Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 14-Jul-2010

Day Change Summary
	Previous	Current
	13-Jul-2010	14-Jul-2010	Change	Change %	Previous Week
Open	129.26	128.65	-0.61	-0.5%	129.65
High	129.47	129.09	-0.38	-0.3%	129.70
Low	128.66	128.57	-0.09	-0.1%	128.49
Close	128.88	128.72	-0.16	-0.1%	128.89
Range	0.81	0.52	-0.29	-35.8%	1.21
ATR	0.71	0.69	-0.01	-1.9%	0.00
Volume	705,887	695,219	-10,668	-1.5%	2,669,549

Daily Pivots for day following 14-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	130.35	130.06	129.01
R3	129.83	129.54	128.86
R2	129.31	129.31	128.82
R1	129.02	129.02	128.77	129.17
PP	128.79	128.79	128.79	128.87
S1	128.50	128.50	128.67	128.65
S2	128.27	128.27	128.62
S3	127.75	127.98	128.58
S4	127.23	127.46	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	129.53	128.49	1.04	0.8%	0.68	0.5%	22%	False	False	668,348
10	129.70	128.49	1.21	0.9%	0.62	0.5%	19%	False	False	691,493
20	129.86	127.12	2.74	2.1%	0.64	0.5%	58%	False	False	722,558
40	129.93	126.40	3.53	2.7%	0.72	0.6%	66%	False	False	560,478
60	129.93	122.75	7.18	5.6%	0.76	0.6%	83%	False	False	374,358
80	129.93	121.60	8.33	6.5%	0.66	0.5%	85%	False	False	280,817
100	129.93	120.92	9.01	7.0%	0.58	0.5%	87%	False	False	224,672
120	129.93	120.76	9.17	7.1%	0.48	0.4%	87%	False	False	187,258

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.15
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	131.30
2.618	130.45
1.618	129.93
1.000	129.61
0.618	129.41
HIGH	129.09
0.618	128.89
0.500	128.83
0.382	128.77
LOW	128.57
0.618	128.25
1.000	128.05
1.618	127.73
2.618	127.21
4.250	126.36

Fisher Pivots for day following 14-Jul-2010
Pivot	1 day	3 day
R1	128.83	129.05
PP	128.79	128.94
S1	128.76	128.83

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

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