Euro Bund Future June 2012

Trading Metrics calculated at close of trading on 01-Jun-2012

Day Change Summary
	Previous	Current
	31-May-2012	01-Jun-2012	Change	Change %	Previous Week
Open	145.34	145.89	0.55	0.4%	144.22
High	146.08	146.89	0.81	0.6%	146.89
Low	144.97	145.84	0.87	0.6%	144.02
Close	145.92	146.44	0.52	0.4%	146.44
Range	1.11	1.05	-0.06	-5.4%	2.87
ATR	0.79	0.81	0.02	2.4%	0.00
Volume	1,146,181	1,384,264	238,083	20.8%	4,466,798

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	149.54	149.04	147.02
R3	148.49	147.99	146.73
R2	147.44	147.44	146.63
R1	146.94	146.94	146.54	147.19
PP	146.39	146.39	146.39	146.52
S1	145.89	145.89	146.34	146.14
S2	145.34	145.34	146.25
S3	144.29	144.84	146.15
S4	143.24	143.79	145.86

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	154.39	153.29	148.02
R3	151.52	150.42	147.23
R2	148.65	148.65	146.97
R1	147.55	147.55	146.70	148.10
PP	145.78	145.78	145.78	146.06
S1	144.68	144.68	146.18	145.23
S2	142.91	142.91	145.91
S3	140.04	141.81	145.65
S4	137.17	138.94	144.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146.89	143.63	3.26	2.2%	0.94	0.6%	86%	True	False	1,029,816
10	146.89	143.03	3.86	2.6%	0.79	0.5%	88%	True	False	882,678
20	146.89	141.47	5.42	3.7%	0.76	0.5%	92%	True	False	785,249
40	146.89	137.60	9.29	6.3%	0.75	0.5%	95%	True	False	754,038
60	146.89	135.27	11.62	7.9%	0.77	0.5%	96%	True	False	750,050
80	146.89	135.22	11.67	8.0%	0.77	0.5%	96%	True	False	574,278
100	146.89	135.22	11.67	8.0%	0.76	0.5%	96%	True	False	459,625
120	146.89	134.18	12.71	8.7%	0.74	0.5%	96%	True	False	383,029

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.17
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	151.35
2.618	149.64
1.618	148.59
1.000	147.94
0.618	147.54
HIGH	146.89
0.618	146.49
0.500	146.37
0.382	146.24
LOW	145.84
0.618	145.19
1.000	144.79
1.618	144.14
2.618	143.09
4.250	141.38

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	146.42	146.15
PP	146.39	145.86
S1	146.37	145.57

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

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