Euro Bund Future March 2012

Trading Metrics calculated at close of trading on 08-Mar-2012

Day Change Summary
	Previous	Current
	07-Mar-2012	08-Mar-2012	Change	Change %	Previous Week
Open	140.22	140.22	0.00	0.0%	139.12
High	140.52	140.29	-0.23	-0.2%	140.28
Low	140.10	139.84	-0.26	-0.2%	138.81
Close	140.27	140.01	-0.26	-0.2%	140.06
Range	0.42	0.45	0.03	7.1%	1.47
ATR	0.84	0.81	-0.03	-3.3%	0.00
Volume	718,305	56,131	-662,174	-92.2%	3,897,161

Daily Pivots for day following 08-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.40	141.15	140.26
R3	140.95	140.70	140.13
R2	140.50	140.50	140.09
R1	140.25	140.25	140.05	140.15
PP	140.05	140.05	140.05	140.00
S1	139.80	139.80	139.97	139.70
S2	139.60	139.60	139.93
S3	139.15	139.35	139.89
S4	138.70	138.90	139.76

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	140.52	139.39	1.13	0.8%	0.58	0.4%	55%	False	False	730,522
10	140.52	138.81	1.71	1.2%	0.68	0.5%	70%	False	False	737,704
20	140.52	136.93	3.59	2.6%	0.82	0.6%	86%	False	False	714,094
40	140.52	136.93	3.59	2.6%	0.87	0.6%	86%	False	False	700,993
60	140.52	135.97	4.55	3.2%	0.87	0.6%	89%	False	False	575,456
80	140.52	132.87	7.65	5.5%	1.00	0.7%	93%	False	False	484,020
100	140.52	132.87	7.65	5.5%	1.07	0.8%	93%	False	False	387,404
120	140.52	132.87	7.65	5.5%	1.08	0.8%	93%	False	False	322,867

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

Fibonacci Retracements and Extensions
4.250	142.20
2.618	141.47
1.618	141.02
1.000	140.74
0.618	140.57
HIGH	140.29
0.618	140.12
0.500	140.07
0.382	140.01
LOW	139.84
0.618	139.56
1.000	139.39
1.618	139.11
2.618	138.66
4.250	137.93

Fisher Pivots for day following 08-Mar-2012
Pivot	1 day	3 day
R1	140.07	140.18
PP	140.05	140.12
S1	140.03	140.07

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

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