Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 13-Aug-2010

Day Change Summary
	Previous	Current
	12-Aug-2010	13-Aug-2010	Change	Change %	Previous Week
Open	130.98	130.98	0.00	0.0%	130.06
High	131.40	131.54	0.14	0.1%	131.54
Low	130.90	130.94	0.04	0.0%	129.81
Close	131.22	131.48	0.26	0.2%	131.48
Range	0.50	0.60	0.10	20.0%	1.73
ATR	0.69	0.68	-0.01	-0.9%	0.00
Volume	731,646	698,263	-33,383	-4.6%	3,095,856

Daily Pivots for day following 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.12	132.90	131.81
R3	132.52	132.30	131.65
R2	131.92	131.92	131.59
R1	131.70	131.70	131.54	131.81
PP	131.32	131.32	131.32	131.38
S1	131.10	131.10	131.43	131.21
S2	130.72	130.72	131.37
S3	130.12	130.50	131.32
S4	129.52	129.90	131.15

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	136.13	135.54	132.43
R3	134.40	133.81	131.96
R2	132.67	132.67	131.80
R1	132.08	132.08	131.64	132.38
PP	130.94	130.94	130.94	131.09
S1	130.35	130.35	131.32	130.65
S2	129.21	129.21	131.16
S3	127.48	128.62	131.00
S4	125.75	126.89	130.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131.54	129.81	1.73	1.3%	0.58	0.4%	97%	True	False	619,171
10	131.54	128.09	3.45	2.6%	0.61	0.5%	98%	True	False	642,528
20	131.54	127.37	4.17	3.2%	0.65	0.5%	99%	True	False	673,523
40	131.54	127.12	4.42	3.4%	0.65	0.5%	99%	True	False	693,442
60	131.54	127.12	4.42	3.4%	0.69	0.5%	99%	True	False	625,117
80	131.54	123.00	8.54	6.5%	0.74	0.6%	99%	True	False	469,551
100	131.54	121.60	9.94	7.6%	0.67	0.5%	99%	True	False	375,714
120	131.54	121.50	10.04	7.6%	0.61	0.5%	99%	True	False	313,112

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134.09
2.618	133.11
1.618	132.51
1.000	132.14
0.618	131.91
HIGH	131.54
0.618	131.31
0.500	131.24
0.382	131.17
LOW	130.94
0.618	130.57
1.000	130.34
1.618	129.97
2.618	129.37
4.250	128.39

Fisher Pivots for day following 13-Aug-2010
Pivot	1 day	3 day
R1	131.40	131.31
PP	131.32	131.14
S1	131.24	130.98

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

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