Euro Bund Future June 2011

Trading Metrics calculated at close of trading on 18-May-2011

Day Change Summary
	Previous	Current
	17-May-2011	18-May-2011	Change	Change %	Previous Week
Open	124.20	124.26	0.06	0.0%	123.68
High	124.48	124.50	0.02	0.0%	124.63
Low	123.87	124.05	0.18	0.1%	123.55
Close	124.38	124.31	-0.07	-0.1%	124.42
Range	0.61	0.45	-0.16	-26.2%	1.08
ATR	0.68	0.66	-0.02	-2.4%	0.00
Volume	0	865,098	865,098		5,191,367

Daily Pivots for day following 18-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.64	125.42	124.56
R3	125.19	124.97	124.43
R2	124.74	124.74	124.39
R1	124.52	124.52	124.35	124.63
PP	124.29	124.29	124.29	124.34
S1	124.07	124.07	124.27	124.18
S2	123.84	123.84	124.23
S3	123.39	123.62	124.19
S4	122.94	123.17	124.06

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	123.82	0.81	0.7%	0.61	0.5%	60%	False	False	734,905
10	124.63	122.07	2.56	2.1%	0.73	0.6%	88%	False	False	941,026
20	124.63	121.67	2.96	2.4%	0.65	0.5%	89%	False	False	831,952
40	124.63	119.86	4.77	3.8%	0.60	0.5%	93%	False	False	794,895
60	124.63	119.86	4.77	3.8%	0.61	0.5%	93%	False	False	727,072
80	124.63	119.86	4.77	3.8%	0.58	0.5%	93%	False	False	546,304
100	124.97	119.86	5.11	4.1%	0.58	0.5%	87%	False	False	437,110
120	127.27	119.86	7.41	6.0%	0.52	0.4%	60%	False	False	364,275

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	126.41
2.618	125.68
1.618	125.23
1.000	124.95
0.618	124.78
HIGH	124.50
0.618	124.33
0.500	124.28
0.382	124.22
LOW	124.05
0.618	123.77
1.000	123.60
1.618	123.32
2.618	122.87
4.250	122.14

Fisher Pivots for day following 18-May-2011
Pivot	1 day	3 day
R1	124.30	124.29
PP	124.29	124.27
S1	124.28	124.25

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

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