Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 09-Jul-2010

Day Change Summary
	Previous	Current
	08-Jul-2010	09-Jul-2010	Change	Change %	Previous Week
Open	129.10	128.78	-0.32	-0.2%	129.65
High	129.36	129.07	-0.29	-0.2%	129.70
Low	128.66	128.49	-0.17	-0.1%	128.49
Close	128.93	128.89	-0.04	0.0%	128.89
Range	0.70	0.58	-0.12	-17.1%	1.21
ATR	0.70	0.69	-0.01	-1.2%	0.00
Volume	786,337	666,916	-119,421	-15.2%	2,669,549

Daily Pivots for day following 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	130.56	130.30	129.21
R3	129.98	129.72	129.05
R2	129.40	129.40	129.00
R1	129.14	129.14	128.94	129.27
PP	128.82	128.82	128.82	128.88
S1	128.56	128.56	128.84	128.69
S2	128.24	128.24	128.78
S3	127.66	127.98	128.73
S4	127.08	127.40	128.57

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	132.66	131.98	129.56
R3	131.45	130.77	129.22
R2	130.24	130.24	129.11
R1	129.56	129.56	129.00	129.30
PP	129.03	129.03	129.03	128.89
S1	128.35	128.35	128.78	128.09
S2	127.82	127.82	128.67
S3	126.61	127.14	128.56
S4	125.40	125.93	128.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.70	128.49	1.21	0.9%	0.60	0.5%	33%	False	True	654,729
10	129.86	128.49	1.37	1.1%	0.57	0.4%	29%	False	True	707,332
20	129.86	127.12	2.74	2.1%	0.67	0.5%	65%	False	False	751,330
40	129.93	125.42	4.51	3.5%	0.74	0.6%	77%	False	False	513,547
60	129.93	122.67	7.26	5.6%	0.74	0.6%	86%	False	False	342,894
80	129.93	121.60	8.33	6.5%	0.65	0.5%	88%	False	False	257,218
100	129.93	120.76	9.17	7.1%	0.56	0.4%	89%	False	False	205,789
120	129.93	120.76	9.17	7.1%	0.47	0.4%	89%	False	False	171,527

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	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131.54
2.618	130.59
1.618	130.01
1.000	129.65
0.618	129.43
HIGH	129.07
0.618	128.85
0.500	128.78
0.382	128.71
LOW	128.49
0.618	128.13
1.000	127.91
1.618	127.55
2.618	126.97
4.250	126.03

Fisher Pivots for day following 09-Jul-2010
Pivot	1 day	3 day
R1	128.85	129.03
PP	128.82	128.98
S1	128.78	128.94

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

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