Euro Bund Future December 2010

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

Day Change Summary
	Previous	Current
	15-Jun-2010	16-Jun-2010	Change	Change %	Previous Week
Open	127.40	126.84	-0.56	-0.4%	127.75
High	127.54	127.10	-0.44	-0.3%	128.20
Low	126.55	126.80	0.25	0.2%	126.86
Close	126.78	126.83	0.05	0.0%	127.70
Range	0.99	0.30	-0.69	-69.7%	1.34
ATR	0.48	0.47	-0.01	-2.4%	0.00
Volume	94	1,533	1,439	1,530.9%	234

Daily Pivots for day following 16-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	127.81	127.62	127.00
R3	127.51	127.32	126.91
R2	127.21	127.21	126.89
R1	127.02	127.02	126.86	126.97
PP	126.91	126.91	126.91	126.88
S1	126.72	126.72	126.80	126.67
S2	126.61	126.61	126.78
S3	126.31	126.42	126.75
S4	126.01	126.12	126.67

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	131.61	130.99	128.44
R3	130.27	129.65	128.07
R2	128.93	128.93	127.95
R1	128.31	128.31	127.82	127.95
PP	127.59	127.59	127.59	127.41
S1	126.97	126.97	127.58	126.61
S2	126.25	126.25	127.45
S3	124.91	125.63	127.33
S4	123.57	124.29	126.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127.74	126.55	1.19	0.9%	0.62	0.5%	24%	False	False	341
10	128.20	126.34	1.86	1.5%	0.41	0.3%	26%	False	False	188
20	128.20	125.82	2.38	1.9%	0.20	0.2%	42%	False	False	133
40	128.20	122.97	5.23	4.1%	0.11	0.1%	74%	False	False	257

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.04
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	128.38
2.618	127.89
1.618	127.59
1.000	127.40
0.618	127.29
HIGH	127.10
0.618	126.99
0.500	126.95
0.382	126.91
LOW	126.80
0.618	126.61
1.000	126.50
1.618	126.31
2.618	126.01
4.250	125.53

Fisher Pivots for day following 16-Jun-2010
Pivot	1 day	3 day
R1	126.95	127.05
PP	126.91	126.97
S1	126.87	126.90

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

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