Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 03-May-2011

Day Change Summary
	Previous	Current
	02-May-2011	03-May-2011	Change	Change %	Previous Week
Open	122.84	122.96	0.12	0.1%	122.43
High	122.94	122.96	0.02	0.0%	122.98
Low	122.51	122.55	0.04	0.0%	121.89
Close	122.82	122.64	-0.18	-0.1%	122.92
Range	0.43	0.41	-0.02	-4.7%	1.09
ATR	0.62	0.61	-0.02	-2.4%	0.00
Volume	276,902	744,572	467,670	168.9%	2,457,808

Daily Pivots for day following 03-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.95	123.70	122.87
R3	123.54	123.29	122.75
R2	123.13	123.13	122.72
R1	122.88	122.88	122.68	122.80
PP	122.72	122.72	122.72	122.68
S1	122.47	122.47	122.60	122.39
S2	122.31	122.31	122.56
S3	121.90	122.06	122.53
S4	121.49	121.65	122.41

Weekly Pivots for week ending 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.87	125.48	123.52
R3	124.78	124.39	123.22
R2	123.69	123.69	123.12
R1	123.30	123.30	123.02	123.50
PP	122.60	122.60	122.60	122.69
S1	122.21	122.21	122.82	122.41
S2	121.51	121.51	122.72
S3	120.42	121.12	122.62
S4	119.33	120.03	122.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.98	121.89	1.09	0.9%	0.53	0.4%	69%	False	False	600,421
10	122.98	121.13	1.85	1.5%	0.64	0.5%	82%	False	False	616,078
20	122.98	119.86	3.12	2.5%	0.57	0.5%	89%	False	False	684,191
40	123.92	119.86	4.06	3.3%	0.58	0.5%	68%	False	False	799,393
60	123.92	119.86	4.06	3.3%	0.57	0.5%	68%	False	False	553,517
80	124.90	119.86	5.04	4.1%	0.55	0.5%	55%	False	False	415,404
100	124.97	119.86	5.11	4.2%	0.54	0.4%	54%	False	False	332,336
120	129.43	119.86	9.57	7.8%	0.46	0.4%	29%	False	False	276,967

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	True
Stretch	0.08
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124.70
2.618	124.03
1.618	123.62
1.000	123.37
0.618	123.21
HIGH	122.96
0.618	122.80
0.500	122.76
0.382	122.71
LOW	122.55
0.618	122.30
1.000	122.14
1.618	121.89
2.618	121.48
4.250	120.81

Fisher Pivots for day following 03-May-2011
Pivot	1 day	3 day
R1	122.76	122.73
PP	122.72	122.70
S1	122.68	122.67

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

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