Euro Bund Future June 2010

Trading Metrics calculated at close of trading on 27-Apr-2010

Day Change Summary
	Previous	Current
	26-Apr-2010	27-Apr-2010	Change	Change %	Previous Week
Open	123.89	124.09	0.20	0.2%	123.71
High	124.34	125.34	1.00	0.8%	124.31
Low	123.77	124.05	0.28	0.2%	123.37
Close	124.06	124.64	0.58	0.5%	123.97
Range	0.57	1.29	0.72	126.3%	0.94
ATR	0.52	0.58	0.05	10.5%	0.00
Volume	812,541	1,109,904	297,363	36.6%	4,750,723

Daily Pivots for day following 27-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	128.55	127.88	125.35
R3	127.26	126.59	124.99
R2	125.97	125.97	124.88
R1	125.30	125.30	124.76	125.64
PP	124.68	124.68	124.68	124.84
S1	124.01	124.01	124.52	124.35
S2	123.39	123.39	124.40
S3	122.10	122.72	124.29
S4	120.81	121.43	123.93

Weekly Pivots for week ending 23-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.70	126.28	124.49
R3	125.76	125.34	124.23
R2	124.82	124.82	124.14
R1	124.40	124.40	124.06	124.61
PP	123.88	123.88	123.88	123.99
S1	123.46	123.46	123.88	123.67
S2	122.94	122.94	123.80
S3	122.00	122.52	123.71
S4	121.06	121.58	123.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125.34	123.37	1.97	1.6%	0.72	0.6%	64%	True	False	1,018,888
10	125.34	122.78	2.56	2.1%	0.57	0.5%	73%	True	False	953,273
20	125.34	122.11	3.23	2.6%	0.54	0.4%	78%	True	False	878,633
40	125.34	122.07	3.27	2.6%	0.50	0.4%	79%	True	False	789,788
60	125.34	121.10	4.24	3.4%	0.49	0.4%	83%	True	False	530,875
80	125.34	119.52	5.82	4.7%	0.46	0.4%	88%	True	False	398,201
100	125.34	119.52	5.82	4.7%	0.43	0.3%	88%	True	False	318,581
120	125.34	119.52	5.82	4.7%	0.36	0.3%	88%	True	False	265,500

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	0.09
Widest range in 132 trading days

Fibonacci Retracements and Extensions
4.250	130.82
2.618	128.72
1.618	127.43
1.000	126.63
0.618	126.14
HIGH	125.34
0.618	124.85
0.500	124.70
0.382	124.54
LOW	124.05
0.618	123.25
1.000	122.76
1.618	121.96
2.618	120.67
4.250	118.57

Fisher Pivots for day following 27-Apr-2010
Pivot	1 day	3 day
R1	124.70	124.58
PP	124.68	124.52
S1	124.66	124.46

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

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