Euro Bund Future June 2013

Trading Metrics calculated at close of trading on 27-Feb-2013

Day Change Summary
	Previous	Current
	26-Feb-2013	27-Feb-2013	Change	Change %	Previous Week
Open	142.68	143.33	0.65	0.5%	140.74
High	143.28	143.56	0.28	0.2%	141.88
Low	142.61	142.97	0.36	0.3%	140.42
Close	143.05	143.24	0.19	0.1%	141.78
Range	0.67	0.59	-0.08	-11.9%	1.46
ATR	0.78	0.77	-0.01	-1.8%	0.00
Volume	69,730	135,677	65,947	94.6%	36,274

Daily Pivots for day following 27-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	145.03	144.72	143.56
R3	144.44	144.13	143.40
R2	143.85	143.85	143.35
R1	143.54	143.54	143.29	143.40
PP	143.26	143.26	143.26	143.19
S1	142.95	142.95	143.19	142.81
S2	142.67	142.67	143.13
S3	142.08	142.36	143.08
S4	141.49	141.77	142.92

Weekly Pivots for week ending 22-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	145.74	145.22	142.58
R3	144.28	143.76	142.18
R2	142.82	142.82	142.05
R1	142.30	142.30	141.91	142.56
PP	141.36	141.36	141.36	141.49
S1	140.84	140.84	141.65	141.10
S2	139.90	139.90	141.51
S3	138.44	139.38	141.38
S4	136.98	137.92	140.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.56	140.95	2.61	1.8%	0.83	0.6%	88%	True	False	54,852
10	143.56	140.09	3.47	2.4%	0.67	0.5%	91%	True	False	28,758
20	143.56	139.75	3.81	2.7%	0.68	0.5%	92%	True	False	15,020
40	143.56	139.50	4.06	2.8%	0.63	0.4%	92%	True	False	7,772

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.18
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	146.07
2.618	145.10
1.618	144.51
1.000	144.15
0.618	143.92
HIGH	143.56
0.618	143.33
0.500	143.27
0.382	143.20
LOW	142.97
0.618	142.61
1.000	142.38
1.618	142.02
2.618	141.43
4.250	140.46

Fisher Pivots for day following 27-Feb-2013
Pivot	1 day	3 day
R1	143.27	142.93
PP	143.26	142.61
S1	143.25	142.30

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

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