Euro Bund Future March 2012

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

Day Change Summary
	Previous	Current
	21-Dec-2011	22-Dec-2011	Change	Change %	Previous Week
Open	137.51	137.77	0.26	0.2%	135.22
High	138.08	137.90	-0.18	-0.1%	138.86
Low	136.69	137.15	0.46	0.3%	135.22
Close	137.66	137.83	0.17	0.1%	138.60
Range	1.39	0.75	-0.64	-46.0%	3.64
ATR	1.32	1.27	-0.04	-3.1%	0.00
Volume	401,389	255,056	-146,333	-36.5%	2,199,351

Daily Pivots for day following 22-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	139.88	139.60	138.24
R3	139.13	138.85	138.04
R2	138.38	138.38	137.97
R1	138.10	138.10	137.90	138.24
PP	137.63	137.63	137.63	137.70
S1	137.35	137.35	137.76	137.49
S2	136.88	136.88	137.69
S3	136.13	136.60	137.62
S4	135.38	135.85	137.42

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	136.69	2.17	1.6%	1.00	0.7%	53%	False	False	308,947
10	138.86	135.22	3.64	2.6%	1.16	0.8%	72%	False	False	390,272
20	138.86	132.87	5.99	4.3%	1.27	0.9%	83%	False	False	354,394
40	139.65	132.87	6.78	4.9%	1.34	1.0%	73%	False	False	179,380
60	139.65	132.87	6.78	4.9%	1.28	0.9%	73%	False	False	119,657
80	139.77	132.87	6.90	5.0%	1.21	0.9%	72%	False	False	89,783
100	139.77	131.36	8.41	6.1%	0.97	0.7%	77%	False	False	71,831

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	141.09
2.618	139.86
1.618	139.11
1.000	138.65
0.618	138.36
HIGH	137.90
0.618	137.61
0.500	137.53
0.382	137.44
LOW	137.15
0.618	136.69
1.000	136.40
1.618	135.94
2.618	135.19
4.250	133.96

Fisher Pivots for day following 22-Dec-2011
Pivot	1 day	3 day
R1	137.73	137.73
PP	137.63	137.63
S1	137.53	137.53

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

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