Euro Bund Future June 2012

Trading Metrics calculated at close of trading on 07-Jun-2012

Day Change Summary
	Previous	Current
	06-Jun-2012	07-Jun-2012	Change	Change %	Previous Week
Open	145.50	144.58	-0.92	-0.6%	144.22
High	145.72	144.68	-1.04	-0.7%	146.89
Low	144.31	143.90	-0.41	-0.3%	144.02
Close	144.67	144.22	-0.45	-0.3%	146.44
Range	1.41	0.78	-0.63	-44.7%	2.87
ATR	0.85	0.84	0.00	-0.6%	0.00
Volume	579,565	32,140	-547,425	-94.5%	4,466,798

Daily Pivots for day following 07-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.61	146.19	144.65
R3	145.83	145.41	144.43
R2	145.05	145.05	144.36
R1	144.63	144.63	144.29	144.45
PP	144.27	144.27	144.27	144.18
S1	143.85	143.85	144.15	143.67
S2	143.49	143.49	144.08
S3	142.71	143.07	144.01
S4	141.93	142.29	143.79

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	143.90	2.99	2.1%	0.94	0.7%	11%	False	True	739,116
10	146.89	143.63	3.26	2.3%	0.91	0.6%	18%	False	False	839,204
20	146.89	142.26	4.63	3.2%	0.80	0.6%	42%	False	False	791,149
40	146.89	139.49	7.40	5.1%	0.74	0.5%	64%	False	False	738,160
60	146.89	135.27	11.62	8.1%	0.79	0.5%	77%	False	False	737,288
80	146.89	135.27	11.62	8.1%	0.77	0.5%	77%	False	False	603,077
100	146.89	135.22	11.67	8.1%	0.77	0.5%	77%	False	False	482,712
120	146.89	135.09	11.80	8.2%	0.74	0.5%	77%	False	False	402,289

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	0.14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	148.00
2.618	146.72
1.618	145.94
1.000	145.46
0.618	145.16
HIGH	144.68
0.618	144.38
0.500	144.29
0.382	144.20
LOW	143.90
0.618	143.42
1.000	143.12
1.618	142.64
2.618	141.86
4.250	140.59

Fisher Pivots for day following 07-Jun-2012
Pivot	1 day	3 day
R1	144.29	145.12
PP	144.27	144.82
S1	144.24	144.52

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

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