Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 03-Jan-2012

Day Change Summary
	Previous	Current
	02-Jan-2012	03-Jan-2012	Change	Change %	Previous Week
Open	139.30	138.34	-0.96	-0.7%	137.97
High	139.32	138.48	-0.84	-0.6%	139.13
Low	138.09	137.79	-0.30	-0.2%	137.50
Close	138.23	138.29	0.06	0.0%	138.95
Range	1.23	0.69	-0.54	-43.9%	1.63
ATR	1.12	1.09	-0.03	-2.7%	0.00
Volume	90,765	377,228	286,463	315.6%	502,015

Daily Pivots for day following 03-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.26	139.96	138.67
R3	139.57	139.27	138.48
R2	138.88	138.88	138.42
R1	138.58	138.58	138.35	138.39
PP	138.19	138.19	138.19	138.09
S1	137.89	137.89	138.23	137.70
S2	137.50	137.50	138.16
S3	136.81	137.20	138.10
S4	136.12	136.51	137.91

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	143.42	142.81	139.85
R3	141.79	141.18	139.40
R2	140.16	140.16	139.25
R1	139.55	139.55	139.10	139.86
PP	138.53	138.53	138.53	138.68
S1	137.92	137.92	138.80	138.23
S2	136.90	136.90	138.65
S3	135.27	136.29	138.50
S4	133.64	134.66	138.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.32	137.74	1.58	1.1%	0.81	0.6%	35%	False	False	175,854
10	139.32	136.69	2.63	1.9%	0.88	0.6%	61%	False	False	202,394
20	139.32	134.15	5.17	3.7%	1.09	0.8%	80%	False	False	362,155
40	139.65	132.87	6.78	4.9%	1.22	0.9%	80%	False	False	205,995
60	139.65	132.87	6.78	4.9%	1.24	0.9%	80%	False	False	137,470
80	139.77	132.87	6.90	5.0%	1.20	0.9%	79%	False	False	103,134
100	139.77	132.11	7.66	5.5%	1.02	0.7%	81%	False	False	82,527
120	139.77	125.69	14.08	10.2%	0.85	0.6%	89%	False	False	68,784

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141.41
2.618	140.29
1.618	139.60
1.000	139.17
0.618	138.91
HIGH	138.48
0.618	138.22
0.500	138.14
0.382	138.05
LOW	137.79
0.618	137.36
1.000	137.10
1.618	136.67
2.618	135.98
4.250	134.86

Fisher Pivots for day following 03-Jan-2012
Pivot	1 day	3 day
R1	138.24	138.56
PP	138.19	138.47
S1	138.14	138.38

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

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