Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 20-Dec-2011

Day Change Summary
	Previous	Current
	19-Dec-2011	20-Dec-2011	Change	Change %	Previous Week
Open	138.65	138.23	-0.42	-0.3%	135.22
High	138.69	138.36	-0.33	-0.2%	138.86
Low	138.08	137.39	-0.69	-0.5%	135.22
Close	138.40	137.60	-0.80	-0.6%	138.60
Range	0.61	0.97	0.36	59.0%	3.64
ATR	1.33	1.31	-0.02	-1.7%	0.00
Volume	235,554	297,757	62,203	26.4%	2,199,351

Daily Pivots for day following 20-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	140.69	140.12	138.13
R3	139.72	139.15	137.87
R2	138.75	138.75	137.78
R1	138.18	138.18	137.69	137.98
PP	137.78	137.78	137.78	137.69
S1	137.21	137.21	137.51	137.01
S2	136.81	136.81	137.42
S3	135.84	136.24	137.33
S4	134.87	135.27	137.07

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	148.48	147.18	140.60
R3	144.84	143.54	139.60
R2	141.20	141.20	139.27
R1	139.90	139.90	138.93	140.55
PP	137.56	137.56	137.56	137.89
S1	136.26	136.26	138.27	136.91
S2	133.92	133.92	137.93
S3	130.28	132.62	137.60
S4	126.64	128.98	136.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.86	136.61	2.25	1.6%	1.02	0.7%	44%	False	False	369,706
10	138.86	134.54	4.32	3.1%	1.30	0.9%	71%	False	False	478,397
20	138.86	132.87	5.99	4.4%	1.36	1.0%	79%	False	False	322,969
40	139.65	132.87	6.78	4.9%	1.35	1.0%	70%	False	False	162,985
60	139.65	132.87	6.78	4.9%	1.28	0.9%	70%	False	False	108,717
80	139.77	132.87	6.90	5.0%	1.18	0.9%	69%	False	False	81,578
100	139.77	130.79	8.98	6.5%	0.95	0.7%	76%	False	False	65,269

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142.48
2.618	140.90
1.618	139.93
1.000	139.33
0.618	138.96
HIGH	138.36
0.618	137.99
0.500	137.88
0.382	137.76
LOW	137.39
0.618	136.79
1.000	136.42
1.618	135.82
2.618	134.85
4.250	133.27

Fisher Pivots for day following 20-Dec-2011
Pivot	1 day	3 day
R1	137.88	138.13
PP	137.78	137.95
S1	137.69	137.78

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

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