Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 15-Jun-2011

Day Change Summary
	Previous	Current
	14-Jun-2011	15-Jun-2011	Change	Change %	Previous Week
Open	124.53	124.32	-0.21	-0.2%	124.00
High	124.58	124.99	0.41	0.3%	124.58
Low	124.16	124.32	0.16	0.1%	123.28
Close	124.20	124.73	0.53	0.4%	124.59
Range	0.42	0.67	0.25	59.5%	1.30
ATR	0.38	0.41	0.03	7.9%	0.00
Volume	6	18	12	200.0%	603

Daily Pivots for day following 15-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.69	126.38	125.10
R3	126.02	125.71	124.91
R2	125.35	125.35	124.85
R1	125.04	125.04	124.79	125.20
PP	124.68	124.68	124.68	124.76
S1	124.37	124.37	124.67	124.53
S2	124.01	124.01	124.61
S3	123.34	123.70	124.55
S4	122.67	123.03	124.36

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.05	127.62	125.31
R3	126.75	126.32	124.95
R2	125.45	125.45	124.83
R1	125.02	125.02	124.71	125.24
PP	124.15	124.15	124.15	124.26
S1	123.72	123.72	124.47	123.94
S2	122.85	122.85	124.35
S3	121.55	122.42	124.23
S4	120.25	121.12	123.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.99	124.07	0.92	0.7%	0.37	0.3%	72%	True	False	35
10	124.99	123.28	1.71	1.4%	0.23	0.2%	85%	True	False	71
20	124.99	122.93	2.06	1.7%	0.12	0.1%	87%	True	False	144
40	124.99	120.84	4.15	3.3%	0.06	0.0%	94%	True	False	276

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	0.02
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	127.84
2.618	126.74
1.618	126.07
1.000	125.66
0.618	125.40
HIGH	124.99
0.618	124.73
0.500	124.66
0.382	124.58
LOW	124.32
0.618	123.91
1.000	123.65
1.618	123.24
2.618	122.57
4.250	121.47

Fisher Pivots for day following 15-Jun-2011
Pivot	1 day	3 day
R1	124.71	124.68
PP	124.68	124.63
S1	124.66	124.58

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

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