Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 15-Feb-2012

Day Change Summary
	Previous	Current
	14-Feb-2012	15-Feb-2012	Change	Change %	Previous Week
Open	138.49	138.31	-0.18	-0.1%	138.47
High	138.75	139.30	0.55	0.4%	139.14
Low	137.89	138.15	0.26	0.2%	136.93
Close	138.53	139.05	0.52	0.4%	138.62
Range	0.86	1.15	0.29	33.7%	2.21
ATR	0.99	1.00	0.01	1.1%	0.00
Volume	737,925	733,007	-4,918	-0.7%	3,544,316

Daily Pivots for day following 15-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.28	141.82	139.68
R3	141.13	140.67	139.37
R2	139.98	139.98	139.26
R1	139.52	139.52	139.16	139.75
PP	138.83	138.83	138.83	138.95
S1	138.37	138.37	138.94	138.60
S2	137.68	137.68	138.84
S3	136.53	137.22	138.73
S4	135.38	136.07	138.42

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	139.30	136.93	2.37	1.7%	1.07	0.8%	89%	True	False	708,935
10	139.79	136.93	2.86	2.1%	1.02	0.7%	74%	False	False	702,290
20	139.89	136.93	2.96	2.1%	0.97	0.7%	72%	False	False	701,281
40	140.23	136.69	3.54	2.5%	0.91	0.7%	67%	False	False	544,526
60	140.23	132.87	7.36	5.3%	1.05	0.8%	84%	False	False	465,819
80	140.23	132.87	7.36	5.3%	1.14	0.8%	84%	False	False	350,035
100	140.23	132.87	7.36	5.3%	1.13	0.8%	84%	False	False	280,064
120	140.23	132.87	7.36	5.3%	1.08	0.8%	84%	False	False	233,412

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.20
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	144.19
2.618	142.31
1.618	141.16
1.000	140.45
0.618	140.01
HIGH	139.30
0.618	138.86
0.500	138.73
0.382	138.59
LOW	138.15
0.618	137.44
1.000	137.00
1.618	136.29
2.618	135.14
4.250	133.26

Fisher Pivots for day following 15-Feb-2012
Pivot	1 day	3 day
R1	138.94	138.86
PP	138.83	138.66
S1	138.73	138.47

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

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