Euro Bund Future June 2012

Trading Metrics calculated at close of trading on 30-Jan-2012

Day Change Summary
	Previous	Current
	27-Jan-2012	30-Jan-2012	Change	Change %	Previous Week
Open	137.40	137.60	0.20	0.1%	136.55
High	137.50	138.01	0.51	0.4%	137.50
Low	136.86	137.48	0.62	0.5%	135.52
Close	137.18	137.95	0.77	0.6%	137.18
Range	0.64	0.53	-0.11	-17.2%	1.98
ATR	0.77	0.77	0.00	0.6%	0.00
Volume	171	319	148	86.5%	2,138

Daily Pivots for day following 30-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	139.40	139.21	138.24
R3	138.87	138.68	138.10
R2	138.34	138.34	138.05
R1	138.15	138.15	138.00	138.25
PP	137.81	137.81	137.81	137.86
S1	137.62	137.62	137.90	137.72
S2	137.28	137.28	137.85
S3	136.75	137.09	137.80
S4	136.22	136.56	137.66

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.67	141.91	138.27
R3	140.69	139.93	137.72
R2	138.71	138.71	137.54
R1	137.95	137.95	137.36	138.33
PP	136.73	136.73	136.73	136.93
S1	135.97	135.97	137.00	136.35
S2	134.75	134.75	136.82
S3	132.77	133.99	136.64
S4	130.79	132.01	136.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.01	135.52	2.49	1.8%	0.70	0.5%	98%	True	False	254
10	138.27	135.52	2.75	2.0%	0.74	0.5%	88%	False	False	534
20	138.51	135.52	2.99	2.2%	0.68	0.5%	81%	False	False	417
40	138.51	133.50	5.01	3.6%	0.69	0.5%	89%	False	False	231

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	0.17
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	140.26
2.618	139.40
1.618	138.87
1.000	138.54
0.618	138.34
HIGH	138.01
0.618	137.81
0.500	137.75
0.382	137.68
LOW	137.48
0.618	137.15
1.000	136.95
1.618	136.62
2.618	136.09
4.250	135.23

Fisher Pivots for day following 30-Jan-2012
Pivot	1 day	3 day
R1	137.88	137.68
PP	137.81	137.40
S1	137.75	137.13

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

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