Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 28-Apr-2011

Day Change Summary
	Previous	Current
	27-Apr-2011	28-Apr-2011	Change	Change %	Previous Week
Open	122.52	122.27	-0.25	-0.2%	121.24
High	122.55	122.79	0.24	0.2%	122.65
Low	121.89	122.12	0.23	0.2%	121.13
Close	121.99	122.67	0.68	0.6%	122.31
Range	0.66	0.67	0.01	1.5%	1.52
ATR	0.64	0.65	0.01	1.8%	0.00
Volume	785,495	823,612	38,117	4.9%	2,681,503

Daily Pivots for day following 28-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.54	124.27	123.04
R3	123.87	123.60	122.85
R2	123.20	123.20	122.79
R1	122.93	122.93	122.73	123.07
PP	122.53	122.53	122.53	122.59
S1	122.26	122.26	122.61	122.40
S2	121.86	121.86	122.55
S3	121.19	121.59	122.49
S4	120.52	120.92	122.30

Weekly Pivots for week ending 22-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.59	125.97	123.15
R3	125.07	124.45	122.73
R2	123.55	123.55	122.59
R1	122.93	122.93	122.45	123.24
PP	122.03	122.03	122.03	122.19
S1	121.41	121.41	122.17	121.72
S2	120.51	120.51	122.03
S3	118.99	119.89	121.89
S4	117.47	118.37	121.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.79	121.67	1.12	0.9%	0.56	0.5%	89%	True	False	747,268
10	122.79	120.20	2.59	2.1%	0.69	0.6%	95%	True	False	668,099
20	122.79	119.86	2.93	2.4%	0.57	0.5%	96%	True	False	746,281
40	123.92	119.86	4.06	3.3%	0.61	0.5%	69%	False	False	788,947
60	123.92	119.86	4.06	3.3%	0.57	0.5%	69%	False	False	530,491
80	124.97	119.86	5.11	4.2%	0.57	0.5%	55%	False	False	397,995
100	125.44	119.86	5.58	4.5%	0.53	0.4%	50%	False	False	318,413
120	129.76	119.86	9.90	8.1%	0.45	0.4%	28%	False	False	265,362

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.09
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125.64
2.618	124.54
1.618	123.87
1.000	123.46
0.618	123.20
HIGH	122.79
0.618	122.53
0.500	122.46
0.382	122.38
LOW	122.12
0.618	121.71
1.000	121.45
1.618	121.04
2.618	120.37
4.250	119.27

Fisher Pivots for day following 28-Apr-2011
Pivot	1 day	3 day
R1	122.60	122.56
PP	122.53	122.45
S1	122.46	122.34

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

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