Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 13-Jul-2010

Day Change Summary
	Previous	Current
	12-Jul-2010	13-Jul-2010	Change	Change %	Previous Week
Open	128.84	129.26	0.42	0.3%	129.65
High	129.53	129.47	-0.06	0.0%	129.70
Low	128.76	128.66	-0.10	-0.1%	128.49
Close	129.34	128.88	-0.46	-0.4%	128.89
Range	0.77	0.81	0.04	5.2%	1.21
ATR	0.70	0.71	0.01	1.1%	0.00
Volume	487,381	705,887	218,506	44.8%	2,669,549

Daily Pivots for day following 13-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	131.43	130.97	129.33
R3	130.62	130.16	129.10
R2	129.81	129.81	129.03
R1	129.35	129.35	128.95	129.18
PP	129.00	129.00	129.00	128.92
S1	128.54	128.54	128.81	128.37
S2	128.19	128.19	128.73
S3	127.38	127.73	128.66
S4	126.57	126.92	128.43

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	129.57	128.49	1.08	0.8%	0.67	0.5%	36%	False	False	638,142
10	129.86	128.49	1.37	1.1%	0.62	0.5%	28%	False	False	705,158
20	129.86	127.12	2.74	2.1%	0.67	0.5%	64%	False	False	738,232
40	129.93	125.66	4.27	3.3%	0.74	0.6%	75%	False	False	543,249
60	129.93	122.75	7.18	5.6%	0.76	0.6%	85%	False	False	362,773
80	129.93	121.60	8.33	6.5%	0.66	0.5%	87%	False	False	272,128
100	129.93	120.76	9.17	7.1%	0.58	0.4%	89%	False	False	217,721
120	129.93	120.76	9.17	7.1%	0.48	0.4%	89%	False	False	181,467

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	0.16
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	132.91
2.618	131.59
1.618	130.78
1.000	130.28
0.618	129.97
HIGH	129.47
0.618	129.16
0.500	129.07
0.382	128.97
LOW	128.66
0.618	128.16
1.000	127.85
1.618	127.35
2.618	126.54
4.250	125.22

Fisher Pivots for day following 13-Jul-2010
Pivot	1 day	3 day
R1	129.07	129.01
PP	129.00	128.97
S1	128.94	128.92

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

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