Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 09-Sep-2011

Day Change Summary
	Previous	Current
	08-Sep-2011	09-Sep-2011	Change	Change %	Previous Week
Open	135.70	137.05	1.35	1.0%	136.00
High	137.38	138.50	1.12	0.8%	138.50
Low	135.70	137.05	1.35	1.0%	135.70
Close	136.72	138.08	1.36	1.0%	138.08
Range	1.68	1.45	-0.23	-13.7%	2.80
ATR	0.78	0.85	0.07	9.1%	0.00
Volume	182	45	-137	-75.3%	956

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.23	141.60	138.88
R3	140.78	140.15	138.48
R2	139.33	139.33	138.35
R1	138.70	138.70	138.21	139.02
PP	137.88	137.88	137.88	138.03
S1	137.25	137.25	137.95	137.57
S2	136.43	136.43	137.81
S3	134.98	135.80	137.68
S4	133.53	134.35	137.28

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	145.83	144.75	139.62
R3	143.03	141.95	138.85
R2	140.23	140.23	138.59
R1	139.15	139.15	138.34	139.69
PP	137.43	137.43	137.43	137.70
S1	136.35	136.35	137.82	136.89
S2	134.63	134.63	137.57
S3	131.83	133.55	137.31
S4	129.03	130.75	136.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.50	135.70	2.80	2.0%	1.06	0.8%	85%	True	False	191
10	138.50	133.39	5.11	3.7%	0.59	0.4%	92%	True	False	99
20	138.50	131.93	6.57	4.8%	0.30	0.2%	94%	True	False	67
40	138.50	125.69	12.81	9.3%	0.15	0.1%	97%	True	False	74

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	0.04
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144.66
2.618	142.30
1.618	140.85
1.000	139.95
0.618	139.40
HIGH	138.50
0.618	137.95
0.500	137.78
0.382	137.60
LOW	137.05
0.618	136.15
1.000	135.60
1.618	134.70
2.618	133.25
4.250	130.89

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	137.98	137.75
PP	137.88	137.43
S1	137.78	137.10

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

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