Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 25-Jun-2010

Day Change Summary
	Previous	Current
	24-Jun-2010	25-Jun-2010	Change	Change %	Previous Week
Open	128.42	128.90	0.48	0.4%	127.37
High	129.16	129.15	-0.01	0.0%	129.16
Low	128.40	128.78	0.38	0.3%	127.12
Close	129.14	128.98	-0.16	-0.1%	128.98
Range	0.76	0.37	-0.39	-51.3%	2.04
ATR	0.81	0.78	-0.03	-3.9%	0.00
Volume	712,809	574,729	-138,080	-19.4%	3,532,561

Daily Pivots for day following 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	130.08	129.90	129.18
R3	129.71	129.53	129.08
R2	129.34	129.34	129.05
R1	129.16	129.16	129.01	129.25
PP	128.97	128.97	128.97	129.02
S1	128.79	128.79	128.95	128.88
S2	128.60	128.60	128.91
S3	128.23	128.42	128.88
S4	127.86	128.05	128.78

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	134.54	133.80	130.10
R3	132.50	131.76	129.54
R2	130.46	130.46	129.35
R1	129.72	129.72	129.17	130.09
PP	128.42	128.42	128.42	128.61
S1	127.68	127.68	128.79	128.05
S2	126.38	126.38	128.61
S3	124.34	125.64	128.42
S4	122.30	123.60	127.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.16	127.12	2.04	1.6%	0.62	0.5%	91%	False	False	706,512
10	129.16	127.12	2.04	1.6%	0.71	0.6%	91%	False	False	772,858
20	129.93	127.12	2.81	2.2%	0.74	0.6%	66%	False	False	696,372
40	129.93	123.73	6.20	4.8%	0.82	0.6%	85%	False	False	351,537
60	129.93	121.60	8.33	6.5%	0.71	0.6%	89%	False	False	234,623
80	129.93	121.50	8.43	6.5%	0.61	0.5%	89%	False	False	175,992
100	129.93	120.76	9.17	7.1%	0.51	0.4%	90%	False	False	140,818
120	129.93	119.60	10.33	8.0%	0.42	0.3%	91%	False	False	117,382

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	130.72
2.618	130.12
1.618	129.75
1.000	129.52
0.618	129.38
HIGH	129.15
0.618	129.01
0.500	128.97
0.382	128.92
LOW	128.78
0.618	128.55
1.000	128.41
1.618	128.18
2.618	127.81
4.250	127.21

Fisher Pivots for day following 25-Jun-2010
Pivot	1 day	3 day
R1	128.98	128.88
PP	128.97	128.78
S1	128.97	128.68

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

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