Euro Bund Future June 2010

Trading Metrics calculated at close of trading on 03-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	03-Jun-2010	Change	Change %	Previous Week
Open	128.65	128.71	0.06	0.0%	128.41
High	129.43	129.17	-0.26	-0.2%	129.55
Low	128.34	128.62	0.28	0.2%	128.11
Close	128.66	128.80	0.14	0.1%	128.50
Range	1.09	0.55	-0.54	-49.5%	1.44
ATR	0.87	0.85	-0.02	-2.6%	0.00
Volume	1,051,001	0	-1,051,001	-100.0%	4,528,429

Daily Pivots for day following 03-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	130.51	130.21	129.10
R3	129.96	129.66	128.95
R2	129.41	129.41	128.90
R1	129.11	129.11	128.85	129.26
PP	128.86	128.86	128.86	128.94
S1	128.56	128.56	128.75	128.71
S2	128.31	128.31	128.70
S3	127.76	128.01	128.65
S4	127.21	127.46	128.50

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.04	132.21	129.29
R3	131.60	130.77	128.90
R2	130.16	130.16	128.76
R1	129.33	129.33	128.63	129.75
PP	128.72	128.72	128.72	128.93
S1	127.89	127.89	128.37	128.31
S2	127.28	127.28	128.24
S3	125.84	126.45	128.10
S4	124.40	125.01	127.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.43	128.11	1.32	1.0%	0.68	0.5%	52%	False	False	598,163
10	129.55	127.19	2.36	1.8%	0.76	0.6%	68%	False	False	808,938
20	129.55	124.94	4.61	3.6%	0.90	0.7%	84%	False	False	961,689
40	129.55	122.11	7.44	5.8%	0.78	0.6%	90%	False	False	972,278
60	129.55	122.07	7.48	5.8%	0.68	0.5%	90%	False	False	908,017
80	129.55	121.10	8.45	6.6%	0.62	0.5%	91%	False	False	722,562
100	129.55	120.41	9.14	7.1%	0.58	0.5%	92%	False	False	578,134
120	129.55	119.52	10.03	7.8%	0.55	0.4%	93%	False	False	481,793

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131.51
2.618	130.61
1.618	130.06
1.000	129.72
0.618	129.51
HIGH	129.17
0.618	128.96
0.500	128.90
0.382	128.83
LOW	128.62
0.618	128.28
1.000	128.07
1.618	127.73
2.618	127.18
4.250	126.28

Fisher Pivots for day following 03-Jun-2010
Pivot	1 day	3 day
R1	128.90	128.89
PP	128.86	128.86
S1	128.83	128.83

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

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