Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	139.75	139.04	-0.71	-0.5%	138.19
High	139.77	139.79	0.02	0.0%	139.26
Low	138.99	138.88	-0.11	-0.1%	137.18
Close	139.17	139.39	0.22	0.2%	138.89
Range	0.78	0.91	0.13	16.7%	2.08
ATR	0.94	0.94	0.00	-0.2%	0.00
Volume	702,676	759,048	56,372	8.0%	3,587,312

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.08	141.65	139.89
R3	141.17	140.74	139.64
R2	140.26	140.26	139.56
R1	139.83	139.83	139.47	140.05
PP	139.35	139.35	139.35	139.46
S1	138.92	138.92	139.31	139.14
S2	138.44	138.44	139.22
S3	137.53	138.01	139.14
S4	136.62	137.10	138.89

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	138.52	1.37	1.0%	0.78	0.6%	64%	False	False	663,564
10	139.89	137.18	2.71	1.9%	0.93	0.7%	82%	False	False	705,256
20	140.23	137.18	3.05	2.2%	0.88	0.6%	72%	False	False	646,401
40	140.23	134.54	5.69	4.1%	0.98	0.7%	85%	False	False	500,085
60	140.23	132.87	7.36	5.3%	1.10	0.8%	89%	False	False	362,203
80	140.23	132.87	7.36	5.3%	1.16	0.8%	89%	False	False	271,766
100	140.23	132.87	7.36	5.3%	1.13	0.8%	89%	False	False	217,439
120	140.23	132.87	7.36	5.3%	1.01	0.7%	89%	False	False	181,216

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	143.66
2.618	142.17
1.618	141.26
1.000	140.70
0.618	140.35
HIGH	139.79
0.618	139.44
0.500	139.34
0.382	139.23
LOW	138.88
0.618	138.32
1.000	137.97
1.618	137.41
2.618	136.50
4.250	135.01

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	139.37	139.39
PP	139.35	139.39
S1	139.34	139.39

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

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