Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 10-Dec-2010

Day Change Summary
	Previous	Current
	09-Dec-2010	10-Dec-2010	Change	Change %	Previous Week
Open	123.40	123.60	0.20	0.2%	125.44
High	123.85	123.60	-0.25	-0.2%	125.44
Low	123.35	123.57	0.22	0.2%	123.03
Close	123.53	123.59	0.06	0.0%	123.59
Range	0.50	0.03	-0.47	-94.0%	2.41
ATR	0.38	0.36	-0.02	-5.8%	0.00
Volume	384	106	-278	-72.4%	1,182

Daily Pivots for day following 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	123.68	123.66	123.61
R3	123.65	123.63	123.60
R2	123.62	123.62	123.60
R1	123.60	123.60	123.59	123.60
PP	123.59	123.59	123.59	123.58
S1	123.57	123.57	123.59	123.57
S2	123.56	123.56	123.58
S3	123.53	123.54	123.58
S4	123.50	123.51	123.57

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	131.25	129.83	124.92
R3	128.84	127.42	124.25
R2	126.43	126.43	124.03
R1	125.01	125.01	123.81	124.52
PP	124.02	124.02	124.02	123.77
S1	122.60	122.60	123.37	122.11
S2	121.61	121.61	123.15
S3	119.20	120.19	122.93
S4	116.79	117.78	122.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125.44	123.03	2.41	1.9%	0.33	0.3%	23%	False	False	236
10	127.27	123.03	4.24	3.4%	0.17	0.1%	13%	False	False	153
20	128.66	123.03	5.63	4.6%	0.08	0.1%	10%	False	False	131
40	129.76	123.03	6.73	5.4%	0.04	0.0%	8%	False	False	167
60	131.39	123.03	8.36	6.8%	0.03	0.0%	7%	False	False	142

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.02
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123.73
2.618	123.68
1.618	123.65
1.000	123.63
0.618	123.62
HIGH	123.60
0.618	123.59
0.500	123.59
0.382	123.58
LOW	123.57
0.618	123.55
1.000	123.54
1.618	123.52
2.618	123.49
4.250	123.44

Fisher Pivots for day following 10-Dec-2010
Pivot	1 day	3 day
R1	123.59	123.54
PP	123.59	123.49
S1	123.59	123.44

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

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