Euro Bund Future September 2011

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

Day Change Summary
	Previous	Current
	15-Apr-2011	18-Apr-2011	Change	Change %	Previous Week
Open	120.16	120.84	0.68	0.6%	119.60
High	120.75	122.10	1.35	1.1%	120.75
Low	120.12	120.84	0.72	0.6%	119.38
Close	120.72	122.03	1.31	1.1%	120.72
Range	0.63	1.26	0.63	100.0%	1.37
ATR	0.47	0.53	0.07	14.0%	0.00
Volume	598	548	-50	-8.4%	5,089

Daily Pivots for day following 18-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.44	124.99	122.72
R3	124.18	123.73	122.38
R2	122.92	122.92	122.26
R1	122.47	122.47	122.15	122.70
PP	121.66	121.66	121.66	121.77
S1	121.21	121.21	121.91	121.44
S2	120.40	120.40	121.80
S3	119.14	119.95	121.68
S4	117.88	118.69	121.34

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.39	123.93	121.47
R3	123.02	122.56	121.10
R2	121.65	121.65	120.97
R1	121.19	121.19	120.85	121.42
PP	120.28	120.28	120.28	120.40
S1	119.82	119.82	120.59	120.05
S2	118.91	118.91	120.47
S3	117.54	118.45	120.34
S4	116.17	117.08	119.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.10	119.63	2.47	2.0%	0.63	0.5%	97%	True	False	1,016
10	122.10	119.38	2.72	2.2%	0.50	0.4%	97%	True	False	586
20	122.28	119.38	2.90	2.4%	0.39	0.3%	91%	False	False	408
40	123.50	119.38	4.12	3.4%	0.33	0.3%	64%	False	False	260

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	0.05
Widest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	127.46
2.618	125.40
1.618	124.14
1.000	123.36
0.618	122.88
HIGH	122.10
0.618	121.62
0.500	121.47
0.382	121.32
LOW	120.84
0.618	120.06
1.000	119.58
1.618	118.80
2.618	117.54
4.250	115.49

Fisher Pivots for day following 18-Apr-2011
Pivot	1 day	3 day
R1	121.84	121.72
PP	121.66	121.42
S1	121.47	121.11

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

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