Euro Bund Future March 2013

Trading Metrics calculated at close of trading on 06-Mar-2013

Day Change Summary
	Previous	Current
	05-Mar-2013	06-Mar-2013	Change	Change %	Previous Week
Open	145.36	145.10	-0.26	-0.2%	143.52
High	145.43	145.25	-0.18	-0.1%	145.64
Low	145.01	144.86	-0.15	-0.1%	142.85
Close	145.03	145.12	0.09	0.1%	145.51
Range	0.42	0.39	-0.03	-7.1%	2.79
ATR	0.78	0.75	-0.03	-3.6%	0.00
Volume	496,794	43,559	-453,235	-91.2%	5,020,559

Daily Pivots for day following 06-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	146.25	146.07	145.33
R3	145.86	145.68	145.23
R2	145.47	145.47	145.19
R1	145.29	145.29	145.16	145.38
PP	145.08	145.08	145.08	145.12
S1	144.90	144.90	145.08	144.99
S2	144.69	144.69	145.05
S3	144.30	144.51	145.01
S4	143.91	144.12	144.91

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	153.04	152.06	147.04
R3	150.25	149.27	146.28
R2	147.46	147.46	146.02
R1	146.48	146.48	145.77	146.97
PP	144.67	144.67	144.67	144.91
S1	143.69	143.69	145.25	144.18
S2	141.88	141.88	145.00
S3	139.09	140.90	144.74
S4	136.30	138.11	143.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145.80	144.81	0.99	0.7%	0.49	0.3%	31%	False	False	780,372
10	145.80	142.71	3.09	2.1%	0.68	0.5%	78%	False	False	884,414
20	145.80	141.84	3.96	2.7%	0.66	0.5%	83%	False	False	843,696
40	145.80	141.28	4.52	3.1%	0.74	0.5%	85%	False	False	863,892
60	146.17	141.28	4.89	3.4%	0.70	0.5%	79%	False	False	760,018
80	146.17	141.28	4.89	3.4%	0.67	0.5%	79%	False	False	592,943
100	146.17	140.95	5.22	3.6%	0.66	0.5%	80%	False	False	475,072
120	146.17	139.73	6.44	4.4%	0.66	0.5%	84%	False	False	396,249

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	146.91
2.618	146.27
1.618	145.88
1.000	145.64
0.618	145.49
HIGH	145.25
0.618	145.10
0.500	145.06
0.382	145.01
LOW	144.86
0.618	144.62
1.000	144.47
1.618	144.23
2.618	143.84
4.250	143.20

Fisher Pivots for day following 06-Mar-2013
Pivot	1 day	3 day
R1	145.10	145.33
PP	145.08	145.26
S1	145.06	145.19

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

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