Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 17-Mar-2011

Day Change Summary
	Previous	Current
	16-Mar-2011	17-Mar-2011	Change	Change %	Previous Week
Open	122.83	123.57	0.74	0.6%	121.89
High	123.92	123.60	-0.32	-0.3%	122.63
Low	122.66	122.72	0.06	0.0%	121.32
Close	123.65	122.83	-0.82	-0.7%	122.36
Range	1.26	0.88	-0.38	-30.2%	1.31
ATR	0.72	0.73	0.02	2.1%	0.00
Volume	1,262,722	1,126,004	-136,718	-10.8%	4,363,938

Daily Pivots for day following 17-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.69	125.14	123.31
R3	124.81	124.26	123.07
R2	123.93	123.93	122.99
R1	123.38	123.38	122.91	123.22
PP	123.05	123.05	123.05	122.97
S1	122.50	122.50	122.75	122.34
S2	122.17	122.17	122.67
S3	121.29	121.62	122.59
S4	120.41	120.74	122.35

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.03	125.51	123.08
R3	124.72	124.20	122.72
R2	123.41	123.41	122.60
R1	122.89	122.89	122.48	123.15
PP	122.10	122.10	122.10	122.24
S1	121.58	121.58	122.24	121.84
S2	120.79	120.79	122.12
S3	119.48	120.27	122.00
S4	118.17	118.96	121.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.92	121.70	2.22	1.8%	0.86	0.7%	51%	False	False	1,132,698
10	123.92	121.12	2.80	2.3%	0.70	0.6%	61%	False	False	983,249
20	123.92	121.12	2.80	2.3%	0.64	0.5%	61%	False	False	513,295
40	123.92	120.92	3.00	2.4%	0.56	0.5%	64%	False	False	258,191
60	124.97	120.92	4.05	3.3%	0.55	0.5%	47%	False	False	172,181
80	128.13	120.92	7.21	5.9%	0.47	0.4%	26%	False	False	129,163
100	129.76	120.92	8.84	7.2%	0.38	0.3%	22%	False	False	103,357
120	131.02	120.92	10.10	8.2%	0.31	0.3%	19%	False	False	86,157

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127.34
2.618	125.90
1.618	125.02
1.000	124.48
0.618	124.14
HIGH	123.60
0.618	123.26
0.500	123.16
0.382	123.06
LOW	122.72
0.618	122.18
1.000	121.84
1.618	121.30
2.618	120.42
4.250	118.98

Fisher Pivots for day following 17-Mar-2011
Pivot	1 day	3 day
R1	123.16	123.29
PP	123.05	123.14
S1	122.94	122.98

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

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