Euro Bund Future December 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	127.75	127.78	0.03	0.0%	126.40
High	127.77	128.20	0.43	0.3%	127.18
Low	127.75	127.78	0.03	0.0%	126.29
Close	127.76	128.29	0.53	0.4%	127.18
Range	0.02	0.42	0.40	2,000.0%	0.89
ATR	0.36	0.36	0.01	1.7%	0.00
Volume	141	16	-125	-88.7%	505

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	129.35	129.24	128.52
R3	128.93	128.82	128.41
R2	128.51	128.51	128.37
R1	128.40	128.40	128.33	128.46
PP	128.09	128.09	128.09	128.12
S1	127.98	127.98	128.25	128.04
S2	127.67	127.67	128.21
S3	127.25	127.56	128.17
S4	126.83	127.14	128.06

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	129.55	129.26	127.67
R3	128.66	128.37	127.42
R2	127.77	127.77	127.34
R1	127.48	127.48	127.26	127.63
PP	126.88	126.88	126.88	126.96
S1	126.59	126.59	127.10	126.74
S2	125.99	125.99	127.02
S3	125.10	125.70	126.94
S4	124.21	124.81	126.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128.20	126.34	1.86	1.4%	0.10	0.1%	105%	True	False	65
10	128.20	126.08	2.12	1.7%	0.05	0.0%	104%	True	False	79
20	128.20	123.63	4.57	3.6%	0.03	0.0%	102%	True	False	109
40	128.20	122.14	6.06	4.7%	0.02	0.0%	101%	True	False	226

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	0.00
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	129.99
2.618	129.30
1.618	128.88
1.000	128.62
0.618	128.46
HIGH	128.20
0.618	128.04
0.500	127.99
0.382	127.94
LOW	127.78
0.618	127.52
1.000	127.36
1.618	127.10
2.618	126.68
4.250	126.00

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	128.19	128.09
PP	128.09	127.89
S1	127.99	127.69

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

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