Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 02-Jan-2012

Day Change Summary
	Previous	Current
	30-Dec-2011	02-Jan-2012	Change	Change %	Previous Week
Open	138.86	139.30	0.44	0.3%	137.97
High	139.13	139.32	0.19	0.1%	139.13
Low	138.60	138.09	-0.51	-0.4%	137.50
Close	138.95	138.23	-0.72	-0.5%	138.95
Range	0.53	1.23	0.70	132.1%	1.63
ATR	1.11	1.12	0.01	0.8%	0.00
Volume	114,998	90,765	-24,233	-21.1%	502,015

Daily Pivots for day following 02-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.24	141.46	138.91
R3	141.01	140.23	138.57
R2	139.78	139.78	138.46
R1	139.00	139.00	138.34	138.78
PP	138.55	138.55	138.55	138.43
S1	137.77	137.77	138.12	137.55
S2	137.32	137.32	138.00
S3	136.09	136.54	137.89
S4	134.86	135.31	137.55

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	143.42	142.81	139.85
R3	141.79	141.18	139.40
R2	140.16	140.16	139.25
R1	139.55	139.55	139.10	139.86
PP	138.53	138.53	138.53	138.68
S1	137.92	137.92	138.80	138.23
S2	136.90	136.90	138.65
S3	135.27	136.29	138.50
S4	133.64	134.66	138.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.32	137.50	1.82	1.3%	0.89	0.6%	40%	True	False	118,556
10	139.32	136.69	2.63	1.9%	0.87	0.6%	59%	True	False	188,226
20	139.32	134.13	5.19	3.8%	1.12	0.8%	79%	True	False	369,177
40	139.65	132.87	6.78	4.9%	1.22	0.9%	79%	False	False	196,581
60	139.65	132.87	6.78	4.9%	1.25	0.9%	79%	False	False	131,184
80	139.77	132.87	6.90	5.0%	1.20	0.9%	78%	False	False	98,427
100	139.77	131.93	7.84	5.7%	1.02	0.7%	80%	False	False	78,755
120	139.77	125.69	14.08	10.2%	0.85	0.6%	89%	False	False	65,643

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	144.55
2.618	142.54
1.618	141.31
1.000	140.55
0.618	140.08
HIGH	139.32
0.618	138.85
0.500	138.71
0.382	138.56
LOW	138.09
0.618	137.33
1.000	136.86
1.618	136.10
2.618	134.87
4.250	132.86

Fisher Pivots for day following 02-Jan-2012
Pivot	1 day	3 day
R1	138.71	138.71
PP	138.55	138.55
S1	138.39	138.39

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

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