Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 10-Jan-2012

Day Change Summary
	Previous	Current
	09-Jan-2012	10-Jan-2012	Change	Change %	Previous Week
Open	139.03	138.81	-0.22	-0.2%	139.30
High	139.12	139.05	-0.07	-0.1%	139.32
Low	138.49	138.43	-0.06	0.0%	137.70
Close	139.10	138.72	-0.38	-0.3%	138.84
Range	0.63	0.62	-0.01	-1.6%	1.62
ATR	1.02	1.00	-0.03	-2.5%	0.00
Volume	346,542	501,764	155,222	44.8%	2,074,270

Daily Pivots for day following 10-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.59	140.28	139.06
R3	139.97	139.66	138.89
R2	139.35	139.35	138.83
R1	139.04	139.04	138.78	138.89
PP	138.73	138.73	138.73	138.66
S1	138.42	138.42	138.66	138.27
S2	138.11	138.11	138.61
S3	137.49	137.80	138.55
S4	136.87	137.18	138.38

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%	0.79	0.6%	72%	False	False	490,916
10	139.32	137.70	1.62	1.2%	0.80	0.6%	63%	False	False	333,385
20	139.32	135.97	3.35	2.4%	0.89	0.6%	82%	False	False	324,383
40	139.33	132.87	6.46	4.7%	1.14	0.8%	91%	False	False	267,048
60	139.65	132.87	6.78	4.9%	1.21	0.9%	86%	False	False	178,344
80	139.77	132.87	6.90	5.0%	1.18	0.9%	85%	False	False	133,804
100	139.77	132.87	6.90	5.0%	1.06	0.8%	85%	False	False	107,070
120	139.77	127.02	12.75	9.2%	0.89	0.6%	92%	False	False	89,233

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	141.69
2.618	140.67
1.618	140.05
1.000	139.67
0.618	139.43
HIGH	139.05
0.618	138.81
0.500	138.74
0.382	138.67
LOW	138.43
0.618	138.05
1.000	137.81
1.618	137.43
2.618	136.81
4.250	135.80

Fisher Pivots for day following 10-Jan-2012
Pivot	1 day	3 day
R1	138.74	138.71
PP	138.73	138.71
S1	138.73	138.70

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

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