Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 02-Jul-2010

Day Change Summary
	Previous	Current
	01-Jul-2010	02-Jul-2010	Change	Change %	Previous Week
Open	129.54	129.42	-0.12	-0.1%	128.96
High	129.65	129.61	-0.04	0.0%	129.86
Low	128.98	129.05	0.07	0.1%	128.67
Close	129.56	129.31	-0.25	-0.2%	129.31
Range	0.67	0.56	-0.11	-16.4%	1.19
ATR	0.74	0.72	-0.01	-1.7%	0.00
Volume	957,472	604,098	-353,374	-36.9%	3,829,051

Daily Pivots for day following 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	131.00	130.72	129.62
R3	130.44	130.16	129.46
R2	129.88	129.88	129.41
R1	129.60	129.60	129.36	129.46
PP	129.32	129.32	129.32	129.26
S1	129.04	129.04	129.26	128.90
S2	128.76	128.76	129.21
S3	128.20	128.48	129.16
S4	127.64	127.92	129.00

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	132.85	132.27	129.96
R3	131.66	131.08	129.64
R2	130.47	130.47	129.53
R1	129.89	129.89	129.42	130.18
PP	129.28	129.28	129.28	129.43
S1	128.70	128.70	129.20	128.99
S2	128.09	128.09	129.09
S3	126.90	127.51	128.98
S4	125.71	126.32	128.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.86	128.67	1.19	0.9%	0.58	0.5%	54%	False	False	765,810
10	129.86	127.12	2.74	2.1%	0.60	0.5%	80%	False	False	736,161
20	129.93	127.12	2.81	2.2%	0.69	0.5%	78%	False	False	793,648
40	129.93	124.37	5.56	4.3%	0.74	0.6%	89%	False	False	447,027
60	129.93	121.60	8.33	6.4%	0.73	0.6%	93%	False	False	298,418
80	129.93	121.55	8.38	6.5%	0.64	0.5%	93%	False	False	223,852
100	129.93	120.76	9.17	7.1%	0.54	0.4%	93%	False	False	179,097
120	129.93	120.44	9.49	7.3%	0.45	0.3%	93%	False	False	149,288

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131.99
2.618	131.08
1.618	130.52
1.000	130.17
0.618	129.96
HIGH	129.61
0.618	129.40
0.500	129.33
0.382	129.26
LOW	129.05
0.618	128.70
1.000	128.49
1.618	128.14
2.618	127.58
4.250	126.67

Fisher Pivots for day following 02-Jul-2010
Pivot	1 day	3 day
R1	129.33	129.33
PP	129.32	129.32
S1	129.32	129.32

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

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