Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 18-Mar-2011

Day Change Summary
	Previous	Current
	17-Mar-2011	18-Mar-2011	Change	Change %	Previous Week
Open	123.57	122.78	-0.79	-0.6%	122.39
High	123.60	123.21	-0.39	-0.3%	123.92
Low	122.72	122.53	-0.19	-0.2%	121.70
Close	122.83	122.63	-0.20	-0.2%	122.63
Range	0.88	0.68	-0.20	-22.7%	2.22
ATR	0.73	0.73	0.00	-0.5%	0.00
Volume	1,126,004	881,712	-244,292	-21.7%	5,591,616

Daily Pivots for day following 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.83	124.41	123.00
R3	124.15	123.73	122.82
R2	123.47	123.47	122.75
R1	123.05	123.05	122.69	122.92
PP	122.79	122.79	122.79	122.73
S1	122.37	122.37	122.57	122.24
S2	122.11	122.11	122.51
S3	121.43	121.69	122.44
S4	120.75	121.01	122.26

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	129.41	128.24	123.85
R3	127.19	126.02	123.24
R2	124.97	124.97	123.04
R1	123.80	123.80	122.83	124.39
PP	122.75	122.75	122.75	123.04
S1	121.58	121.58	122.43	122.17
S2	120.53	120.53	122.22
S3	118.31	119.36	122.02
S4	116.09	117.14	121.41

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%	0.90	0.7%	42%	False	False	1,118,323
10	123.92	121.32	2.60	2.1%	0.69	0.6%	50%	False	False	995,555
20	123.92	121.12	2.80	2.3%	0.63	0.5%	54%	False	False	556,677
40	123.92	120.92	3.00	2.4%	0.56	0.5%	57%	False	False	280,220
60	124.97	120.92	4.05	3.3%	0.56	0.5%	42%	False	False	186,876
80	127.27	120.92	6.35	5.2%	0.48	0.4%	27%	False	False	140,184
100	129.76	120.92	8.84	7.2%	0.38	0.3%	19%	False	False	112,166
120	131.02	120.92	10.10	8.2%	0.32	0.3%	17%	False	False	93,502

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.11
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126.10
2.618	124.99
1.618	124.31
1.000	123.89
0.618	123.63
HIGH	123.21
0.618	122.95
0.500	122.87
0.382	122.79
LOW	122.53
0.618	122.11
1.000	121.85
1.618	121.43
2.618	120.75
4.250	119.64

Fisher Pivots for day following 18-Mar-2011
Pivot	1 day	3 day
R1	122.87	123.23
PP	122.79	123.03
S1	122.71	122.83

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

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