Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 05-Jul-2011

Day Change Summary
	Previous	Current
	04-Jul-2011	05-Jul-2011	Change	Change %	Previous Week
Open	124.40	124.39	-0.01	0.0%	126.16
High	124.40	124.43	0.03	0.0%	126.16
Low	124.25	124.20	-0.05	0.0%	123.96
Close	124.23	124.37	0.14	0.1%	124.13
Range	0.15	0.23	0.08	53.3%	2.20
ATR	0.51	0.49	-0.02	-4.0%	0.00
Volume	40	35	-5	-12.5%	1,114

Daily Pivots for day following 05-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.02	124.93	124.50
R3	124.79	124.70	124.43
R2	124.56	124.56	124.41
R1	124.47	124.47	124.39	124.40
PP	124.33	124.33	124.33	124.30
S1	124.24	124.24	124.35	124.17
S2	124.10	124.10	124.33
S3	123.87	124.01	124.31
S4	123.64	123.78	124.24

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.35	129.94	125.34
R3	129.15	127.74	124.74
R2	126.95	126.95	124.53
R1	125.54	125.54	124.33	125.15
PP	124.75	124.75	124.75	124.55
S1	123.34	123.34	123.93	122.95
S2	122.55	122.55	123.73
S3	120.35	121.14	123.53
S4	118.15	118.94	122.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.94	123.96	0.98	0.8%	0.43	0.3%	42%	False	False	143
10	126.20	123.96	2.24	1.8%	0.54	0.4%	18%	False	False	137
20	126.20	123.69	2.51	2.0%	0.44	0.4%	27%	False	False	89
40	126.20	122.78	3.42	2.7%	0.23	0.2%	46%	False	False	135
60	126.20	118.80	7.40	5.9%	0.15	0.1%	75%	False	False	220

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125.41
2.618	125.03
1.618	124.80
1.000	124.66
0.618	124.57
HIGH	124.43
0.618	124.34
0.500	124.32
0.382	124.29
LOW	124.20
0.618	124.06
1.000	123.97
1.618	123.83
2.618	123.60
4.250	123.22

Fisher Pivots for day following 05-Jul-2011
Pivot	1 day	3 day
R1	124.35	124.32
PP	124.33	124.28
S1	124.32	124.23

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

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