Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 25-Jan-2012

Day Change Summary
	Previous	Current
	24-Jan-2012	25-Jan-2012	Change	Change %	Previous Week
Open	137.52	137.32	-0.20	-0.1%	139.72
High	137.90	138.41	0.51	0.4%	140.01
Low	137.18	137.18	0.00	0.0%	137.86
Close	137.47	137.82	0.35	0.3%	137.97
Range	0.72	1.23	0.51	70.8%	2.15
ATR	0.96	0.98	0.02	2.0%	0.00
Volume	792,723	755,187	-37,536	-4.7%	2,747,358

Daily Pivots for day following 25-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.49	140.89	138.50
R3	140.26	139.66	138.16
R2	139.03	139.03	138.05
R1	138.43	138.43	137.93	138.73
PP	137.80	137.80	137.80	137.96
S1	137.20	137.20	137.71	137.50
S2	136.57	136.57	137.59
S3	135.34	135.97	137.48
S4	134.11	134.74	137.14

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	139.75	137.18	2.57	1.9%	1.05	0.8%	25%	False	True	747,887
10	140.23	137.18	3.05	2.2%	0.94	0.7%	21%	False	True	701,634
20	140.23	137.18	3.05	2.2%	0.87	0.6%	21%	False	True	517,509
40	140.23	132.87	7.36	5.3%	1.05	0.8%	67%	False	False	439,780
60	140.23	132.87	7.36	5.3%	1.15	0.8%	67%	False	False	295,238
80	140.23	132.87	7.36	5.3%	1.17	0.9%	67%	False	False	221,500
100	140.23	132.87	7.36	5.3%	1.14	0.8%	67%	False	False	177,233
120	140.23	131.41	8.82	6.4%	0.96	0.7%	73%	False	False	147,697

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

Fibonacci Retracements and Extensions
4.250	143.64
2.618	141.63
1.618	140.40
1.000	139.64
0.618	139.17
HIGH	138.41
0.618	137.94
0.500	137.80
0.382	137.65
LOW	137.18
0.618	136.42
1.000	135.95
1.618	135.19
2.618	133.96
4.250	131.95

Fisher Pivots for day following 25-Jan-2012
Pivot	1 day	3 day
R1	137.81	137.82
PP	137.80	137.82
S1	137.80	137.82

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

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