Euro Bund Future June 2012

Trading Metrics calculated at close of trading on 03-Apr-2012

Day Change Summary
	Previous	Current
	02-Apr-2012	03-Apr-2012	Change	Change %	Previous Week
Open	137.89	138.26	0.37	0.3%	137.46
High	138.55	138.50	-0.05	0.0%	138.58
Low	137.72	137.60	-0.12	-0.1%	136.59
Close	138.26	137.79	-0.47	-0.3%	138.02
Range	0.83	0.90	0.07	8.4%	1.99
ATR	0.82	0.83	0.01	0.7%	0.00
Volume	684,238	584,897	-99,341	-14.5%	3,391,856

Daily Pivots for day following 03-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.66	140.13	138.29
R3	139.76	139.23	138.04
R2	138.86	138.86	137.96
R1	138.33	138.33	137.87	138.15
PP	137.96	137.96	137.96	137.87
S1	137.43	137.43	137.71	137.25
S2	137.06	137.06	137.63
S3	136.16	136.53	137.54
S4	135.26	135.63	137.30

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	143.70	142.85	139.11
R3	141.71	140.86	138.57
R2	139.72	139.72	138.38
R1	138.87	138.87	138.20	139.30
PP	137.73	137.73	137.73	137.94
S1	136.88	136.88	137.84	137.31
S2	135.74	135.74	137.66
S3	133.75	134.89	137.47
S4	131.76	132.90	136.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.58	137.12	1.46	1.1%	0.79	0.6%	46%	False	False	650,367
10	138.58	135.30	3.28	2.4%	0.88	0.6%	76%	False	False	722,958
20	139.06	135.27	3.79	2.8%	0.81	0.6%	66%	False	False	732,996
40	139.06	135.22	3.84	2.8%	0.79	0.6%	67%	False	False	409,123
60	139.06	135.22	3.84	2.8%	0.78	0.6%	67%	False	False	273,097
80	139.06	134.50	4.56	3.3%	0.73	0.5%	72%	False	False	204,835

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.19
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	142.33
2.618	140.86
1.618	139.96
1.000	139.40
0.618	139.06
HIGH	138.50
0.618	138.16
0.500	138.05
0.382	137.94
LOW	137.60
0.618	137.04
1.000	136.70
1.618	136.14
2.618	135.24
4.250	133.78

Fisher Pivots for day following 03-Apr-2012
Pivot	1 day	3 day
R1	138.05	138.09
PP	137.96	137.99
S1	137.88	137.89

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

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