Euro Bund Future June 2011

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

Day Change Summary
	Previous	Current
	02-Jun-2011	03-Jun-2011	Change	Change %	Previous Week
Open	125.76	125.48	-0.28	-0.2%	125.41
High	125.98	126.04	0.06	0.0%	126.04
Low	125.31	125.03	-0.28	-0.2%	124.96
Close	125.41	125.17	-0.24	-0.2%	125.17
Range	0.67	1.01	0.34	50.7%	1.08
ATR	0.65	0.68	0.03	3.9%	0.00
Volume	758,435	1,163,349	404,914	53.4%	4,148,966

Daily Pivots for day following 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.44	127.82	125.73
R3	127.43	126.81	125.45
R2	126.42	126.42	125.36
R1	125.80	125.80	125.26	125.61
PP	125.41	125.41	125.41	125.32
S1	124.79	124.79	125.08	124.60
S2	124.40	124.40	124.98
S3	123.39	123.78	124.89
S4	122.38	122.77	124.61

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.63	127.98	125.76
R3	127.55	126.90	125.47
R2	126.47	126.47	125.37
R1	125.82	125.82	125.27	125.61
PP	125.39	125.39	125.39	125.28
S1	124.74	124.74	125.07	124.53
S2	124.31	124.31	124.97
S3	123.23	123.66	124.87
S4	122.15	122.58	124.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126.04	124.96	1.08	0.9%	0.71	0.6%	19%	True	False	1,022,184
10	126.04	124.12	1.92	1.5%	0.64	0.5%	55%	True	False	1,021,356
20	126.04	123.00	3.04	2.4%	0.65	0.5%	71%	True	False	966,751
40	126.04	119.86	6.18	4.9%	0.64	0.5%	86%	True	False	851,754
60	126.04	119.86	6.18	4.9%	0.62	0.5%	86%	True	False	865,542
80	126.04	119.86	6.18	4.9%	0.60	0.5%	86%	True	False	686,381
100	126.04	119.86	6.18	4.9%	0.58	0.5%	86%	True	False	549,396
120	126.04	119.86	6.18	4.9%	0.57	0.5%	86%	True	False	457,837

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	130.33
2.618	128.68
1.618	127.67
1.000	127.05
0.618	126.66
HIGH	126.04
0.618	125.65
0.500	125.54
0.382	125.42
LOW	125.03
0.618	124.41
1.000	124.02
1.618	123.40
2.618	122.39
4.250	120.74

Fisher Pivots for day following 03-Jun-2011
Pivot	1 day	3 day
R1	125.54	125.50
PP	125.41	125.39
S1	125.29	125.28

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

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