Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 30-Mar-2011

Day Change Summary
	Previous	Current
	29-Mar-2011	30-Mar-2011	Change	Change %	Previous Week
Open	121.80	121.17	-0.63	-0.5%	122.50
High	121.86	121.49	-0.37	-0.3%	122.74
Low	121.21	121.16	-0.05	0.0%	121.72
Close	121.50	121.43	-0.07	-0.1%	122.03
Range	0.65	0.33	-0.32	-49.2%	1.02
ATR	0.66	0.64	-0.02	-3.5%	0.00
Volume	772,106	706,367	-65,739	-8.5%	4,245,360

Daily Pivots for day following 30-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.35	122.22	121.61
R3	122.02	121.89	121.52
R2	121.69	121.69	121.49
R1	121.56	121.56	121.46	121.63
PP	121.36	121.36	121.36	121.39
S1	121.23	121.23	121.40	121.30
S2	121.03	121.03	121.37
S3	120.70	120.90	121.34
S4	120.37	120.57	121.25

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.22	124.65	122.59
R3	124.20	123.63	122.31
R2	123.18	123.18	122.22
R1	122.61	122.61	122.12	122.39
PP	122.16	122.16	122.16	122.05
S1	121.59	121.59	121.94	121.37
S2	121.14	121.14	121.84
S3	120.12	120.57	121.75
S4	119.10	119.55	121.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.74	121.16	1.58	1.3%	0.52	0.4%	17%	False	True	741,023
10	123.60	121.16	2.44	2.0%	0.56	0.5%	11%	False	True	841,564
20	123.92	121.12	2.80	2.3%	0.64	0.5%	11%	False	False	856,106
40	123.92	120.92	3.00	2.5%	0.57	0.5%	17%	False	False	440,126
60	124.92	120.92	4.00	3.3%	0.56	0.5%	13%	False	False	293,673
80	124.97	120.92	4.05	3.3%	0.53	0.4%	13%	False	False	220,276
100	129.61	120.92	8.69	7.2%	0.42	0.3%	6%	False	False	176,240
120	131.01	120.92	10.09	8.3%	0.35	0.3%	5%	False	False	146,899

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.12
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	122.89
2.618	122.35
1.618	122.02
1.000	121.82
0.618	121.69
HIGH	121.49
0.618	121.36
0.500	121.33
0.382	121.29
LOW	121.16
0.618	120.96
1.000	120.83
1.618	120.63
2.618	120.30
4.250	119.76

Fisher Pivots for day following 30-Mar-2011
Pivot	1 day	3 day
R1	121.40	121.53
PP	121.36	121.49
S1	121.33	121.46

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

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