Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 14-Dec-2010

Day Change Summary
	Previous	Current
	13-Dec-2010	14-Dec-2010	Change	Change %	Previous Week
Open	123.12	123.37	0.25	0.2%	125.44
High	123.12	123.37	0.25	0.2%	125.44
Low	123.12	122.37	-0.75	-0.6%	123.03
Close	123.17	122.72	-0.45	-0.4%	123.59
Range	0.00	1.00	1.00		2.41
ATR	0.37	0.41	0.05	12.4%	0.00
Volume	1	98	97	9,700.0%	1,182

Daily Pivots for day following 14-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.82	125.27	123.27
R3	124.82	124.27	123.00
R2	123.82	123.82	122.90
R1	123.27	123.27	122.81	123.05
PP	122.82	122.82	122.82	122.71
S1	122.27	122.27	122.63	122.05
S2	121.82	121.82	122.54
S3	120.82	121.27	122.45
S4	119.82	120.27	122.17

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	123.85	122.37	1.48	1.2%	0.42	0.3%	24%	False	True	152
10	127.27	122.37	4.90	4.0%	0.27	0.2%	7%	False	True	149
20	128.13	122.37	5.76	4.7%	0.13	0.1%	6%	False	True	120
40	129.76	122.37	7.39	6.0%	0.07	0.1%	5%	False	True	165
60	131.39	122.37	9.02	7.4%	0.04	0.0%	4%	False	True	140

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.02
Widest range in 66 trading days

Fibonacci Retracements and Extensions
4.250	127.62
2.618	125.99
1.618	124.99
1.000	124.37
0.618	123.99
HIGH	123.37
0.618	122.99
0.500	122.87
0.382	122.75
LOW	122.37
0.618	121.75
1.000	121.37
1.618	120.75
2.618	119.75
4.250	118.12

Fisher Pivots for day following 14-Dec-2010
Pivot	1 day	3 day
R1	122.87	122.99
PP	122.82	122.90
S1	122.77	122.81

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

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