Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 23-Mar-2011

Day Change Summary
	Previous	Current
	22-Mar-2011	23-Mar-2011	Change	Change %	Previous Week
Open	122.18	122.14	-0.04	0.0%	122.39
High	122.24	122.56	0.32	0.3%	123.92
Low	121.79	122.05	0.26	0.2%	121.70
Close	122.02	122.30	0.28	0.2%	122.63
Range	0.45	0.51	0.06	13.3%	2.22
ATR	0.70	0.68	-0.01	-1.6%	0.00
Volume	881,685	1,118,502	236,817	26.9%	5,591,616

Daily Pivots for day following 23-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.83	123.58	122.58
R3	123.32	123.07	122.44
R2	122.81	122.81	122.39
R1	122.56	122.56	122.35	122.69
PP	122.30	122.30	122.30	122.37
S1	122.05	122.05	122.25	122.18
S2	121.79	121.79	122.21
S3	121.28	121.54	122.16
S4	120.77	121.03	122.02

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	123.60	121.79	1.81	1.5%	0.60	0.5%	28%	False	False	942,105
10	123.92	121.70	2.22	1.8%	0.69	0.6%	27%	False	False	1,021,369
20	123.92	121.12	2.80	2.3%	0.64	0.5%	42%	False	False	690,010
40	123.92	120.92	3.00	2.5%	0.57	0.5%	46%	False	False	347,694
60	124.97	120.92	4.05	3.3%	0.56	0.5%	34%	False	False	231,922
80	127.27	120.92	6.35	5.2%	0.50	0.4%	22%	False	False	173,966
100	129.76	120.92	8.84	7.2%	0.40	0.3%	16%	False	False	139,192
120	131.02	120.92	10.10	8.3%	0.33	0.3%	14%	False	False	116,025

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.10
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124.73
2.618	123.90
1.618	123.39
1.000	123.07
0.618	122.88
HIGH	122.56
0.618	122.37
0.500	122.31
0.382	122.24
LOW	122.05
0.618	121.73
1.000	121.54
1.618	121.22
2.618	120.71
4.250	119.88

Fisher Pivots for day following 23-Mar-2011
Pivot	1 day	3 day
R1	122.31	122.26
PP	122.30	122.22
S1	122.30	122.18

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

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