Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 22-Sep-2011

Day Change Summary
	Previous	Current
	21-Sep-2011	22-Sep-2011	Change	Change %	Previous Week
Open	137.95	138.97	1.02	0.7%	138.67
High	138.42	139.62	1.20	0.9%	139.14
Low	137.70	138.92	1.22	0.9%	135.82
Close	138.33	139.09	0.76	0.5%	137.08
Range	0.72	0.70	-0.02	-2.8%	3.32
ATR	0.93	0.95	0.03	2.8%	0.00
Volume	239	80	-159	-66.5%	1,569

Daily Pivots for day following 22-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	141.31	140.90	139.48
R3	140.61	140.20	139.28
R2	139.91	139.91	139.22
R1	139.50	139.50	139.15	139.71
PP	139.21	139.21	139.21	139.31
S1	138.80	138.80	139.03	139.01
S2	138.51	138.51	138.96
S3	137.81	138.10	138.90
S4	137.11	137.40	138.71

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	139.62	136.44	3.18	2.3%	0.71	0.5%	83%	True	False	106
10	139.62	135.82	3.80	2.7%	0.93	0.7%	86%	True	False	201
20	139.62	133.39	6.23	4.5%	0.69	0.5%	91%	True	False	148
40	139.62	129.04	10.58	7.6%	0.35	0.3%	95%	True	False	97

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	0.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142.60
2.618	141.45
1.618	140.75
1.000	140.32
0.618	140.05
HIGH	139.62
0.618	139.35
0.500	139.27
0.382	139.19
LOW	138.92
0.618	138.49
1.000	138.22
1.618	137.79
2.618	137.09
4.250	135.95

Fisher Pivots for day following 22-Sep-2011
Pivot	1 day	3 day
R1	139.27	138.95
PP	139.21	138.80
S1	139.15	138.66

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

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