Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 11-Apr-2011

Day Change Summary
	Previous	Current
	08-Apr-2011	11-Apr-2011	Change	Change %	Previous Week
Open	120.47	120.00	-0.47	-0.4%	121.11
High	120.56	120.17	-0.39	-0.3%	121.23
Low	119.95	119.86	-0.09	-0.1%	119.95
Close	120.04	119.90	-0.14	-0.1%	120.04
Range	0.61	0.31	-0.30	-49.2%	1.28
ATR	0.59	0.57	-0.02	-3.4%	0.00
Volume	839,733	577,375	-262,358	-31.2%	4,100,106

Daily Pivots for day following 11-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	120.91	120.71	120.07
R3	120.60	120.40	119.99
R2	120.29	120.29	119.96
R1	120.09	120.09	119.93	120.04
PP	119.98	119.98	119.98	119.95
S1	119.78	119.78	119.87	119.73
S2	119.67	119.67	119.84
S3	119.36	119.47	119.81
S4	119.05	119.16	119.73

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	119.86	1.37	1.1%	0.46	0.4%	3%	False	True	819,724
10	121.86	119.86	2.00	1.7%	0.46	0.4%	2%	False	True	808,438
20	123.92	119.86	4.06	3.4%	0.57	0.5%	1%	False	True	881,901
40	123.92	119.86	4.06	3.4%	0.57	0.5%	1%	False	True	604,347
60	123.92	119.86	4.06	3.4%	0.54	0.4%	1%	False	True	403,737
80	124.97	119.86	5.11	4.3%	0.53	0.4%	1%	False	True	302,830
100	128.13	119.86	8.27	6.9%	0.46	0.4%	0%	False	True	242,289
120	129.76	119.86	9.90	8.3%	0.38	0.3%	0%	False	True	201,943

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	0.11
Narrowest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	121.49
2.618	120.98
1.618	120.67
1.000	120.48
0.618	120.36
HIGH	120.17
0.618	120.05
0.500	120.02
0.382	119.98
LOW	119.86
0.618	119.67
1.000	119.55
1.618	119.36
2.618	119.05
4.250	118.54

Fisher Pivots for day following 11-Apr-2011
Pivot	1 day	3 day
R1	120.02	120.34
PP	119.98	120.19
S1	119.94	120.05

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

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