Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 01-Jul-2010

Day Change Summary
	Previous	Current
	30-Jun-2010	01-Jul-2010	Change	Change %	Previous Week
Open	128.02	128.10	0.08	0.1%	125.91
High	128.18	128.10	-0.08	-0.1%	127.62
Low	127.80	127.95	0.15	0.1%	125.81
Close	127.91	128.08	0.17	0.1%	127.49
Range	0.38	0.15	-0.23	-60.5%	1.81
ATR	0.50	0.47	-0.02	-4.4%	0.00
Volume	239	7	-232	-97.1%	829

Daily Pivots for day following 01-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	128.49	128.44	128.16
R3	128.34	128.29	128.12
R2	128.19	128.19	128.11
R1	128.14	128.14	128.09	128.09
PP	128.04	128.04	128.04	128.02
S1	127.99	127.99	128.07	127.94
S2	127.89	127.89	128.05
S3	127.74	127.84	128.04
S4	127.59	127.69	128.00

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	132.40	131.76	128.49
R3	130.59	129.95	127.99
R2	128.78	128.78	127.82
R1	128.14	128.14	127.66	128.46
PP	126.97	126.97	126.97	127.14
S1	126.33	126.33	127.32	126.65
S2	125.16	125.16	127.16
S3	123.35	124.52	126.99
S4	121.54	122.71	126.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128.29	127.14	1.15	0.9%	0.29	0.2%	82%	False	False	68
10	128.29	125.81	2.48	1.9%	0.36	0.3%	92%	False	False	149
20	128.29	125.81	2.48	1.9%	0.40	0.3%	92%	False	False	183
40	128.29	123.49	4.80	3.7%	0.21	0.2%	96%	False	False	156

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.05
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	128.74
2.618	128.49
1.618	128.34
1.000	128.25
0.618	128.19
HIGH	128.10
0.618	128.04
0.500	128.03
0.382	128.01
LOW	127.95
0.618	127.86
1.000	127.80
1.618	127.71
2.618	127.56
4.250	127.31

Fisher Pivots for day following 01-Jul-2010
Pivot	1 day	3 day
R1	128.06	128.07
PP	128.04	128.06
S1	128.03	128.05

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

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