Euro Bund Future June 2010

Trading Metrics calculated at close of trading on 08-Jun-2010

Day Change Summary
	Previous	Current
	07-Jun-2010	08-Jun-2010	Change	Change %	Previous Week
Open	129.60	129.64	0.04	0.0%	128.61
High	129.99	130.37	0.38	0.3%	129.43
Low	129.41	129.64	0.23	0.2%	128.13
Close	129.74	130.16	0.42	0.3%	128.50
Range	0.58	0.73	0.15	25.9%	1.30
ATR	0.88	0.87	-0.01	-1.2%	0.00
Volume	496,000	34,446	-461,554	-93.1%	1,212,715

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	132.25	131.93	130.56
R3	131.52	131.20	130.36
R2	130.79	130.79	130.29
R1	130.47	130.47	130.23	130.63
PP	130.06	130.06	130.06	130.14
S1	129.74	129.74	130.09	129.90
S2	129.33	129.33	130.03
S3	128.60	129.01	129.96
S4	127.87	128.28	129.76

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	132.59	131.84	129.22
R3	131.29	130.54	128.86
R2	129.99	129.99	128.74
R1	129.24	129.24	128.62	128.97
PP	128.69	128.69	128.69	128.55
S1	127.94	127.94	128.38	127.67
S2	127.39	127.39	128.26
S3	126.09	126.64	128.14
S4	124.79	125.34	127.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.37	128.13	2.24	1.7%	0.72	0.6%	91%	True	False	316,289
10	130.37	128.11	2.26	1.7%	0.67	0.5%	91%	True	False	567,333
20	130.37	125.37	5.00	3.8%	0.78	0.6%	96%	True	False	754,570
40	130.37	122.62	7.75	6.0%	0.79	0.6%	97%	True	False	923,541
60	130.37	122.07	8.30	6.4%	0.69	0.5%	97%	True	False	877,033
80	130.37	121.10	9.27	7.1%	0.63	0.5%	98%	True	False	729,128
100	130.37	120.87	9.50	7.3%	0.59	0.5%	98%	True	False	583,432
120	130.37	119.52	10.85	8.3%	0.55	0.4%	98%	True	False	486,212

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.13
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133.47
2.618	132.28
1.618	131.55
1.000	131.10
0.618	130.82
HIGH	130.37
0.618	130.09
0.500	130.01
0.382	129.92
LOW	129.64
0.618	129.19
1.000	128.91
1.618	128.46
2.618	127.73
4.250	126.54

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	130.11	129.86
PP	130.06	129.55
S1	130.01	129.25

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

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