Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	138.83	137.78	-1.05	-0.8%	139.25
High	139.13	137.96	-1.17	-0.8%	139.89
Low	137.83	137.50	-0.33	-0.2%	138.13
Close	138.02	137.74	-0.28	-0.2%	138.25
Range	1.30	0.46	-0.84	-64.6%	1.76
ATR	0.99	0.96	-0.03	-3.4%	0.00
Volume	812,016	622,735	-189,281	-23.3%	3,410,146

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.11	138.89	137.99
R3	138.65	138.43	137.87
R2	138.19	138.19	137.82
R1	137.97	137.97	137.78	137.85
PP	137.73	137.73	137.73	137.68
S1	137.51	137.51	137.70	137.39
S2	137.27	137.27	137.66
S3	136.81	137.05	137.61
S4	136.35	136.59	137.49

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	139.79	137.50	2.29	1.7%	0.97	0.7%	10%	False	True	695,645
10	139.89	137.50	2.39	1.7%	0.89	0.6%	10%	False	True	674,151
20	140.23	137.18	3.05	2.2%	0.91	0.7%	18%	False	False	687,892
40	140.23	135.97	4.26	3.1%	0.90	0.7%	42%	False	False	506,138
60	140.23	132.87	7.36	5.3%	1.06	0.8%	66%	False	False	407,329
80	140.23	132.87	7.36	5.3%	1.13	0.8%	66%	False	False	305,731
100	140.23	132.87	7.36	5.3%	1.13	0.8%	66%	False	False	244,622
120	140.23	132.87	7.36	5.3%	1.04	0.8%	66%	False	False	203,873

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.19
Narrowest range in 84 trading days

Fibonacci Retracements and Extensions
4.250	139.92
2.618	139.16
1.618	138.70
1.000	138.42
0.618	138.24
HIGH	137.96
0.618	137.78
0.500	137.73
0.382	137.68
LOW	137.50
0.618	137.22
1.000	137.04
1.618	136.76
2.618	136.30
4.250	135.55

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	137.74	138.32
PP	137.73	138.13
S1	137.73	137.93

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

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