Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 04-May-2011

Day Change Summary
	Previous	Current
	03-May-2011	04-May-2011	Change	Change %	Previous Week
Open	122.96	122.80	-0.16	-0.1%	122.43
High	122.96	122.82	-0.14	-0.1%	122.98
Low	122.55	122.15	-0.40	-0.3%	121.89
Close	122.64	122.48	-0.16	-0.1%	122.92
Range	0.41	0.67	0.26	63.4%	1.09
ATR	0.61	0.61	0.00	0.7%	0.00
Volume	744,572	1,068,007	323,435	43.4%	2,457,808

Daily Pivots for day following 04-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.49	124.16	122.85
R3	123.82	123.49	122.66
R2	123.15	123.15	122.60
R1	122.82	122.82	122.54	122.65
PP	122.48	122.48	122.48	122.40
S1	122.15	122.15	122.42	121.98
S2	121.81	121.81	122.36
S3	121.14	121.48	122.30
S4	120.47	120.81	122.11

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	122.12	0.86	0.7%	0.54	0.4%	42%	False	False	656,923
10	122.98	121.67	1.31	1.1%	0.56	0.5%	62%	False	False	722,879
20	122.98	119.86	3.12	2.5%	0.58	0.5%	84%	False	False	708,649
40	123.92	119.86	4.06	3.3%	0.58	0.5%	65%	False	False	800,508
60	123.92	119.86	4.06	3.3%	0.57	0.5%	65%	False	False	571,272
80	124.90	119.86	5.04	4.1%	0.56	0.5%	52%	False	False	428,754
100	124.97	119.86	5.11	4.2%	0.54	0.4%	51%	False	False	343,012
120	128.66	119.86	8.80	7.2%	0.46	0.4%	30%	False	False	285,866

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.07
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125.67
2.618	124.57
1.618	123.90
1.000	123.49
0.618	123.23
HIGH	122.82
0.618	122.56
0.500	122.49
0.382	122.41
LOW	122.15
0.618	121.74
1.000	121.48
1.618	121.07
2.618	120.40
4.250	119.30

Fisher Pivots for day following 04-May-2011
Pivot	1 day	3 day
R1	122.49	122.56
PP	122.48	122.53
S1	122.48	122.51

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

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