Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 28-Feb-2012

Day Change Summary
	Previous	Current
	27-Feb-2012	28-Feb-2012	Change	Change %	Previous Week
Open	139.12	139.61	0.49	0.4%	137.88
High	139.95	140.20	0.25	0.2%	139.18
Low	138.81	139.52	0.71	0.5%	137.70
Close	139.62	139.96	0.34	0.2%	139.03
Range	1.14	0.68	-0.46	-40.4%	1.48
ATR	0.94	0.92	-0.02	-2.0%	0.00
Volume	810,936	724,918	-86,018	-10.6%	2,471,376

Daily Pivots for day following 28-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.93	141.63	140.33
R3	141.25	140.95	140.15
R2	140.57	140.57	140.08
R1	140.27	140.27	140.02	140.42
PP	139.89	139.89	139.89	139.97
S1	139.59	139.59	139.90	139.74
S2	139.21	139.21	139.84
S3	138.53	138.91	139.77
S4	137.85	138.23	139.59

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	140.20	137.72	2.48	1.8%	0.83	0.6%	90%	True	False	676,952
10	140.20	137.70	2.50	1.8%	0.84	0.6%	90%	True	False	685,109
20	140.20	136.93	3.27	2.3%	0.91	0.6%	93%	True	False	691,082
40	140.23	136.93	3.30	2.4%	0.90	0.6%	92%	False	False	640,131
60	140.23	134.13	6.10	4.4%	0.97	0.7%	96%	False	False	550,492
80	140.23	132.87	7.36	5.3%	1.06	0.8%	96%	False	False	417,229
100	140.23	132.87	7.36	5.3%	1.11	0.8%	96%	False	False	333,856
120	140.23	132.87	7.36	5.3%	1.10	0.8%	96%	False	False	278,239

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	False
Stretch	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	143.09
2.618	141.98
1.618	141.30
1.000	140.88
0.618	140.62
HIGH	140.20
0.618	139.94
0.500	139.86
0.382	139.78
LOW	139.52
0.618	139.10
1.000	138.84
1.618	138.42
2.618	137.74
4.250	136.63

Fisher Pivots for day following 28-Feb-2012
Pivot	1 day	3 day
R1	139.93	139.81
PP	139.89	139.66
S1	139.86	139.51

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

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