Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 05-Mar-2012

Day Change Summary
	Previous	Current
	02-Mar-2012	05-Mar-2012	Change	Change %	Previous Week
Open	139.50	139.91	0.41	0.3%	139.12
High	140.16	140.39	0.23	0.2%	140.28
Low	139.39	139.71	0.32	0.2%	138.81
Close	140.06	139.81	-0.25	-0.2%	140.06
Range	0.77	0.68	-0.09	-11.7%	1.47
ATR	0.91	0.89	-0.02	-1.8%	0.00
Volume	656,880	944,474	287,594	43.8%	3,897,161

Daily Pivots for day following 05-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.01	141.59	140.18
R3	141.33	140.91	140.00
R2	140.65	140.65	139.93
R1	140.23	140.23	139.87	140.10
PP	139.97	139.97	139.97	139.91
S1	139.55	139.55	139.75	139.42
S2	139.29	139.29	139.69
S3	138.61	138.87	139.62
S4	137.93	138.19	139.44

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.13	143.56	140.87
R3	142.66	142.09	140.46
R2	141.19	141.19	140.33
R1	140.62	140.62	140.19	140.91
PP	139.72	139.72	139.72	139.86
S1	139.15	139.15	139.93	139.44
S2	138.25	138.25	139.79
S3	136.78	137.68	139.66
S4	135.31	136.21	139.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140.39	139.13	1.26	0.9%	0.77	0.5%	54%	True	False	806,139
10	140.39	137.70	2.69	1.9%	0.79	0.6%	78%	True	False	731,301
20	140.39	136.93	3.46	2.5%	0.87	0.6%	83%	True	False	711,011
40	140.39	136.93	3.46	2.5%	0.88	0.6%	83%	True	False	681,413
60	140.39	135.18	5.21	3.7%	0.94	0.7%	89%	True	False	568,119
80	140.39	132.87	7.52	5.4%	1.04	0.7%	92%	True	False	458,482
100	140.39	132.87	7.52	5.4%	1.10	0.8%	92%	True	False	366,909
120	140.39	132.87	7.52	5.4%	1.09	0.8%	92%	True	False	305,780

Crabel Price Patterns
NR	True
NR4	True
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	0.20
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	143.28
2.618	142.17
1.618	141.49
1.000	141.07
0.618	140.81
HIGH	140.39
0.618	140.13
0.500	140.05
0.382	139.97
LOW	139.71
0.618	139.29
1.000	139.03
1.618	138.61
2.618	137.93
4.250	136.82

Fisher Pivots for day following 05-Mar-2012
Pivot	1 day	3 day
R1	140.05	139.79
PP	139.97	139.78
S1	139.89	139.76

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

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