145.40	142.85	2.55	1.8%	0.78	0.5%	84%	False	False	999,047
10	145.40	141.87	3.53	2.4%	0.72	0.5%	88%	False	False	893,675
20	145.40	141.47	3.93	2.7%	0.75	0.5%	90%	False	False	885,423
40	145.40	141.28	4.12	2.8%	0.77	0.5%	90%	False	False	858,614
60	146.17	141.28	4.89	3.4%	0.71	0.5%	76%	False	False	737,771
80	146.17	141.28	4.89	3.4%	0.67	0.5%	76%	False	False	555,836
100	146.17	140.95	5.22	3.6%	0.66	0.5%	77%	False	False	445,325
120	146.17	139.73	6.44	4.4%	0.67	0.5%	82%	False	False	371,477

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	147.02
2.618	146.33
1.618	145.91
1.000	145.65
0.618	145.49
HIGH	145.23
0.618	145.07
0.500	145.02
0.382	144.97
LOW	144.81
0.618	144.55
1.000	144.39
1.618	144.13
2.618	143.71
4.250	143.03

Fisher Pivots for day following 28-Feb-2013
Pivot	1 day	3 day
R1	145.02	144.97
PP	145.01	144.94
S1	145.00	144.92

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

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