Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 07-Mar-2011

Day Change Summary
	Previous	Current
	04-Mar-2011	07-Mar-2011	Change	Change %	Previous Week
Open	121.14	121.89	0.75	0.6%	122.95
High	121.93	121.92	-0.01	0.0%	123.07
Low	121.12	121.32	0.20	0.2%	121.12
Close	121.74	121.64	-0.10	-0.1%	121.74
Range	0.81	0.60	-0.21	-25.9%	1.95
ATR	0.62	0.62	0.00	-0.2%	0.00
Volume	758,656	1,023,426	264,770	34.9%	1,114,532

Daily Pivots for day following 07-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.43	123.13	121.97
R3	122.83	122.53	121.81
R2	122.23	122.23	121.75
R1	121.93	121.93	121.70	121.78
PP	121.63	121.63	121.63	121.55
S1	121.33	121.33	121.59	121.18
S2	121.03	121.03	121.53
S3	120.43	120.73	121.48
S4	119.83	120.13	121.31

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	127.83	126.73	122.81
R3	125.88	124.78	122.28
R2	123.93	123.93	122.10
R1	122.83	122.83	121.92	122.41
PP	121.98	121.98	121.98	121.76
S1	120.88	120.88	121.56	120.46
S2	120.03	120.03	121.38
S3	118.08	118.93	121.20
S4	116.13	116.98	120.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.04	121.12	1.92	1.6%	0.74	0.6%	27%	False	False	420,525
10	123.13	121.12	2.01	1.7%	0.59	0.5%	26%	False	False	219,378
20	123.13	120.92	2.21	1.8%	0.56	0.5%	33%	False	False	112,802
40	124.90	120.92	3.98	3.3%	0.54	0.4%	18%	False	False	57,001
60	124.97	120.92	4.05	3.3%	0.51	0.4%	18%	False	False	38,016
80	128.66	120.92	7.74	6.4%	0.40	0.3%	9%	False	False	28,545
100	129.76	120.92	8.84	7.3%	0.32	0.3%	8%	False	False	22,876
120	131.39	120.92	10.47	8.6%	0.27	0.2%	7%	False	False	19,078

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	0.08
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124.47
2.618	123.49
1.618	122.89
1.000	122.52
0.618	122.29
HIGH	121.92
0.618	121.69
0.500	121.62
0.382	121.55
LOW	121.32
0.618	120.95
1.000	120.72
1.618	120.35
2.618	119.75
4.250	118.77

Fisher Pivots for day following 07-Mar-2011
Pivot	1 day	3 day
R1	121.63	121.68
PP	121.63	121.66
S1	121.62	121.65

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

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