Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 08-Jul-2010

Day Change Summary
	Previous	Current
	07-Jul-2010	08-Jul-2010	Change	Change %	Previous Week
Open	129.40	129.10	-0.30	-0.2%	128.96
High	129.57	129.36	-0.21	-0.2%	129.86
Low	129.08	128.66	-0.42	-0.3%	128.67
Close	129.22	128.93	-0.29	-0.2%	129.31
Range	0.49	0.70	0.21	42.9%	1.19
ATR	0.70	0.70	0.00	0.0%	0.00
Volume	544,192	786,337	242,145	44.5%	3,829,051

Daily Pivots for day following 08-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	131.08	130.71	129.32
R3	130.38	130.01	129.12
R2	129.68	129.68	129.06
R1	129.31	129.31	128.99	129.15
PP	128.98	128.98	128.98	128.90
S1	128.61	128.61	128.87	128.45
S2	128.28	128.28	128.80
S3	127.58	127.91	128.74
S4	126.88	127.21	128.55

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	129.70	128.66	1.04	0.8%	0.61	0.5%	26%	False	True	712,840
10	129.86	128.40	1.46	1.1%	0.59	0.5%	36%	False	False	711,922
20	129.86	127.12	2.74	2.1%	0.69	0.5%	66%	False	False	765,297
40	129.93	124.90	5.03	3.9%	0.74	0.6%	80%	False	False	496,900
60	129.93	122.28	7.65	5.9%	0.74	0.6%	87%	False	False	331,780
80	129.93	121.60	8.33	6.5%	0.65	0.5%	88%	False	False	248,882
100	129.93	120.76	9.17	7.1%	0.55	0.4%	89%	False	False	199,120
120	129.93	120.68	9.25	7.2%	0.46	0.4%	89%	False	False	165,971

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	132.34
2.618	131.19
1.618	130.49
1.000	130.06
0.618	129.79
HIGH	129.36
0.618	129.09
0.500	129.01
0.382	128.93
LOW	128.66
0.618	128.23
1.000	127.96
1.618	127.53
2.618	126.83
4.250	125.69

Fisher Pivots for day following 08-Jul-2010
Pivot	1 day	3 day
R1	129.01	129.18
PP	128.98	129.10
S1	128.96	129.01

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

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