Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 31-Jan-2012

Day Change Summary
	Previous	Current
	30-Jan-2012	31-Jan-2012	Change	Change %	Previous Week
Open	139.25	139.59	0.34	0.2%	138.19
High	139.77	139.89	0.12	0.1%	139.26
Low	139.11	139.08	-0.03	0.0%	137.18
Close	139.55	139.72	0.17	0.1%	138.89
Range	0.66	0.81	0.15	22.7%	2.08
ATR	0.96	0.95	-0.01	-1.1%	0.00
Volume	502,962	715,895	212,933	42.3%	3,587,312

Daily Pivots for day following 31-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.99	141.67	140.17
R3	141.18	140.86	139.94
R2	140.37	140.37	139.87
R1	140.05	140.05	139.79	140.21
PP	139.56	139.56	139.56	139.65
S1	139.24	139.24	139.65	139.40
S2	138.75	138.75	139.57
S3	137.94	138.43	139.50
S4	137.13	137.62	139.27

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.68	143.87	140.03
R3	142.60	141.79	139.46
R2	140.52	140.52	139.27
R1	139.71	139.71	139.08	140.12
PP	138.44	138.44	138.44	138.65
S1	137.63	137.63	138.70	138.04
S2	136.36	136.36	138.51
S3	134.28	135.55	138.32
S4	132.20	133.47	137.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.89	137.18	2.71	1.9%	0.90	0.6%	94%	True	False	663,159
10	140.01	137.18	2.83	2.0%	0.91	0.7%	90%	False	False	692,352
20	140.23	137.18	3.05	2.2%	0.87	0.6%	83%	False	False	620,438
40	140.23	134.13	6.10	4.4%	0.99	0.7%	92%	False	False	494,807
60	140.23	132.87	7.36	5.3%	1.10	0.8%	93%	False	False	337,866
80	140.23	132.87	7.36	5.3%	1.16	0.8%	93%	False	False	253,497
100	140.23	132.87	7.36	5.3%	1.13	0.8%	93%	False	False	202,829
120	140.23	131.93	8.30	5.9%	0.99	0.7%	94%	False	False	169,036

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

Fibonacci Retracements and Extensions
4.250	143.33
2.618	142.01
1.618	141.20
1.000	140.70
0.618	140.39
HIGH	139.89
0.618	139.58
0.500	139.49
0.382	139.39
LOW	139.08
0.618	138.58
1.000	138.27
1.618	137.77
2.618	136.96
4.250	135.64

Fisher Pivots for day following 31-Jan-2012
Pivot	1 day	3 day
R1	139.64	139.55
PP	139.56	139.38
S1	139.49	139.21

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

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