Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 09-Jan-2012

Day Change Summary
	Previous	Current
	06-Jan-2012	09-Jan-2012	Change	Change %	Previous Week
Open	138.62	139.03	0.41	0.3%	139.30
High	139.00	139.12	0.12	0.1%	139.32
Low	138.28	138.49	0.21	0.2%	137.70
Close	138.84	139.10	0.26	0.2%	138.84
Range	0.72	0.63	-0.09	-12.5%	1.62
ATR	1.05	1.02	-0.03	-2.9%	0.00
Volume	419,752	346,542	-73,210	-17.4%	2,074,270

Daily Pivots for day following 09-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.79	140.58	139.45
R3	140.16	139.95	139.27
R2	139.53	139.53	139.22
R1	139.32	139.32	139.16	139.43
PP	138.90	138.90	138.90	138.96
S1	138.69	138.69	139.04	138.80
S2	138.27	138.27	138.98
S3	137.64	138.06	138.93
S4	137.01	137.43	138.75

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.48	142.78	139.73
R3	141.86	141.16	139.29
R2	140.24	140.24	139.14
R1	139.54	139.54	138.99	139.08
PP	138.62	138.62	138.62	138.39
S1	137.92	137.92	138.69	137.46
S2	137.00	137.00	138.54
S3	135.38	136.30	138.39
S4	133.76	134.68	137.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.12	137.70	1.42	1.0%	0.81	0.6%	99%	True	False	466,009
10	139.32	137.50	1.82	1.3%	0.85	0.6%	88%	False	False	292,282
20	139.32	135.22	4.10	2.9%	0.94	0.7%	95%	False	False	320,583
40	139.33	132.87	6.46	4.6%	1.16	0.8%	96%	False	False	254,593
60	139.65	132.87	6.78	4.9%	1.23	0.9%	92%	False	False	169,991
80	139.77	132.87	6.90	5.0%	1.18	0.9%	90%	False	False	127,533
100	139.77	132.87	6.90	5.0%	1.06	0.8%	90%	False	False	102,052
120	139.77	126.94	12.83	9.2%	0.88	0.6%	95%	False	False	85,055

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	141.80
2.618	140.77
1.618	140.14
1.000	139.75
0.618	139.51
HIGH	139.12
0.618	138.88
0.500	138.81
0.382	138.73
LOW	138.49
0.618	138.10
1.000	137.86
1.618	137.47
2.618	136.84
4.250	135.81

Fisher Pivots for day following 09-Jan-2012
Pivot	1 day	3 day
R1	139.00	138.87
PP	138.90	138.64
S1	138.81	138.41

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

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