Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 17-Aug-2010

Day Change Summary
	Previous	Current
	16-Aug-2010	17-Aug-2010	Change	Change %	Previous Week
Open	131.53	132.05	0.52	0.4%	130.06
High	132.30	132.17	-0.13	-0.1%	131.54
Low	131.38	131.64	0.26	0.2%	129.81
Close	132.05	131.69	-0.36	-0.3%	131.48
Range	0.92	0.53	-0.39	-42.4%	1.73
ATR	0.70	0.69	-0.01	-1.7%	0.00
Volume	724,230	807,199	82,969	11.5%	3,095,856

Daily Pivots for day following 17-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.42	133.09	131.98
R3	132.89	132.56	131.84
R2	132.36	132.36	131.79
R1	132.03	132.03	131.74	131.93
PP	131.83	131.83	131.83	131.79
S1	131.50	131.50	131.64	131.40
S2	131.30	131.30	131.59
S3	130.77	130.97	131.54
S4	130.24	130.44	131.40

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	132.30	130.41	1.89	1.4%	0.68	0.5%	68%	False	False	753,045
10	132.30	129.05	3.25	2.5%	0.61	0.5%	81%	False	False	670,544
20	132.30	127.37	4.93	3.7%	0.64	0.5%	88%	False	False	682,886
40	132.30	127.37	4.93	3.7%	0.66	0.5%	88%	False	False	697,814
60	132.30	127.12	5.18	3.9%	0.68	0.5%	88%	False	False	650,434
80	132.30	123.61	8.69	6.6%	0.75	0.6%	93%	False	False	488,647
100	132.30	121.60	10.70	8.1%	0.67	0.5%	94%	False	False	391,026
120	132.30	121.50	10.80	8.2%	0.62	0.5%	94%	False	False	325,872

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134.42
2.618	133.56
1.618	133.03
1.000	132.70
0.618	132.50
HIGH	132.17
0.618	131.97
0.500	131.91
0.382	131.84
LOW	131.64
0.618	131.31
1.000	131.11
1.618	130.78
2.618	130.25
4.250	129.39

Fisher Pivots for day following 17-Aug-2010
Pivot	1 day	3 day
R1	131.91	131.67
PP	131.83	131.64
S1	131.76	131.62

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

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