Euro Bund Future June 2010

Trading Metrics calculated at close of trading on 16-Apr-2010

Day Change Summary
	Previous	Current
	15-Apr-2010	16-Apr-2010	Change	Change %	Previous Week
Open	122.93	123.28	0.35	0.3%	122.53
High	123.39	123.74	0.35	0.3%	123.74
Low	122.87	123.25	0.38	0.3%	122.11
Close	123.19	123.65	0.46	0.4%	123.65
Range	0.52	0.49	-0.03	-5.8%	1.63
ATR	0.53	0.54	0.00	0.2%	0.00
Volume	1,032,386	829,034	-203,352	-19.7%	4,591,799

Daily Pivots for day following 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.02	124.82	123.92
R3	124.53	124.33	123.78
R2	124.04	124.04	123.74
R1	123.84	123.84	123.69	123.94
PP	123.55	123.55	123.55	123.60
S1	123.35	123.35	123.61	123.45
S2	123.06	123.06	123.56
S3	122.57	122.86	123.52
S4	122.08	122.37	123.38

Weekly Pivots for week ending 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	128.06	127.48	124.55
R3	126.43	125.85	124.10
R2	124.80	124.80	123.95
R1	124.22	124.22	123.80	124.51
PP	123.17	123.17	123.17	123.31
S1	122.59	122.59	123.50	122.88
S2	121.54	121.54	123.35
S3	119.91	120.96	123.20
S4	118.28	119.33	122.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.74	122.11	1.63	1.3%	0.53	0.4%	94%	True	False	918,359
10	123.74	122.11	1.63	1.3%	0.52	0.4%	94%	True	False	863,029
20	123.78	122.11	1.67	1.4%	0.50	0.4%	92%	False	False	825,892
40	123.78	121.10	2.68	2.2%	0.49	0.4%	95%	False	False	629,110
60	123.78	121.10	2.68	2.2%	0.47	0.4%	95%	False	False	419,689
80	123.78	119.52	4.26	3.4%	0.43	0.4%	97%	False	False	314,798
100	123.78	119.52	4.26	3.4%	0.39	0.3%	97%	False	False	251,857
120	123.78	119.52	4.26	3.4%	0.32	0.3%	97%	False	False	209,896

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125.82
2.618	125.02
1.618	124.53
1.000	124.23
0.618	124.04
HIGH	123.74
0.618	123.55
0.500	123.50
0.382	123.44
LOW	123.25
0.618	122.95
1.000	122.76
1.618	122.46
2.618	121.97
4.250	121.17

Fisher Pivots for day following 16-Apr-2010
Pivot	1 day	3 day
R1	123.60	123.52
PP	123.55	123.39
S1	123.50	123.26

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

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