Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 12-Sep-2011

Day Change Summary
	Previous	Current
	09-Sep-2011	12-Sep-2011	Change	Change %	Previous Week
Open	137.05	138.67	1.62	1.2%	136.00
High	138.50	138.82	0.32	0.2%	138.50
Low	137.05	138.41	1.36	1.0%	135.70
Close	138.08	138.55	0.47	0.3%	138.08
Range	1.45	0.41	-1.04	-71.7%	2.80
ATR	0.85	0.85	-0.01	-1.0%	0.00
Volume	45	681	636	1,413.3%	956

Daily Pivots for day following 12-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	139.82	139.60	138.78
R3	139.41	139.19	138.66
R2	139.00	139.00	138.63
R1	138.78	138.78	138.59	138.69
PP	138.59	138.59	138.59	138.55
S1	138.37	138.37	138.51	138.28
S2	138.18	138.18	138.47
S3	137.77	137.96	138.44
S4	137.36	137.55	138.32

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	138.82	135.70	3.12	2.3%	0.94	0.7%	91%	True	False	324
10	138.82	133.56	5.26	3.8%	0.63	0.5%	95%	True	False	167
20	138.82	132.11	6.71	4.8%	0.32	0.2%	96%	True	False	102
40	138.82	125.69	13.13	9.5%	0.16	0.1%	98%	True	False	85

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.05
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	140.56
2.618	139.89
1.618	139.48
1.000	139.23
0.618	139.07
HIGH	138.82
0.618	138.66
0.500	138.62
0.382	138.57
LOW	138.41
0.618	138.16
1.000	138.00
1.618	137.75
2.618	137.34
4.250	136.67

Fisher Pivots for day following 12-Sep-2011
Pivot	1 day	3 day
R1	138.62	138.12
PP	138.59	137.69
S1	138.57	137.26

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

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