Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 19-Sep-2011

Day Change Summary
	Previous	Current
	16-Sep-2011	19-Sep-2011	Change	Change %	Previous Week
Open	136.69	137.84	1.15	0.8%	138.67
High	137.20	138.25	1.05	0.8%	139.14
Low	136.44	137.60	1.16	0.9%	135.82
Close	137.08	137.96	0.88	0.6%	137.08
Range	0.76	0.65	-0.11	-14.5%	3.32
ATR	0.94	0.96	0.02	1.7%	0.00
Volume	128	65	-63	-49.2%	1,569

Daily Pivots for day following 19-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	139.89	139.57	138.32
R3	139.24	138.92	138.14
R2	138.59	138.59	138.08
R1	138.27	138.27	138.02	138.43
PP	137.94	137.94	137.94	138.02
S1	137.62	137.62	137.90	137.78
S2	137.29	137.29	137.84
S3	136.64	136.97	137.78
S4	135.99	136.32	137.60

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%	1.06	0.8%	64%	False	False	190
10	139.14	135.70	3.44	2.5%	1.00	0.7%	66%	False	False	257
20	139.14	133.39	5.75	4.2%	0.59	0.4%	79%	False	False	131
40	139.14	127.02	12.12	8.8%	0.30	0.2%	90%	False	False	89

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.12
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	141.01
2.618	139.95
1.618	139.30
1.000	138.90
0.618	138.65
HIGH	138.25
0.618	138.00
0.500	137.93
0.382	137.85
LOW	137.60
0.618	137.20
1.000	136.95
1.618	136.55
2.618	135.90
4.250	134.84

Fisher Pivots for day following 19-Sep-2011
Pivot	1 day	3 day
R1	137.95	137.65
PP	137.94	137.34
S1	137.93	137.04

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

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