Euro Bund Future June 2010

Trading Metrics calculated at close of trading on 12-Apr-2010

Day Change Summary
	Previous	Current
	09-Apr-2010	12-Apr-2010	Change	Change %	Previous Week
Open	123.32	122.53	-0.79	-0.6%	122.98
High	123.36	122.78	-0.58	-0.5%	123.60
Low	122.71	122.11	-0.60	-0.5%	122.54
Close	122.84	122.67	-0.17	-0.1%	122.84
Range	0.65	0.67	0.02	3.1%	1.06
ATR	0.53	0.54	0.01	2.7%	0.00
Volume	936,649	811,377	-125,272	-13.4%	3,374,304

Daily Pivots for day following 12-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.53	124.27	123.04
R3	123.86	123.60	122.85
R2	123.19	123.19	122.79
R1	122.93	122.93	122.73	123.06
PP	122.52	122.52	122.52	122.59
S1	122.26	122.26	122.61	122.39
S2	121.85	121.85	122.55
S3	121.18	121.59	122.49
S4	120.51	120.92	122.30

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.17	125.57	123.42
R3	125.11	124.51	123.13
R2	124.05	124.05	123.03
R1	123.45	123.45	122.94	123.22
PP	122.99	122.99	122.99	122.88
S1	122.39	122.39	122.74	122.16
S2	121.93	121.93	122.65
S3	120.87	121.33	122.55
S4	119.81	120.27	122.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.60	122.11	1.49	1.2%	0.57	0.5%	38%	False	True	837,136
10	123.60	122.11	1.49	1.2%	0.49	0.4%	38%	False	True	785,768
20	123.78	122.07	1.71	1.4%	0.50	0.4%	35%	False	False	784,017
40	123.78	121.10	2.68	2.2%	0.47	0.4%	59%	False	False	534,716
60	123.78	120.87	2.91	2.4%	0.46	0.4%	62%	False	False	356,692
80	123.78	119.52	4.26	3.5%	0.44	0.4%	74%	False	False	267,548
100	123.78	119.52	4.26	3.5%	0.37	0.3%	74%	False	False	214,056
120	123.78	119.52	4.26	3.5%	0.31	0.3%	74%	False	False	178,393

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	125.63
2.618	124.53
1.618	123.86
1.000	123.45
0.618	123.19
HIGH	122.78
0.618	122.52
0.500	122.45
0.382	122.37
LOW	122.11
0.618	121.70
1.000	121.44
1.618	121.03
2.618	120.36
4.250	119.26

Fisher Pivots for day following 12-Apr-2010
Pivot	1 day	3 day
R1	122.60	122.86
PP	122.52	122.79
S1	122.45	122.73

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

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