Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 16-May-2011

Day Change Summary
	Previous	Current
	13-May-2011	16-May-2011	Change	Change %	Previous Week
Open	123.99	124.57	0.58	0.5%	123.68
High	124.63	124.62	-0.01	0.0%	124.63
Low	123.82	124.03	0.21	0.2%	123.55
Close	124.42	124.13	-0.29	-0.2%	124.42
Range	0.81	0.59	-0.22	-27.2%	1.08
ATR	0.69	0.68	-0.01	-1.0%	0.00
Volume	955,846	810,527	-145,319	-15.2%	5,191,367

Daily Pivots for day following 16-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.03	125.67	124.45
R3	125.44	125.08	124.29
R2	124.85	124.85	124.24
R1	124.49	124.49	124.18	124.38
PP	124.26	124.26	124.26	124.20
S1	123.90	123.90	124.08	123.79
S2	123.67	123.67	124.02
S3	123.08	123.31	123.97
S4	122.49	122.72	123.81

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	127.44	127.01	125.01
R3	126.36	125.93	124.72
R2	125.28	125.28	124.62
R1	124.85	124.85	124.52	125.07
PP	124.20	124.20	124.20	124.31
S1	123.77	123.77	124.32	123.99
S2	123.12	123.12	124.22
S3	122.04	122.69	124.12
S4	120.96	121.61	123.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.63	123.58	1.05	0.8%	0.62	0.5%	52%	False	False	982,177
10	124.63	122.07	2.56	2.1%	0.73	0.6%	80%	False	False	1,035,774
20	124.63	120.59	4.04	3.3%	0.70	0.6%	88%	False	False	788,697
40	124.63	119.86	4.77	3.8%	0.60	0.5%	90%	False	False	812,876
60	124.63	119.86	4.77	3.8%	0.61	0.5%	90%	False	False	713,016
80	124.63	119.86	4.77	3.8%	0.58	0.5%	90%	False	False	535,534
100	124.97	119.86	5.11	4.1%	0.57	0.5%	84%	False	False	428,459
120	128.13	119.86	8.27	6.7%	0.51	0.4%	52%	False	False	357,067

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127.13
2.618	126.16
1.618	125.57
1.000	125.21
0.618	124.98
HIGH	124.62
0.618	124.39
0.500	124.33
0.382	124.26
LOW	124.03
0.618	123.67
1.000	123.44
1.618	123.08
2.618	122.49
4.250	121.52

Fisher Pivots for day following 16-May-2011
Pivot	1 day	3 day
R1	124.33	124.23
PP	124.26	124.19
S1	124.20	124.16

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

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