Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 28-Jun-2010

Day Change Summary
	Previous	Current
	25-Jun-2010	28-Jun-2010	Change	Change %	Previous Week
Open	128.90	128.96	0.06	0.0%	127.37
High	129.15	129.39	0.24	0.2%	129.16
Low	128.78	128.67	-0.11	-0.1%	127.12
Close	128.98	129.20	0.22	0.2%	128.98
Range	0.37	0.72	0.35	94.6%	2.04
ATR	0.78	0.77	0.00	-0.5%	0.00
Volume	574,729	640,283	65,554	11.4%	3,532,561

Daily Pivots for day following 28-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	131.25	130.94	129.60
R3	130.53	130.22	129.40
R2	129.81	129.81	129.33
R1	129.50	129.50	129.27	129.66
PP	129.09	129.09	129.09	129.16
S1	128.78	128.78	129.13	128.94
S2	128.37	128.37	129.07
S3	127.65	128.06	129.00
S4	126.93	127.34	128.80

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	129.39	127.47	1.92	1.5%	0.66	0.5%	90%	True	False	705,587
10	129.39	127.12	2.27	1.8%	0.72	0.6%	92%	True	False	771,306
20	129.93	127.12	2.81	2.2%	0.76	0.6%	74%	False	False	727,459
40	129.93	123.95	5.98	4.6%	0.83	0.6%	88%	False	False	367,543
60	129.93	121.60	8.33	6.4%	0.72	0.6%	91%	False	False	245,289
80	129.93	121.50	8.43	6.5%	0.62	0.5%	91%	False	False	183,995
100	129.93	120.76	9.17	7.1%	0.51	0.4%	92%	False	False	147,218
120	129.93	119.60	10.33	8.0%	0.43	0.3%	93%	False	False	122,718

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132.45
2.618	131.27
1.618	130.55
1.000	130.11
0.618	129.83
HIGH	129.39
0.618	129.11
0.500	129.03
0.382	128.95
LOW	128.67
0.618	128.23
1.000	127.95
1.618	127.51
2.618	126.79
4.250	125.61

Fisher Pivots for day following 28-Jun-2010
Pivot	1 day	3 day
R1	129.14	129.10
PP	129.09	129.00
S1	129.03	128.90

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

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