Euro Bund Future June 2012

Trading Metrics calculated at close of trading on 06-Jun-2012

Day Change Summary
	Previous	Current
	05-Jun-2012	06-Jun-2012	Change	Change %	Previous Week
Open	145.69	145.50	-0.19	-0.1%	144.22
High	146.34	145.72	-0.62	-0.4%	146.89
Low	145.59	144.31	-1.28	-0.9%	144.02
Close	145.76	144.67	-1.09	-0.7%	146.44
Range	0.75	1.41	0.66	88.0%	2.87
ATR	0.80	0.85	0.05	5.8%	0.00
Volume	945,091	579,565	-365,526	-38.7%	4,466,798

Daily Pivots for day following 06-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	149.13	148.31	145.45
R3	147.72	146.90	145.06
R2	146.31	146.31	144.93
R1	145.49	145.49	144.80	145.20
PP	144.90	144.90	144.90	144.75
S1	144.08	144.08	144.54	143.79
S2	143.49	143.49	144.41
S3	142.08	142.67	144.28
S4	140.67	141.26	143.89

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	144.31	2.58	1.8%	1.00	0.7%	14%	False	True	961,924
10	146.89	143.35	3.54	2.4%	0.92	0.6%	37%	False	False	921,701
20	146.89	142.26	4.63	3.2%	0.80	0.5%	52%	False	False	825,450
40	146.89	139.45	7.44	5.1%	0.75	0.5%	70%	False	False	757,169
60	146.89	135.27	11.62	8.0%	0.79	0.5%	81%	False	False	744,948
80	146.89	135.27	11.62	8.0%	0.78	0.5%	81%	False	False	602,692
100	146.89	135.22	11.67	8.1%	0.77	0.5%	81%	False	False	482,393
120	146.89	135.09	11.80	8.2%	0.74	0.5%	81%	False	False	402,021

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	0.16
Widest range in 123 trading days

Fibonacci Retracements and Extensions
4.250	151.71
2.618	149.41
1.618	148.00
1.000	147.13
0.618	146.59
HIGH	145.72
0.618	145.18
0.500	145.02
0.382	144.85
LOW	144.31
0.618	143.44
1.000	142.90
1.618	142.03
2.618	140.62
4.250	138.32

Fisher Pivots for day following 06-Jun-2012
Pivot	1 day	3 day
R1	145.02	145.33
PP	144.90	145.11
S1	144.79	144.89

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

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