Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 16-Jul-2010

Day Change Summary
	Previous	Current
	15-Jul-2010	16-Jul-2010	Change	Change %	Previous Week
Open	128.92	128.84	-0.08	-0.1%	128.84
High	129.02	129.39	0.37	0.3%	129.53
Low	128.18	128.42	0.24	0.2%	128.18
Close	128.80	129.16	0.36	0.3%	129.16
Range	0.84	0.97	0.13	15.5%	1.35
ATR	0.70	0.72	0.02	2.7%	0.00
Volume	926,741	709,217	-217,524	-23.5%	3,524,445

Daily Pivots for day following 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	131.90	131.50	129.69
R3	130.93	130.53	129.43
R2	129.96	129.96	129.34
R1	129.56	129.56	129.25	129.76
PP	128.99	128.99	128.99	129.09
S1	128.59	128.59	129.07	128.79
S2	128.02	128.02	128.98
S3	127.05	127.62	128.89
S4	126.08	126.65	128.63

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.01	132.43	129.90
R3	131.66	131.08	129.53
R2	130.31	130.31	129.41
R1	129.73	129.73	129.28	130.02
PP	128.96	128.96	128.96	129.10
S1	128.38	128.38	129.04	128.67
S2	127.61	127.61	128.91
S3	126.26	127.03	128.79
S4	124.91	125.68	128.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.53	128.18	1.35	1.0%	0.78	0.6%	73%	False	False	704,889
10	129.70	128.18	1.52	1.2%	0.69	0.5%	64%	False	False	679,809
20	129.86	127.12	2.74	2.1%	0.66	0.5%	74%	False	False	713,361
40	129.93	127.12	2.81	2.2%	0.71	0.5%	73%	False	False	600,914
60	129.93	123.00	6.93	5.4%	0.77	0.6%	89%	False	False	401,560
80	129.93	121.60	8.33	6.4%	0.68	0.5%	91%	False	False	301,262
100	129.93	121.50	8.43	6.5%	0.60	0.5%	91%	False	False	241,029
120	129.93	120.76	9.17	7.1%	0.50	0.4%	92%	False	False	200,887

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	0.19
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	133.51
2.618	131.93
1.618	130.96
1.000	130.36
0.618	129.99
HIGH	129.39
0.618	129.02
0.500	128.91
0.382	128.79
LOW	128.42
0.618	127.82
1.000	127.45
1.618	126.85
2.618	125.88
4.250	124.30

Fisher Pivots for day following 16-Jul-2010
Pivot	1 day	3 day
R1	129.08	129.04
PP	128.99	128.91
S1	128.91	128.79

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

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