Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 16-Feb-2012

Day Change Summary
	Previous	Current
	15-Feb-2012	16-Feb-2012	Change	Change %	Previous Week
Open	138.31	139.42	1.11	0.8%	138.47
High	139.30	139.59	0.29	0.2%	139.14
Low	138.15	138.63	0.48	0.3%	136.93
Close	139.05	138.72	-0.33	-0.2%	138.62
Range	1.15	0.96	-0.19	-16.5%	2.21
ATR	1.00	1.00	0.00	-0.3%	0.00
Volume	733,007	821,512	88,505	12.1%	3,544,316

Daily Pivots for day following 16-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.86	141.25	139.25
R3	140.90	140.29	138.98
R2	139.94	139.94	138.90
R1	139.33	139.33	138.81	139.16
PP	138.98	138.98	138.98	138.89
S1	138.37	138.37	138.63	138.20
S2	138.02	138.02	138.54
S3	137.06	137.41	138.46
S4	136.10	136.45	138.19

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	139.59	137.23	2.36	1.7%	1.06	0.8%	63%	True	False	706,675
10	139.59	136.93	2.66	1.9%	1.03	0.7%	67%	True	False	708,536
20	139.89	136.93	2.96	2.1%	0.98	0.7%	60%	False	False	706,896
40	140.23	136.69	3.54	2.6%	0.91	0.7%	57%	False	False	557,620
60	140.23	132.87	7.36	5.3%	1.06	0.8%	79%	False	False	479,403
80	140.23	132.87	7.36	5.3%	1.13	0.8%	79%	False	False	360,303
100	140.23	132.87	7.36	5.3%	1.13	0.8%	79%	False	False	288,278
120	140.23	132.87	7.36	5.3%	1.09	0.8%	79%	False	False	240,258

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	True
Stretch	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	143.67
2.618	142.10
1.618	141.14
1.000	140.55
0.618	140.18
HIGH	139.59
0.618	139.22
0.500	139.11
0.382	139.00
LOW	138.63
0.618	138.04
1.000	137.67
1.618	137.08
2.618	136.12
4.250	134.55

Fisher Pivots for day following 16-Feb-2012
Pivot	1 day	3 day
R1	139.11	138.74
PP	138.98	138.73
S1	138.85	138.73

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

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