Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 08-Apr-2011

Day Change Summary
	Previous	Current
	07-Apr-2011	08-Apr-2011	Change	Change %	Previous Week
Open	120.55	120.47	-0.08	-0.1%	121.11
High	120.82	120.56	-0.26	-0.2%	121.23
Low	120.30	119.95	-0.35	-0.3%	119.95
Close	120.71	120.04	-0.67	-0.6%	120.04
Range	0.52	0.61	0.09	17.3%	1.28
ATR	0.58	0.59	0.01	2.2%	0.00
Volume	1,065,630	839,733	-225,897	-21.2%	4,100,106

Daily Pivots for day following 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.01	121.64	120.38
R3	121.40	121.03	120.21
R2	120.79	120.79	120.15
R1	120.42	120.42	120.10	120.30
PP	120.18	120.18	120.18	120.13
S1	119.81	119.81	119.98	119.69
S2	119.57	119.57	119.93
S3	118.96	119.20	119.87
S4	118.35	118.59	119.70

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.25	123.42	120.74
R3	122.97	122.14	120.39
R2	121.69	121.69	120.27
R1	120.86	120.86	120.16	120.64
PP	120.41	120.41	120.41	120.29
S1	119.58	119.58	119.92	119.36
S2	119.13	119.13	119.81
S3	117.85	118.30	119.69
S4	116.57	117.02	119.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.23	119.95	1.28	1.1%	0.47	0.4%	7%	False	True	820,021
10	121.89	119.95	1.94	1.6%	0.47	0.4%	5%	False	True	819,110
20	123.92	119.95	3.97	3.3%	0.59	0.5%	2%	False	True	901,404
40	123.92	119.95	3.97	3.3%	0.57	0.5%	2%	False	True	590,102
60	123.92	119.95	3.97	3.3%	0.54	0.5%	2%	False	True	394,117
80	124.97	119.95	5.02	4.2%	0.53	0.4%	2%	False	True	295,614
100	128.13	119.95	8.18	6.8%	0.46	0.4%	1%	False	True	236,516
120	129.76	119.95	9.81	8.2%	0.38	0.3%	1%	False	True	197,132

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

Fibonacci Retracements and Extensions
4.250	123.15
2.618	122.16
1.618	121.55
1.000	121.17
0.618	120.94
HIGH	120.56
0.618	120.33
0.500	120.26
0.382	120.18
LOW	119.95
0.618	119.57
1.000	119.34
1.618	118.96
2.618	118.35
4.250	117.36

Fisher Pivots for day following 08-Apr-2011
Pivot	1 day	3 day
R1	120.26	120.46
PP	120.18	120.32
S1	120.11	120.18

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

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