Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 29-Dec-2010

Day Change Summary
	Previous	Current
	28-Dec-2010	29-Dec-2010	Change	Change %	Previous Week
Open	123.85	123.33	-0.52	-0.4%	123.45
High	123.98	123.74	-0.24	-0.2%	124.24
Low	123.13	123.26	0.13	0.1%	123.40
Close	123.72	123.33	-0.39	-0.3%	123.72
Range	0.85	0.48	-0.37	-43.5%	0.84
ATR	0.51	0.50	0.00	-0.4%	0.00
Volume	5	8	3	60.0%	47

Daily Pivots for day following 29-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.88	124.59	123.59
R3	124.40	124.11	123.46
R2	123.92	123.92	123.42
R1	123.63	123.63	123.37	123.57
PP	123.44	123.44	123.44	123.42
S1	123.15	123.15	123.29	123.09
S2	122.96	122.96	123.24
S3	122.48	122.67	123.20
S4	122.00	122.19	123.07

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%	0.48	0.4%	27%	False	False	6
10	124.24	122.40	1.84	1.5%	0.43	0.3%	51%	False	False	33
20	127.27	122.37	4.90	4.0%	0.35	0.3%	20%	False	False	91
40	129.76	122.37	7.39	6.0%	0.17	0.1%	13%	False	False	96
60	131.02	122.37	8.65	7.0%	0.12	0.1%	11%	False	False	128

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	0.07
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125.78
2.618	125.00
1.618	124.52
1.000	124.22
0.618	124.04
HIGH	123.74
0.618	123.56
0.500	123.50
0.382	123.44
LOW	123.26
0.618	122.96
1.000	122.78
1.618	122.48
2.618	122.00
4.250	121.22

Fisher Pivots for day following 29-Dec-2010
Pivot	1 day	3 day
R1	123.50	123.49
PP	123.44	123.44
S1	123.39	123.38

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

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