Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 04-Jan-2011

Day Change Summary
	Previous	Current
	03-Jan-2011	04-Jan-2011	Change	Change %	Previous Week
Open	124.29	124.38	0.09	0.1%	123.10
High	124.34	124.67	0.33	0.3%	123.98
Low	123.83	124.38	0.55	0.4%	123.00
Close	124.23	124.67	0.44	0.4%	123.86
Range	0.51	0.29	-0.22	-43.1%	0.98
ATR	0.51	0.51	-0.01	-1.0%	0.00
Volume	5	66	61	1,220.0%	31

Daily Pivots for day following 04-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.44	125.35	124.83
R3	125.15	125.06	124.75
R2	124.86	124.86	124.72
R1	124.77	124.77	124.70	124.82
PP	124.57	124.57	124.57	124.60
S1	124.48	124.48	124.64	124.53
S2	124.28	124.28	124.62
S3	123.99	124.19	124.59
S4	123.70	123.90	124.51

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.55	126.19	124.40
R3	125.57	125.21	124.13
R2	124.59	124.59	124.04
R1	124.23	124.23	123.95	124.41
PP	123.61	123.61	123.61	123.71
S1	123.25	123.25	123.77	123.43
S2	122.63	122.63	123.68
S3	121.65	122.27	123.59
S4	120.67	121.29	123.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.67	123.13	1.54	1.2%	0.47	0.4%	100%	True	False	17
10	124.67	123.00	1.67	1.3%	0.41	0.3%	100%	True	False	14
20	125.44	122.37	3.07	2.5%	0.40	0.3%	75%	False	False	84
40	129.76	122.37	7.39	5.9%	0.20	0.2%	31%	False	False	94
60	131.01	122.37	8.64	6.9%	0.13	0.1%	27%	False	False	128

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	125.90
2.618	125.43
1.618	125.14
1.000	124.96
0.618	124.85
HIGH	124.67
0.618	124.56
0.500	124.53
0.382	124.49
LOW	124.38
0.618	124.20
1.000	124.09
1.618	123.91
2.618	123.62
4.250	123.15

Fisher Pivots for day following 04-Jan-2011
Pivot	1 day	3 day
R1	124.62	124.51
PP	124.57	124.34
S1	124.53	124.18

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

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