Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 24-Mar-2011

Day Change Summary
	Previous	Current
	23-Mar-2011	24-Mar-2011	Change	Change %	Previous Week
Open	122.14	122.48	0.34	0.3%	122.39
High	122.56	122.74	0.18	0.1%	123.92
Low	122.05	122.01	-0.04	0.0%	121.70
Close	122.30	122.20	-0.10	-0.1%	122.63
Range	0.51	0.73	0.22	43.1%	2.22
ATR	0.68	0.69	0.00	0.5%	0.00
Volume	1,118,502	860,755	-257,747	-23.0%	5,591,616

Daily Pivots for day following 24-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.51	124.08	122.60
R3	123.78	123.35	122.40
R2	123.05	123.05	122.33
R1	122.62	122.62	122.27	122.47
PP	122.32	122.32	122.32	122.24
S1	121.89	121.89	122.13	121.74
S2	121.59	121.59	122.07
S3	120.86	121.16	122.00
S4	120.13	120.43	121.80

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	123.21	121.79	1.42	1.2%	0.57	0.5%	29%	False	False	889,055
10	123.92	121.70	2.22	1.8%	0.71	0.6%	23%	False	False	1,010,877
20	123.92	121.12	2.80	2.3%	0.66	0.5%	39%	False	False	732,407
40	123.92	120.92	3.00	2.5%	0.57	0.5%	43%	False	False	369,207
60	124.97	120.92	4.05	3.3%	0.56	0.5%	32%	False	False	246,268
80	127.27	120.92	6.35	5.2%	0.51	0.4%	20%	False	False	184,724
100	129.76	120.92	8.84	7.2%	0.41	0.3%	14%	False	False	147,799
120	131.02	120.92	10.10	8.3%	0.34	0.3%	13%	False	False	123,198

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125.84
2.618	124.65
1.618	123.92
1.000	123.47
0.618	123.19
HIGH	122.74
0.618	122.46
0.500	122.38
0.382	122.29
LOW	122.01
0.618	121.56
1.000	121.28
1.618	120.83
2.618	120.10
4.250	118.91

Fisher Pivots for day following 24-Mar-2011
Pivot	1 day	3 day
R1	122.38	122.27
PP	122.32	122.24
S1	122.26	122.22

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

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