Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 21-Mar-2011

Day Change Summary
	Previous	Current
	18-Mar-2011	21-Mar-2011	Change	Change %	Previous Week
Open	122.75	122.15	-0.60	-0.5%	121.59
High	122.77	122.16	-0.61	-0.5%	123.50
Low	122.29	121.80	-0.49	-0.4%	121.39
Close	122.27	121.80	-0.47	-0.4%	122.27
Range	0.48	0.36	-0.12	-25.0%	2.11
ATR	0.48	0.48	0.00	-0.2%	0.00
Volume	18	65	47	261.1%	878

Daily Pivots for day following 21-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.00	122.76	122.00
R3	122.64	122.40	121.90
R2	122.28	122.28	121.87
R1	122.04	122.04	121.83	121.98
PP	121.92	121.92	121.92	121.89
S1	121.68	121.68	121.77	121.62
S2	121.56	121.56	121.73
S3	121.20	121.32	121.70
S4	120.84	120.96	121.60

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.72	127.60	123.43
R3	126.61	125.49	122.85
R2	124.50	124.50	122.66
R1	123.38	123.38	122.46	123.94
PP	122.39	122.39	122.39	122.67
S1	121.27	121.27	122.08	121.83
S2	120.28	120.28	121.88
S3	118.17	119.16	121.69
S4	116.06	117.05	121.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.50	121.80	1.70	1.4%	0.64	0.5%	0%	False	True	184
10	123.50	120.90	2.60	2.1%	0.43	0.4%	35%	False	False	98
20	123.50	120.85	2.65	2.2%	0.28	0.2%	36%	False	False	112

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.04
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	123.69
2.618	123.10
1.618	122.74
1.000	122.52
0.618	122.38
HIGH	122.16
0.618	122.02
0.500	121.98
0.382	121.94
LOW	121.80
0.618	121.58
1.000	121.44
1.618	121.22
2.618	120.86
4.250	120.27

Fisher Pivots for day following 21-Mar-2011
Pivot	1 day	3 day
R1	121.98	122.42
PP	121.92	122.21
S1	121.86	122.01

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

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