Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 09-Feb-2012

Day Change Summary
	Previous	Current
	08-Feb-2012	09-Feb-2012	Change	Change %	Previous Week
Open	137.78	137.65	-0.13	-0.1%	139.25
High	137.96	137.96	0.00	0.0%	139.89
Low	137.50	136.93	-0.57	-0.4%	138.13
Close	137.74	137.23	-0.51	-0.4%	138.25
Range	0.46	1.03	0.57	123.9%	1.76
ATR	0.96	0.96	0.01	0.5%	0.00
Volume	622,735	832,809	210,074	33.7%	3,410,146

Daily Pivots for day following 09-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.46	139.88	137.80
R3	139.43	138.85	137.51
R2	138.40	138.40	137.42
R1	137.82	137.82	137.32	137.60
PP	137.37	137.37	137.37	137.26
S1	136.79	136.79	137.14	136.57
S2	136.34	136.34	137.04
S3	135.31	135.76	136.95
S4	134.28	134.73	136.66

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.04	142.90	139.22
R3	142.28	141.14	138.73
R2	140.52	140.52	138.57
R1	139.38	139.38	138.41	139.07
PP	138.76	138.76	138.76	138.60
S1	137.62	137.62	138.09	137.31
S2	137.00	137.00	137.93
S3	135.24	135.86	137.77
S4	133.48	134.10	137.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.59	136.93	2.66	1.9%	0.99	0.7%	11%	False	True	710,398
10	139.89	136.93	2.96	2.2%	0.89	0.6%	10%	False	True	686,981
20	140.23	136.93	3.30	2.4%	0.92	0.7%	9%	False	True	698,448
40	140.23	136.61	3.62	2.6%	0.90	0.7%	17%	False	False	515,499
60	140.23	132.87	7.36	5.4%	1.07	0.8%	59%	False	False	421,137
80	140.23	132.87	7.36	5.4%	1.14	0.8%	59%	False	False	316,140
100	140.23	132.87	7.36	5.4%	1.13	0.8%	59%	False	False	252,950
120	140.23	132.87	7.36	5.4%	1.05	0.8%	59%	False	False	210,814

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142.34
2.618	140.66
1.618	139.63
1.000	138.99
0.618	138.60
HIGH	137.96
0.618	137.57
0.500	137.45
0.382	137.32
LOW	136.93
0.618	136.29
1.000	135.90
1.618	135.26
2.618	134.23
4.250	132.55

Fisher Pivots for day following 09-Feb-2012
Pivot	1 day	3 day
R1	137.45	138.03
PP	137.37	137.76
S1	137.30	137.50

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

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