Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 08-Apr-2011

Day Change Summary
	Previous	Current
	07-Apr-2011	08-Apr-2011	Change	Change %	Previous Week
Open	120.04	119.96	-0.08	-0.1%	120.55
High	120.28	119.96	-0.32	-0.3%	120.73
Low	119.88	119.49	-0.39	-0.3%	119.49
Close	120.21	119.53	-0.68	-0.6%	119.53
Range	0.40	0.47	0.07	17.5%	1.24
ATR	0.42	0.44	0.02	5.0%	0.00
Volume	40	42	2	5.0%	945

Daily Pivots for day following 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	121.07	120.77	119.79
R3	120.60	120.30	119.66
R2	120.13	120.13	119.62
R1	119.83	119.83	119.57	119.75
PP	119.66	119.66	119.66	119.62
S1	119.36	119.36	119.49	119.28
S2	119.19	119.19	119.44
S3	118.72	118.89	119.40
S4	118.25	118.42	119.27

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.64	122.82	120.21
R3	122.40	121.58	119.87
R2	121.16	121.16	119.76
R1	120.34	120.34	119.64	120.13
PP	119.92	119.92	119.92	119.81
S1	119.10	119.10	119.42	118.89
S2	118.68	118.68	119.30
S3	117.44	117.86	119.19
S4	116.20	116.62	118.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120.73	119.49	1.24	1.0%	0.38	0.3%	3%	False	True	189
10	121.41	119.49	1.92	1.6%	0.35	0.3%	2%	False	True	136
20	123.50	119.49	4.01	3.4%	0.41	0.3%	1%	False	True	174
40	123.50	119.49	4.01	3.4%	0.25	0.2%	1%	False	True	126

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.06
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121.96
2.618	121.19
1.618	120.72
1.000	120.43
0.618	120.25
HIGH	119.96
0.618	119.78
0.500	119.73
0.382	119.67
LOW	119.49
0.618	119.20
1.000	119.02
1.618	118.73
2.618	118.26
4.250	117.49

Fisher Pivots for day following 08-Apr-2011
Pivot	1 day	3 day
R1	119.73	119.97
PP	119.66	119.82
S1	119.60	119.68

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

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