Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 24-Jan-2012

Day Change Summary
	Previous	Current
	23-Jan-2012	24-Jan-2012	Change	Change %	Previous Week
Open	138.19	137.52	-0.67	-0.5%	139.72
High	138.45	137.90	-0.55	-0.4%	140.01
Low	137.25	137.18	-0.07	-0.1%	137.86
Close	137.44	137.47	0.03	0.0%	137.97
Range	1.20	0.72	-0.48	-40.0%	2.15
ATR	0.98	0.96	-0.02	-1.9%	0.00
Volume	697,651	792,723	95,072	13.6%	2,747,358

Daily Pivots for day following 24-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.68	139.29	137.87
R3	138.96	138.57	137.67
R2	138.24	138.24	137.60
R1	137.85	137.85	137.54	137.69
PP	137.52	137.52	137.52	137.43
S1	137.13	137.13	137.40	136.97
S2	136.80	136.80	137.34
S3	136.08	136.41	137.27
S4	135.36	135.69	137.07

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.06	143.67	139.15
R3	142.91	141.52	138.56
R2	140.76	140.76	138.36
R1	139.37	139.37	138.17	138.99
PP	138.61	138.61	138.61	138.43
S1	137.22	137.22	137.77	136.84
S2	136.46	136.46	137.58
S3	134.31	135.07	137.38
S4	132.16	132.92	136.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140.01	137.18	2.83	2.1%	0.93	0.7%	10%	False	True	721,546
10	140.23	137.18	3.05	2.2%	0.88	0.6%	10%	False	True	676,291
20	140.23	137.18	3.05	2.2%	0.87	0.6%	10%	False	True	484,287
40	140.23	132.87	7.36	5.4%	1.05	0.8%	63%	False	False	421,467
60	140.23	132.87	7.36	5.4%	1.17	0.9%	63%	False	False	282,673
80	140.23	132.87	7.36	5.4%	1.17	0.9%	63%	False	False	212,061
100	140.23	132.87	7.36	5.4%	1.14	0.8%	63%	False	False	169,681
120	140.23	131.41	8.82	6.4%	0.95	0.7%	69%	False	False	141,405

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	140.96
2.618	139.78
1.618	139.06
1.000	138.62
0.618	138.34
HIGH	137.90
0.618	137.62
0.500	137.54
0.382	137.46
LOW	137.18
0.618	136.74
1.000	136.46
1.618	136.02
2.618	135.30
4.250	134.12

Fisher Pivots for day following 24-Jan-2012
Pivot	1 day	3 day
R1	137.54	138.11
PP	137.52	137.89
S1	137.49	137.68

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

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