Euro Bund Future September 2012

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

Day Change Summary
	Previous	Current
	29-Mar-2012	30-Mar-2012	Change	Change %	Previous Week
Open	136.55	137.00	0.45	0.3%	136.05
High	136.95	137.06	0.11	0.1%	137.06
Low	136.38	136.65	0.27	0.2%	135.28
Close	136.87	137.06	0.19	0.1%	137.06
Range	0.57	0.41	-0.16	-28.1%	1.78
ATR	0.59	0.58	-0.01	-2.2%	0.00
Volume	24	122	98	408.3%	319

Daily Pivots for day following 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	138.15	138.02	137.29
R3	137.74	137.61	137.17
R2	137.33	137.33	137.14
R1	137.20	137.20	137.10	137.27
PP	136.92	136.92	136.92	136.96
S1	136.79	136.79	137.02	136.86
S2	136.51	136.51	136.98
S3	136.10	136.38	136.95
S4	135.69	135.97	136.83

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.81	141.21	138.04
R3	140.03	139.43	137.55
R2	138.25	138.25	137.39
R1	137.65	137.65	137.22	137.95
PP	136.47	136.47	136.47	136.62
S1	135.87	135.87	136.90	136.17
S2	134.69	134.69	136.73
S3	132.91	134.09	136.57
S4	131.13	132.31	136.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137.06	135.28	1.78	1.3%	0.59	0.4%	100%	True	False	63
10	137.06	133.97	3.09	2.3%	0.49	0.4%	100%	True	False	170
20	137.53	133.95	3.58	2.6%	0.44	0.3%	87%	False	False	117
40	138.26	133.95	4.31	3.1%	0.22	0.2%	72%	False	False	93

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.06
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	138.80
2.618	138.13
1.618	137.72
1.000	137.47
0.618	137.31
HIGH	137.06
0.618	136.90
0.500	136.86
0.382	136.81
LOW	136.65
0.618	136.40
1.000	136.24
1.618	135.99
2.618	135.58
4.250	134.91

Fisher Pivots for day following 30-Mar-2012
Pivot	1 day	3 day
R1	136.99	136.87
PP	136.92	136.69
S1	136.86	136.50

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

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