Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 30-Jul-2010

Day Change Summary
	Previous	Current
	29-Jul-2010	30-Jul-2010	Change	Change %	Previous Week
Open	128.00	128.30	0.30	0.2%	128.03
High	128.28	128.66	0.38	0.3%	128.66
Low	127.78	128.21	0.43	0.3%	127.37
Close	128.06	128.55	0.49	0.4%	128.55
Range	0.50	0.45	-0.05	-10.0%	1.29
ATR	0.71	0.70	-0.01	-1.1%	0.00
Volume	656,178	806,247	150,069	22.9%	3,560,060

Daily Pivots for day following 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	129.82	129.64	128.80
R3	129.37	129.19	128.67
R2	128.92	128.92	128.63
R1	128.74	128.74	128.59	128.83
PP	128.47	128.47	128.47	128.52
S1	128.29	128.29	128.51	128.38
S2	128.02	128.02	128.47
S3	127.57	127.84	128.43
S4	127.12	127.39	128.30

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	132.06	131.60	129.26
R3	130.77	130.31	128.90
R2	129.48	129.48	128.79
R1	129.02	129.02	128.67	129.25
PP	128.19	128.19	128.19	128.31
S1	127.73	127.73	128.43	127.96
S2	126.90	126.90	128.31
S3	125.61	126.44	128.20
S4	124.32	125.15	127.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128.66	127.37	1.29	1.0%	0.54	0.4%	91%	True	False	712,012
10	129.54	127.37	2.17	1.7%	0.69	0.5%	54%	False	False	704,518
20	129.70	127.37	2.33	1.8%	0.69	0.5%	51%	False	False	692,163
40	129.93	127.12	2.81	2.2%	0.71	0.5%	51%	False	False	747,976
60	129.93	124.37	5.56	4.3%	0.74	0.6%	75%	False	False	518,713
80	129.93	121.60	8.33	6.5%	0.72	0.6%	83%	False	False	389,304
100	129.93	121.55	8.38	6.5%	0.64	0.5%	84%	False	False	311,474
120	129.93	120.76	9.17	7.1%	0.56	0.4%	85%	False	False	259,575

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.17
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	130.57
2.618	129.84
1.618	129.39
1.000	129.11
0.618	128.94
HIGH	128.66
0.618	128.49
0.500	128.44
0.382	128.38
LOW	128.21
0.618	127.93
1.000	127.76
1.618	127.48
2.618	127.03
4.250	126.30

Fisher Pivots for day following 30-Jul-2010
Pivot	1 day	3 day
R1	128.51	128.39
PP	128.47	128.22
S1	128.44	128.06

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

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