Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 16-Sep-2011

Day Change Summary
	Previous	Current
	15-Sep-2011	16-Sep-2011	Change	Change %	Previous Week
Open	137.05	136.69	-0.36	-0.3%	138.67
High	137.05	137.20	0.15	0.1%	139.14
Low	135.82	136.44	0.62	0.5%	135.82
Close	136.33	137.08	0.75	0.6%	137.08
Range	1.23	0.76	-0.47	-38.2%	3.32
ATR	0.95	0.94	-0.01	-0.6%	0.00
Volume	561	128	-433	-77.2%	1,569

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	139.19	138.89	137.50
R3	138.43	138.13	137.29
R2	137.67	137.67	137.22
R1	137.37	137.37	137.15	137.52
PP	136.91	136.91	136.91	136.98
S1	136.61	136.61	137.01	136.76
S2	136.15	136.15	136.94
S3	135.39	135.85	136.87
S4	134.63	135.09	136.66

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	147.31	145.51	138.91
R3	143.99	142.19	137.99
R2	140.67	140.67	137.69
R1	138.87	138.87	137.38	138.11
PP	137.35	137.35	137.35	136.97
S1	135.55	135.55	136.78	134.79
S2	134.03	134.03	136.47
S3	130.71	132.23	136.17
S4	127.39	128.91	135.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.14	135.82	3.32	2.4%	1.01	0.7%	38%	False	False	313
10	139.14	135.70	3.44	2.5%	1.03	0.8%	40%	False	False	252
20	139.14	133.39	5.75	4.2%	0.56	0.4%	64%	False	False	129
40	139.14	126.94	12.20	8.9%	0.28	0.2%	83%	False	False	97

Crabel Price Patterns
NR	True
NR4	True
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	0.10
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	140.43
2.618	139.19
1.618	138.43
1.000	137.96
0.618	137.67
HIGH	137.20
0.618	136.91
0.500	136.82
0.382	136.73
LOW	136.44
0.618	135.97
1.000	135.68
1.618	135.21
2.618	134.45
4.250	133.21

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	136.99	137.11
PP	136.91	137.10
S1	136.82	137.09

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

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