Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 29-Jun-2010

Day Change Summary
	Previous	Current
	28-Jun-2010	29-Jun-2010	Change	Change %	Previous Week
Open	128.96	129.56	0.60	0.5%	127.37
High	129.39	129.86	0.47	0.4%	129.16
Low	128.67	129.36	0.69	0.5%	127.12
Close	129.20	129.43	0.23	0.2%	128.98
Range	0.72	0.50	-0.22	-30.6%	2.04
ATR	0.77	0.76	-0.01	-1.0%	0.00
Volume	640,283	831,872	191,589	29.9%	3,532,561

Daily Pivots for day following 29-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	131.05	130.74	129.71
R3	130.55	130.24	129.57
R2	130.05	130.05	129.52
R1	129.74	129.74	129.48	129.65
PP	129.55	129.55	129.55	129.50
S1	129.24	129.24	129.38	129.15
S2	129.05	129.05	129.34
S3	128.55	128.74	129.29
S4	128.05	128.24	129.16

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	129.86	128.19	1.67	1.3%	0.57	0.4%	74%	True	False	692,814
10	129.86	127.12	2.74	2.1%	0.66	0.5%	84%	True	False	753,623
20	129.93	127.12	2.81	2.2%	0.73	0.6%	82%	False	False	762,184
40	129.93	124.37	5.56	4.3%	0.81	0.6%	91%	False	False	388,319
60	129.93	121.60	8.33	6.4%	0.72	0.6%	94%	False	False	259,153
80	129.93	121.50	8.43	6.5%	0.63	0.5%	94%	False	False	194,393
100	129.93	120.76	9.17	7.1%	0.52	0.4%	95%	False	False	155,533
120	129.93	119.91	10.02	7.7%	0.43	0.3%	95%	False	False	129,650

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	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131.99
2.618	131.17
1.618	130.67
1.000	130.36
0.618	130.17
HIGH	129.86
0.618	129.67
0.500	129.61
0.382	129.55
LOW	129.36
0.618	129.05
1.000	128.86
1.618	128.55
2.618	128.05
4.250	127.24

Fisher Pivots for day following 29-Jun-2010
Pivot	1 day	3 day
R1	129.61	129.38
PP	129.55	129.32
S1	129.49	129.27

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

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