Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 28-Jul-2010

Day Change Summary
	Previous	Current
	27-Jul-2010	28-Jul-2010	Change	Change %	Previous Week
Open	127.82	127.63	-0.19	-0.1%	129.16
High	127.84	128.05	0.21	0.2%	129.54
Low	127.37	127.45	0.08	0.1%	127.85
Close	127.69	127.81	0.12	0.1%	128.33
Range	0.47	0.60	0.13	27.7%	1.69
ATR	0.74	0.73	-0.01	-1.3%	0.00
Volume	782,762	715,480	-67,282	-8.6%	3,485,121

Daily Pivots for day following 28-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	129.57	129.29	128.14
R3	128.97	128.69	127.98
R2	128.37	128.37	127.92
R1	128.09	128.09	127.87	128.23
PP	127.77	127.77	127.77	127.84
S1	127.49	127.49	127.76	127.63
S2	127.17	127.17	127.70
S3	126.57	126.89	127.65
S4	125.97	126.29	127.48

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.64	132.68	129.26
R3	131.95	130.99	128.79
R2	130.26	130.26	128.64
R1	129.30	129.30	128.48	128.94
PP	128.57	128.57	128.57	128.39
S1	127.61	127.61	128.18	127.25
S2	126.88	126.88	128.02
S3	125.19	125.92	127.87
S4	123.50	124.23	127.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.43	127.37	2.06	1.6%	0.74	0.6%	21%	False	False	720,521
10	129.54	127.37	2.17	1.7%	0.77	0.6%	20%	False	False	721,871
20	129.70	127.37	2.33	1.8%	0.70	0.5%	19%	False	False	706,682
40	129.93	127.12	2.81	2.2%	0.71	0.6%	25%	False	False	734,433
60	129.93	124.37	5.56	4.4%	0.77	0.6%	62%	False	False	494,440
80	129.93	121.60	8.33	6.5%	0.72	0.6%	75%	False	False	371,035
100	129.93	121.50	8.43	6.6%	0.64	0.5%	75%	False	False	296,851
120	129.93	120.76	9.17	7.2%	0.55	0.4%	77%	False	False	247,391

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130.60
2.618	129.62
1.618	129.02
1.000	128.65
0.618	128.42
HIGH	128.05
0.618	127.82
0.500	127.75
0.382	127.68
LOW	127.45
0.618	127.08
1.000	126.85
1.618	126.48
2.618	125.88
4.250	124.90

Fisher Pivots for day following 28-Jul-2010
Pivot	1 day	3 day
R1	127.79	127.82
PP	127.77	127.82
S1	127.75	127.81

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

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