Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 26-Sep-2011

Day Change Summary
	Previous	Current
	23-Sep-2011	26-Sep-2011	Change	Change %	Previous Week
Open	139.20	138.22	-0.98	-0.7%	137.84
High	139.77	138.63	-1.14	-0.8%	139.77
Low	138.12	137.37	-0.75	-0.5%	137.60
Close	138.68	137.71	-0.97	-0.7%	138.68
Range	1.65	1.26	-0.39	-23.6%	2.17
ATR	1.00	1.02	0.02	2.2%	0.00
Volume	90	85	-5	-5.6%	493

Daily Pivots for day following 26-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	141.68	140.96	138.40
R3	140.42	139.70	138.06
R2	139.16	139.16	137.94
R1	138.44	138.44	137.83	138.17
PP	137.90	137.90	137.90	137.77
S1	137.18	137.18	137.59	136.91
S2	136.64	136.64	137.48
S3	135.38	135.92	137.36
S4	134.12	134.66	137.02

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	145.19	144.11	139.87
R3	143.02	141.94	139.28
R2	140.85	140.85	139.08
R1	139.77	139.77	138.88	140.31
PP	138.68	138.68	138.68	138.96
S1	137.60	137.60	138.48	138.14
S2	136.51	136.51	138.28
S3	134.34	135.43	138.08
S4	132.17	133.26	137.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.77	137.37	2.40	1.7%	1.01	0.7%	14%	False	True	102
10	139.77	135.82	3.95	2.9%	1.03	0.7%	48%	False	False	146
20	139.77	133.56	6.21	4.5%	0.83	0.6%	67%	False	False	157
40	139.77	130.76	9.01	6.5%	0.42	0.3%	77%	False	False	102

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	0.23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	143.99
2.618	141.93
1.618	140.67
1.000	139.89
0.618	139.41
HIGH	138.63
0.618	138.15
0.500	138.00
0.382	137.85
LOW	137.37
0.618	136.59
1.000	136.11
1.618	135.33
2.618	134.07
4.250	132.02

Fisher Pivots for day following 26-Sep-2011
Pivot	1 day	3 day
R1	138.00	138.57
PP	137.90	138.28
S1	137.81	138.00

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

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