Euro Bund Future June 2012

Trading Metrics calculated at close of trading on 12-Apr-2012

Day Change Summary
	Previous	Current
	11-Apr-2012	12-Apr-2012	Change	Change %	Previous Week
Open	140.27	139.83	-0.44	-0.3%	137.89
High	140.28	140.05	-0.23	-0.2%	139.38
Low	139.52	139.49	-0.03	0.0%	137.60
Close	139.84	139.71	-0.13	-0.1%	139.34
Range	0.76	0.56	-0.20	-26.3%	1.78
ATR	0.86	0.84	-0.02	-2.5%	0.00
Volume	847,037	745,167	-101,870	-12.0%	2,838,172

Daily Pivots for day following 12-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.43	141.13	140.02
R3	140.87	140.57	139.86
R2	140.31	140.31	139.81
R1	140.01	140.01	139.76	139.88
PP	139.75	139.75	139.75	139.69
S1	139.45	139.45	139.66	139.32
S2	139.19	139.19	139.61
S3	138.63	138.89	139.56
S4	138.07	138.33	139.40

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.11	143.51	140.32
R3	142.33	141.73	139.83
R2	140.55	140.55	139.67
R1	139.95	139.95	139.50	140.25
PP	138.77	138.77	138.77	138.93
S1	138.17	138.17	139.18	138.47
S2	136.99	136.99	139.01
S3	135.21	136.39	138.85
S4	133.43	134.61	138.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140.44	137.80	2.64	1.9%	0.85	0.6%	72%	False	False	790,748
10	140.44	137.12	3.32	2.4%	0.82	0.6%	78%	False	False	720,558
20	140.44	135.27	5.17	3.7%	0.88	0.6%	86%	False	False	760,878
40	140.44	135.27	5.17	3.7%	0.79	0.6%	86%	False	False	507,555
60	140.44	135.22	5.22	3.7%	0.80	0.6%	86%	False	False	338,938
80	140.44	135.09	5.35	3.8%	0.75	0.5%	86%	False	False	254,255

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	0.19
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	142.43
2.618	141.52
1.618	140.96
1.000	140.61
0.618	140.40
HIGH	140.05
0.618	139.84
0.500	139.77
0.382	139.70
LOW	139.49
0.618	139.14
1.000	138.93
1.618	138.58
2.618	138.02
4.250	137.11

Fisher Pivots for day following 12-Apr-2012
Pivot	1 day	3 day
R1	139.77	139.95
PP	139.75	139.87
S1	139.73	139.79

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

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