Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 06-Apr-2011

Day Change Summary
	Previous	Current
	05-Apr-2011	06-Apr-2011	Change	Change %	Previous Week
Open	120.98	120.80	-0.18	-0.1%	121.67
High	121.23	120.96	-0.27	-0.2%	121.89
Low	120.82	120.51	-0.31	-0.3%	120.73
Close	120.93	120.62	-0.31	-0.3%	121.00
Range	0.41	0.45	0.04	9.8%	1.16
ATR	0.60	0.58	-0.01	-1.7%	0.00
Volume	742,115	873,771	131,656	17.7%	4,090,999

Daily Pivots for day following 06-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.05	121.78	120.87
R3	121.60	121.33	120.74
R2	121.15	121.15	120.70
R1	120.88	120.88	120.66	120.79
PP	120.70	120.70	120.70	120.65
S1	120.43	120.43	120.58	120.34
S2	120.25	120.25	120.54
S3	119.80	119.98	120.50
S4	119.35	119.53	120.37

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.69	124.00	121.64
R3	123.53	122.84	121.32
R2	122.37	122.37	121.21
R1	121.68	121.68	121.11	121.45
PP	121.21	121.21	121.21	121.09
S1	120.52	120.52	120.89	120.29
S2	120.05	120.05	120.79
S3	118.89	119.36	120.68
S4	117.73	118.20	120.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.61	120.51	1.10	0.9%	0.44	0.4%	10%	False	True	824,635
10	122.74	120.51	2.23	1.8%	0.48	0.4%	5%	False	True	782,829
20	123.92	120.51	3.41	2.8%	0.59	0.5%	3%	False	True	902,099
40	123.92	120.51	3.41	2.8%	0.57	0.5%	3%	False	True	542,533
60	123.92	120.51	3.41	2.8%	0.54	0.4%	3%	False	True	362,387
80	124.97	120.51	4.46	3.7%	0.54	0.4%	2%	False	True	271,801
100	128.13	120.51	7.62	6.3%	0.45	0.4%	1%	False	True	217,465
120	129.76	120.51	9.25	7.7%	0.37	0.3%	1%	False	True	181,256

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.13
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122.87
2.618	122.14
1.618	121.69
1.000	121.41
0.618	121.24
HIGH	120.96
0.618	120.79
0.500	120.74
0.382	120.68
LOW	120.51
0.618	120.23
1.000	120.06
1.618	119.78
2.618	119.33
4.250	118.60

Fisher Pivots for day following 06-Apr-2011
Pivot	1 day	3 day
R1	120.74	120.87
PP	120.70	120.79
S1	120.66	120.70

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

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