Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	138.79	137.88	-0.91	-0.7%	138.09
High	138.86	138.30	-0.56	-0.4%	139.59
Low	138.18	137.70	-0.48	-0.3%	137.64
Close	138.50	137.96	-0.54	-0.4%	138.50
Range	0.68	0.60	-0.08	-11.8%	1.95
ATR	0.98	0.97	-0.01	-1.3%	0.00
Volume	551,425	622,466	71,041	12.9%	3,362,912

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.79	139.47	138.29
R3	139.19	138.87	138.13
R2	138.59	138.59	138.07
R1	138.27	138.27	138.02	138.43
PP	137.99	137.99	137.99	138.07
S1	137.67	137.67	137.91	137.83
S2	137.39	137.39	137.85
S3	136.79	137.07	137.80
S4	136.19	136.47	137.63

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.43	143.41	139.57
R3	142.48	141.46	139.04
R2	140.53	140.53	138.86
R1	139.51	139.51	138.68	140.02
PP	138.58	138.58	138.58	138.83
S1	137.56	137.56	138.32	138.07
S2	136.63	136.63	138.14
S3	134.68	135.61	137.96
S4	132.73	133.66	137.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.59	137.70	1.89	1.4%	0.85	0.6%	14%	False	True	693,267
10	139.59	136.93	2.66	1.9%	0.94	0.7%	39%	False	False	697,482
20	139.89	136.93	2.96	2.1%	0.92	0.7%	35%	False	False	691,475
40	140.23	136.93	3.30	2.4%	0.89	0.6%	31%	False	False	570,556
60	140.23	132.87	7.36	5.3%	1.02	0.7%	69%	False	False	498,502
80	140.23	132.87	7.36	5.3%	1.11	0.8%	69%	False	False	374,968
100	140.23	132.87	7.36	5.3%	1.13	0.8%	69%	False	False	300,016
120	140.23	132.87	7.36	5.3%	1.10	0.8%	69%	False	False	250,041

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	0.20
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	140.85
2.618	139.87
1.618	139.27
1.000	138.90
0.618	138.67
HIGH	138.30
0.618	138.07
0.500	138.00
0.382	137.93
LOW	137.70
0.618	137.33
1.000	137.10
1.618	136.73
2.618	136.13
4.250	135.15

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	138.00	138.65
PP	137.99	138.42
S1	137.97	138.19

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

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