Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 22-Dec-2010

Day Change Summary
	Previous	Current
	21-Dec-2010	22-Dec-2010	Change	Change %	Previous Week
Open	123.67	124.08	0.41	0.3%	123.12
High	123.74	124.08	0.34	0.3%	123.37
Low	123.54	124.08	0.54	0.4%	122.37
Close	123.73	124.02	0.29	0.2%	122.95
Range	0.20	0.00	-0.20	-100.0%	1.00
ATR	0.47	0.46	-0.01	-1.8%	0.00
Volume	8	3	-5	-62.5%	363

Daily Pivots for day following 22-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.06	124.04	124.02
R3	124.06	124.04	124.02
R2	124.06	124.06	124.02
R1	124.04	124.04	124.02	124.05
PP	124.06	124.06	124.06	124.07
S1	124.04	124.04	124.02	124.05
S2	124.06	124.06	124.02
S3	124.06	124.04	124.02
S4	124.06	124.04	124.02

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.90	125.42	123.50
R3	124.90	124.42	123.23
R2	123.90	123.90	123.13
R1	123.42	123.42	123.04	123.16
PP	122.90	122.90	122.90	122.77
S1	122.42	122.42	122.86	122.16
S2	121.90	121.90	122.77
S3	120.90	121.42	122.68
S4	119.90	120.42	122.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.08	122.48	1.60	1.3%	0.30	0.2%	96%	True	False	24
10	124.08	122.37	1.71	1.4%	0.35	0.3%	96%	True	False	89
20	127.27	122.37	4.90	4.0%	0.23	0.2%	34%	False	False	106
40	129.76	122.37	7.39	6.0%	0.11	0.1%	22%	False	False	101
60	131.02	122.37	8.65	7.0%	0.08	0.1%	19%	False	False	129

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.05
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	124.08
2.618	124.08
1.618	124.08
1.000	124.08
0.618	124.08
HIGH	124.08
0.618	124.08
0.500	124.08
0.382	124.08
LOW	124.08
0.618	124.08
1.000	124.08
1.618	124.08
2.618	124.08
4.250	124.08

Fisher Pivots for day following 22-Dec-2010
Pivot	1 day	3 day
R1	124.08	123.93
PP	124.06	123.83
S1	124.04	123.74

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

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