Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 17-Jun-2010

Day Change Summary
	Previous	Current
	16-Jun-2010	17-Jun-2010	Change	Change %	Previous Week
Open	126.84	126.51	-0.33	-0.3%	127.75
High	127.10	126.94	-0.16	-0.1%	128.20
Low	126.80	126.50	-0.30	-0.2%	126.86
Close	126.83	126.86	0.03	0.0%	127.70
Range	0.30	0.44	0.14	46.7%	1.34
ATR	0.47	0.47	0.00	-0.5%	0.00
Volume	1,533	300	-1,233	-80.4%	234

Daily Pivots for day following 17-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	128.09	127.91	127.10
R3	127.65	127.47	126.98
R2	127.21	127.21	126.94
R1	127.03	127.03	126.90	127.12
PP	126.77	126.77	126.77	126.81
S1	126.59	126.59	126.82	126.68
S2	126.33	126.33	126.78
S3	125.89	126.15	126.74
S4	125.45	125.71	126.62

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	126.50	1.24	1.0%	0.57	0.4%	29%	False	True	392
10	128.20	126.50	1.70	1.3%	0.44	0.3%	21%	False	True	218
20	128.20	126.08	2.12	1.7%	0.23	0.2%	37%	False	False	146
40	128.20	122.97	5.23	4.1%	0.12	0.1%	74%	False	False	259

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128.81
2.618	128.09
1.618	127.65
1.000	127.38
0.618	127.21
HIGH	126.94
0.618	126.77
0.500	126.72
0.382	126.67
LOW	126.50
0.618	126.23
1.000	126.06
1.618	125.79
2.618	125.35
4.250	124.63

Fisher Pivots for day following 17-Jun-2010
Pivot	1 day	3 day
R1	126.81	127.02
PP	126.77	126.97
S1	126.72	126.91

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

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