Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 19-Jul-2010

Day Change Summary
	Previous	Current
	16-Jul-2010	19-Jul-2010	Change	Change %	Previous Week
Open	128.84	129.16	0.32	0.2%	128.84
High	129.39	129.54	0.15	0.1%	129.53
Low	128.42	128.58	0.16	0.1%	128.18
Close	129.16	128.73	-0.43	-0.3%	129.16
Range	0.97	0.96	-0.01	-1.0%	1.35
ATR	0.72	0.74	0.02	2.3%	0.00
Volume	709,217	677,007	-32,210	-4.5%	3,524,445

Daily Pivots for day following 19-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	131.83	131.24	129.26
R3	130.87	130.28	128.99
R2	129.91	129.91	128.91
R1	129.32	129.32	128.82	129.14
PP	128.95	128.95	128.95	128.86
S1	128.36	128.36	128.64	128.18
S2	127.99	127.99	128.55
S3	127.03	127.40	128.47
S4	126.07	126.44	128.20

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	129.54	128.18	1.36	1.1%	0.82	0.6%	40%	True	False	742,814
10	129.70	128.18	1.52	1.2%	0.73	0.6%	36%	False	False	687,100
20	129.86	127.12	2.74	2.1%	0.67	0.5%	59%	False	False	711,630
40	129.93	127.12	2.81	2.2%	0.70	0.5%	57%	False	False	617,595
60	129.93	123.16	6.77	5.3%	0.78	0.6%	82%	False	False	412,817
80	129.93	121.60	8.33	6.5%	0.68	0.5%	86%	False	False	309,724
100	129.93	121.50	8.43	6.5%	0.61	0.5%	86%	False	False	247,798
120	129.93	120.76	9.17	7.1%	0.51	0.4%	87%	False	False	206,529

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	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133.62
2.618	132.05
1.618	131.09
1.000	130.50
0.618	130.13
HIGH	129.54
0.618	129.17
0.500	129.06
0.382	128.95
LOW	128.58
0.618	127.99
1.000	127.62
1.618	127.03
2.618	126.07
4.250	124.50

Fisher Pivots for day following 19-Jul-2010
Pivot	1 day	3 day
R1	129.06	128.86
PP	128.95	128.82
S1	128.84	128.77

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

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