Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 06-Feb-2012

Day Change Summary
	Previous	Current
	03-Feb-2012	06-Feb-2012	Change	Change %	Previous Week
Open	139.34	138.47	-0.87	-0.6%	139.25
High	139.59	139.14	-0.45	-0.3%	139.89
Low	138.13	138.44	0.31	0.2%	138.13
Close	138.25	138.94	0.69	0.5%	138.25
Range	1.46	0.70	-0.76	-52.1%	1.76
ATR	0.98	0.97	-0.01	-0.6%	0.00
Volume	729,565	554,865	-174,700	-23.9%	3,410,146

Daily Pivots for day following 06-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.94	140.64	139.33
R3	140.24	139.94	139.13
R2	139.54	139.54	139.07
R1	139.24	139.24	139.00	139.39
PP	138.84	138.84	138.84	138.92
S1	138.54	138.54	138.88	138.69
S2	138.14	138.14	138.81
S3	137.44	137.84	138.75
S4	136.74	137.14	138.56

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.04	142.90	139.22
R3	142.28	141.14	138.73
R2	140.52	140.52	138.57
R1	139.38	139.38	138.41	139.07
PP	138.76	138.76	138.76	138.60
S1	137.62	137.62	138.09	137.31
S2	137.00	137.00	137.93
S3	135.24	135.86	137.77
S4	133.48	134.10	137.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.89	138.13	1.76	1.3%	0.93	0.7%	46%	False	False	692,409
10	139.89	137.18	2.71	2.0%	0.91	0.7%	65%	False	False	685,467
20	140.23	137.18	3.05	2.2%	0.89	0.6%	58%	False	False	658,570
40	140.23	135.22	5.01	3.6%	0.94	0.7%	74%	False	False	493,753
60	140.23	132.87	7.36	5.3%	1.08	0.8%	82%	False	False	383,497
80	140.23	132.87	7.36	5.3%	1.15	0.8%	82%	False	False	287,817
100	140.23	132.87	7.36	5.3%	1.13	0.8%	82%	False	False	230,276
120	140.23	132.87	7.36	5.3%	1.02	0.7%	82%	False	False	191,918

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	142.12
2.618	140.97
1.618	140.27
1.000	139.84
0.618	139.57
HIGH	139.14
0.618	138.87
0.500	138.79
0.382	138.71
LOW	138.44
0.618	138.01
1.000	137.74
1.618	137.31
2.618	136.61
4.250	135.47

Fisher Pivots for day following 06-Feb-2012
Pivot	1 day	3 day
R1	138.89	138.96
PP	138.84	138.95
S1	138.79	138.95

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

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