Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 10-Feb-2012

Day Change Summary
	Previous	Current
	09-Feb-2012	10-Feb-2012	Change	Change %	Previous Week
Open	137.65	137.23	-0.42	-0.3%	138.47
High	137.96	138.78	0.82	0.6%	139.14
Low	136.93	137.23	0.30	0.2%	136.93
Close	137.23	138.62	1.39	1.0%	138.62
Range	1.03	1.55	0.52	50.5%	2.21
ATR	0.96	1.01	0.04	4.3%	0.00
Volume	832,809	721,891	-110,918	-13.3%	3,544,316

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.86	142.29	139.47
R3	141.31	140.74	139.05
R2	139.76	139.76	138.90
R1	139.19	139.19	138.76	139.48
PP	138.21	138.21	138.21	138.35
S1	137.64	137.64	138.48	137.93
S2	136.66	136.66	138.34
S3	135.11	136.09	138.19
S4	133.56	134.54	137.77

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.86	143.95	139.84
R3	142.65	141.74	139.23
R2	140.44	140.44	139.03
R1	139.53	139.53	138.82	139.99
PP	138.23	138.23	138.23	138.46
S1	137.32	137.32	138.42	137.78
S2	136.02	136.02	138.21
S3	133.81	135.11	138.01
S4	131.60	132.90	137.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.14	136.93	2.21	1.6%	1.01	0.7%	76%	False	False	708,863
10	139.89	136.93	2.96	2.1%	0.97	0.7%	57%	False	False	695,446
20	140.23	136.93	3.30	2.4%	0.97	0.7%	51%	False	False	705,469
40	140.23	136.69	3.54	2.6%	0.91	0.7%	55%	False	False	520,918
60	140.23	132.87	7.36	5.3%	1.08	0.8%	78%	False	False	432,989
80	140.23	132.87	7.36	5.3%	1.14	0.8%	78%	False	False	325,163
100	140.23	132.87	7.36	5.3%	1.14	0.8%	78%	False	False	260,166
120	140.23	132.87	7.36	5.3%	1.06	0.8%	78%	False	False	216,829

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	0.17
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	145.37
2.618	142.84
1.618	141.29
1.000	140.33
0.618	139.74
HIGH	138.78
0.618	138.19
0.500	138.01
0.382	137.82
LOW	137.23
0.618	136.27
1.000	135.68
1.618	134.72
2.618	133.17
4.250	130.64

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	138.42	138.37
PP	138.21	138.11
S1	138.01	137.86

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

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