Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 06-Jul-2010

Day Change Summary
	Previous	Current
	02-Jul-2010	06-Jul-2010	Change	Change %	Previous Week
Open	129.42	129.65	0.23	0.2%	128.96
High	129.61	129.70	0.09	0.1%	129.86
Low	129.05	129.05	0.00	0.0%	128.67
Close	129.31	129.30	-0.01	0.0%	129.31
Range	0.56	0.65	0.09	16.1%	1.19
ATR	0.72	0.72	-0.01	-0.7%	0.00
Volume	604,098	672,104	68,006	11.3%	3,829,051

Daily Pivots for day following 06-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	131.30	130.95	129.66
R3	130.65	130.30	129.48
R2	130.00	130.00	129.42
R1	129.65	129.65	129.36	129.50
PP	129.35	129.35	129.35	129.28
S1	129.00	129.00	129.24	128.85
S2	128.70	128.70	129.18
S3	128.05	128.35	129.12
S4	127.40	127.70	128.94

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	128.98	0.88	0.7%	0.57	0.4%	36%	False	False	772,174
10	129.86	127.47	2.39	1.8%	0.62	0.5%	77%	False	False	738,880
20	129.93	127.12	2.81	2.2%	0.70	0.5%	78%	False	False	784,087
40	129.93	124.89	5.04	3.9%	0.74	0.6%	88%	False	False	463,776
60	129.93	122.09	7.84	6.1%	0.73	0.6%	92%	False	False	309,610
80	129.93	121.55	8.38	6.5%	0.64	0.5%	92%	False	False	232,253
100	129.93	120.76	9.17	7.1%	0.54	0.4%	93%	False	False	185,816
120	129.93	120.68	9.25	7.2%	0.45	0.3%	93%	False	False	154,887

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

Fibonacci Retracements and Extensions
4.250	132.46
2.618	131.40
1.618	130.75
1.000	130.35
0.618	130.10
HIGH	129.70
0.618	129.45
0.500	129.38
0.382	129.30
LOW	129.05
0.618	128.65
1.000	128.40
1.618	128.00
2.618	127.35
4.250	126.29

Fisher Pivots for day following 06-Jul-2010
Pivot	1 day	3 day
R1	129.38	129.34
PP	129.35	129.33
S1	129.33	129.31

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

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