Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 08-Mar-2011

Day Change Summary
	Previous	Current
	07-Mar-2011	08-Mar-2011	Change	Change %	Previous Week
Open	121.37	120.93	-0.44	-0.4%	122.32
High	121.37	120.93	-0.44	-0.4%	122.32
Low	120.96	120.90	-0.06	0.0%	120.85
Close	121.18	121.02	-0.16	-0.1%	121.30
Range	0.41	0.03	-0.38	-92.7%	1.47
ATR	0.32	0.32	0.00	-0.9%	0.00
Volume	198	2	-196	-99.0%	745

Daily Pivots for day following 08-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121.04	121.06	121.04
R3	121.01	121.03	121.03
R2	120.98	120.98	121.03
R1	121.00	121.00	121.02	120.99
PP	120.95	120.95	120.95	120.95
S1	120.97	120.97	121.02	120.96
S2	120.92	120.92	121.01
S3	120.89	120.94	121.01
S4	120.86	120.91	121.00

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.90	125.07	122.11
R3	124.43	123.60	121.70
R2	122.96	122.96	121.57
R1	122.13	122.13	121.43	121.81
PP	121.49	121.49	121.49	121.33
S1	120.66	120.66	121.17	120.34
S2	120.02	120.02	121.03
S3	118.55	119.19	120.90
S4	117.08	117.72	120.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.88	120.85	1.03	0.9%	0.27	0.2%	17%	False	False	141
10	122.61	120.85	1.76	1.5%	0.13	0.1%	10%	False	False	121
20	122.61	120.58	2.03	1.7%	0.07	0.1%	22%	False	False	76

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	0.00
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121.06
2.618	121.01
1.618	120.98
1.000	120.96
0.618	120.95
HIGH	120.93
0.618	120.92
0.500	120.92
0.382	120.91
LOW	120.90
0.618	120.88
1.000	120.87
1.618	120.85
2.618	120.82
4.250	120.77

Fisher Pivots for day following 08-Mar-2011
Pivot	1 day	3 day
R1	120.99	121.14
PP	120.95	121.10
S1	120.92	121.06

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

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