Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 27-Dec-2010

Day Change Summary
	Previous	Current
	23-Dec-2010	27-Dec-2010	Change	Change %	Previous Week
Open	124.24	123.10	-1.14	-0.9%	123.45
High	124.24	123.56	-0.68	-0.5%	124.24
Low	123.74	123.00	-0.74	-0.6%	123.40
Close	123.72	123.21	-0.51	-0.4%	123.72
Range	0.50	0.56	0.06	12.0%	0.84
ATR	0.46	0.48	0.02	4.0%	0.00
Volume	4	13	9	225.0%	47

Daily Pivots for day following 27-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.94	124.63	123.52
R3	124.38	124.07	123.36
R2	123.82	123.82	123.31
R1	123.51	123.51	123.26	123.67
PP	123.26	123.26	123.26	123.33
S1	122.95	122.95	123.16	123.11
S2	122.70	122.70	123.11
S3	122.14	122.39	123.06
S4	121.58	121.83	122.90

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.31	125.85	124.18
R3	125.47	125.01	123.95
R2	124.63	124.63	123.87
R1	124.17	124.17	123.80	124.40
PP	123.79	123.79	123.79	123.90
S1	123.33	123.33	123.64	123.56
S2	122.95	122.95	123.57
S3	122.11	122.49	123.49
S4	121.27	121.65	123.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.24	123.00	1.24	1.0%	0.35	0.3%	17%	False	True	12
10	124.24	122.37	1.87	1.5%	0.40	0.3%	45%	False	False	42
20	127.27	122.37	4.90	4.0%	0.28	0.2%	17%	False	False	98
40	129.76	122.37	7.39	6.0%	0.14	0.1%	11%	False	False	99
60	131.02	122.37	8.65	7.0%	0.09	0.1%	10%	False	False	129

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	0.05
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	125.94
2.618	125.03
1.618	124.47
1.000	124.12
0.618	123.91
HIGH	123.56
0.618	123.35
0.500	123.28
0.382	123.21
LOW	123.00
0.618	122.65
1.000	122.44
1.618	122.09
2.618	121.53
4.250	120.62

Fisher Pivots for day following 27-Dec-2010
Pivot	1 day	3 day
R1	123.28	123.62
PP	123.26	123.48
S1	123.23	123.35

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

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