Euro Bund Future June 2011

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

Day Change Summary
	Previous	Current
	10-May-2011	11-May-2011	Change	Change %	Previous Week
Open	124.18	123.85	-0.33	-0.3%	122.84
High	124.23	124.32	0.09	0.1%	123.95
Low	123.86	123.58	-0.28	-0.2%	122.07
Close	124.01	123.93	-0.08	-0.1%	123.44
Range	0.37	0.74	0.37	100.0%	1.88
ATR	0.69	0.69	0.00	0.6%	0.00
Volume	1,046,423	1,055,035	8,612	0.8%	4,632,749

Daily Pivots for day following 11-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.16	125.79	124.34
R3	125.42	125.05	124.13
R2	124.68	124.68	124.07
R1	124.31	124.31	124.00	124.50
PP	123.94	123.94	123.94	124.04
S1	123.57	123.57	123.86	123.76
S2	123.20	123.20	123.79
S3	122.46	122.83	123.73
S4	121.72	122.09	123.52

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.79	128.00	124.47
R3	126.91	126.12	123.96
R2	125.03	125.03	123.78
R1	124.24	124.24	123.61	124.64
PP	123.15	123.15	123.15	123.35
S1	122.36	122.36	123.27	122.76
S2	121.27	121.27	123.10
S3	119.39	120.48	122.92
S4	117.51	118.60	122.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.44	122.07	2.37	1.9%	0.85	0.7%	78%	False	False	1,147,146
10	124.44	122.07	2.37	1.9%	0.70	0.6%	78%	False	False	902,034
20	124.44	120.08	4.36	3.5%	0.68	0.6%	88%	False	False	790,504
40	124.44	119.86	4.58	3.7%	0.62	0.5%	89%	False	False	836,203
60	124.44	119.86	4.58	3.7%	0.61	0.5%	89%	False	False	666,400
80	124.44	119.86	4.58	3.7%	0.58	0.5%	89%	False	False	500,428
100	124.97	119.86	5.11	4.1%	0.56	0.5%	80%	False	False	400,365
120	128.13	119.86	8.27	6.7%	0.50	0.4%	49%	False	False	333,659

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

Fibonacci Retracements and Extensions
4.250	127.47
2.618	126.26
1.618	125.52
1.000	125.06
0.618	124.78
HIGH	124.32
0.618	124.04
0.500	123.95
0.382	123.86
LOW	123.58
0.618	123.12
1.000	122.84
1.618	122.38
2.618	121.64
4.250	120.44

Fisher Pivots for day following 11-May-2011
Pivot	1 day	3 day
R1	123.95	124.00
PP	123.94	123.97
S1	123.94	123.95

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

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