Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 24-Feb-2012

Day Change Summary
	Previous	Current
	23-Feb-2012	24-Feb-2012	Change	Change %	Previous Week
Open	138.76	138.99	0.23	0.2%	137.88
High	139.18	139.17	-0.01	0.0%	139.18
Low	138.51	138.81	0.30	0.2%	137.70
Close	139.04	139.03	-0.01	0.0%	139.03
Range	0.67	0.36	-0.31	-46.3%	1.48
ATR	0.97	0.92	-0.04	-4.5%	0.00
Volume	652,205	484,150	-168,055	-25.8%	2,471,376

Daily Pivots for day following 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.08	139.92	139.23
R3	139.72	139.56	139.13
R2	139.36	139.36	139.10
R1	139.20	139.20	139.06	139.28
PP	139.00	139.00	139.00	139.05
S1	138.84	138.84	139.00	138.92
S2	138.64	138.64	138.96
S3	138.28	138.48	138.93
S4	137.92	138.12	138.83

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.08	142.53	139.84
R3	141.60	141.05	139.44
R2	140.12	140.12	139.30
R1	139.57	139.57	139.17	139.85
PP	138.64	138.64	138.64	138.77
S1	138.09	138.09	138.89	138.37
S2	137.16	137.16	138.76
S3	135.68	136.61	138.62
S4	134.20	135.13	138.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.18	137.70	1.48	1.1%	0.72	0.5%	90%	False	False	604,560
10	139.59	137.23	2.36	1.7%	0.89	0.6%	76%	False	False	655,617
20	139.89	136.93	2.96	2.1%	0.89	0.6%	71%	False	False	671,299
40	140.23	136.93	3.30	2.4%	0.89	0.6%	64%	False	False	608,714
60	140.23	133.33	6.90	5.0%	0.99	0.7%	83%	False	False	528,021
80	140.23	132.87	7.36	5.3%	1.07	0.8%	84%	False	False	398,044
100	140.23	132.87	7.36	5.3%	1.12	0.8%	84%	False	False	318,504
120	140.23	132.87	7.36	5.3%	1.10	0.8%	84%	False	False	265,445

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 123 trading days

Fibonacci Retracements and Extensions
4.250	140.70
2.618	140.11
1.618	139.75
1.000	139.53
0.618	139.39
HIGH	139.17
0.618	139.03
0.500	138.99
0.382	138.95
LOW	138.81
0.618	138.59
1.000	138.45
1.618	138.23
2.618	137.87
4.250	137.28

Fisher Pivots for day following 24-Feb-2012
Pivot	1 day	3 day
R1	139.02	138.84
PP	139.00	138.64
S1	138.99	138.45

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

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