Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 07-Dec-2010

Day Change Summary
	Previous	Current
	06-Dec-2010	07-Dec-2010	Change	Change %	Previous Week
Open	125.44	124.00	-1.44	-1.1%	126.60
High	125.44	124.00	-1.44	-1.1%	127.27
Low	125.44	123.43	-2.01	-1.6%	126.02
Close	125.82	124.29	-1.53	-1.2%	125.44
Range	0.00	0.57	0.57		1.25
ATR	0.11	0.27	0.16	145.0%	0.00
Volume	7	511	504	7,200.0%	355

Daily Pivots for day following 07-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.62	125.52	124.60
R3	125.05	124.95	124.45
R2	124.48	124.48	124.39
R1	124.38	124.38	124.34	124.43
PP	123.91	123.91	123.91	123.93
S1	123.81	123.81	124.24	123.86
S2	123.34	123.34	124.19
S3	122.77	123.24	124.13
S4	122.20	122.67	123.98

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	129.99	128.97	126.13
R3	128.74	127.72	125.78
R2	127.49	127.49	125.67
R1	126.47	126.47	125.55	126.36
PP	126.24	126.24	126.24	126.19
S1	125.22	125.22	125.33	125.11
S2	124.99	124.99	125.21
S3	123.74	123.97	125.10
S4	122.49	122.72	124.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127.27	123.43	3.84	3.1%	0.11	0.1%	22%	False	True	146
10	128.13	123.43	4.70	3.8%	0.06	0.0%	18%	False	True	112
20	129.45	123.43	6.02	4.8%	0.03	0.0%	14%	False	True	119
40	130.57	123.43	7.14	5.7%	0.01	0.0%	12%	False	True	157
60	131.39	123.43	7.96	6.4%	0.01	0.0%	11%	False	True	133

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 61 trading days

Fibonacci Retracements and Extensions
4.250	126.42
2.618	125.49
1.618	124.92
1.000	124.57
0.618	124.35
HIGH	124.00
0.618	123.78
0.500	123.72
0.382	123.65
LOW	123.43
0.618	123.08
1.000	122.86
1.618	122.51
2.618	121.94
4.250	121.01

Fisher Pivots for day following 07-Dec-2010
Pivot	1 day	3 day
R1	124.10	124.73
PP	123.91	124.58
S1	123.72	124.44

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

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