Euro Bund Future September 2012

Trading Metrics calculated at close of trading on 02-Mar-2012

Day Change Summary
	Previous	Current
	01-Mar-2012	02-Mar-2012	Change	Change %	Previous Week
Open	137.30	137.59	0.29	0.2%	137.94
High	137.30	137.76	0.46	0.3%	138.26
Low	137.30	137.59	0.29	0.2%	137.30
Close	137.30	137.76	0.46	0.3%	137.76
Range	0.00	0.17	0.17		0.96
ATR	0.42	0.42	0.00	0.7%	0.00
Volume	119	1	-118	-99.2%	339

Daily Pivots for day following 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	138.21	138.16	137.85
R3	138.04	137.99	137.81
R2	137.87	137.87	137.79
R1	137.82	137.82	137.78	137.85
PP	137.70	137.70	137.70	137.72
S1	137.65	137.65	137.74	137.68
S2	137.53	137.53	137.73
S3	137.36	137.48	137.71
S4	137.19	137.31	137.67

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.65	140.17	138.29
R3	139.69	139.21	138.02
R2	138.73	138.73	137.94
R1	138.25	138.25	137.85	138.01
PP	137.77	137.77	137.77	137.66
S1	137.29	137.29	137.67	137.05
S2	136.81	136.81	137.58
S3	135.85	136.33	137.50
S4	134.89	135.37	137.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.26	137.30	0.96	0.7%	0.03	0.0%	48%	False	False	67
10	138.26	136.16	2.10	1.5%	0.02	0.0%	76%	False	False	83
20	138.26	135.30	2.96	2.1%	0.01	0.0%	83%	False	False	69

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	138.48
2.618	138.21
1.618	138.04
1.000	137.93
0.618	137.87
HIGH	137.76
0.618	137.70
0.500	137.68
0.382	137.65
LOW	137.59
0.618	137.48
1.000	137.42
1.618	137.31
2.618	137.14
4.250	136.87

Fisher Pivots for day following 02-Mar-2012
Pivot	1 day	3 day
R1	137.73	137.71
PP	137.70	137.65
S1	137.68	137.60

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

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