Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 06-Aug-2010

Day Change Summary
	Previous	Current
	05-Aug-2010	06-Aug-2010	Change	Change %	Previous Week
Open	129.23	129.64	0.41	0.3%	128.46
High	129.76	130.15	0.39	0.3%	130.15
Low	129.05	129.44	0.39	0.3%	128.09
Close	129.63	130.10	0.47	0.4%	130.10
Range	0.71	0.71	0.00	0.0%	2.06
ATR	0.69	0.69	0.00	0.2%	0.00
Volume	709,362	713,895	4,533	0.6%	3,329,429

Daily Pivots for day following 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	132.03	131.77	130.49
R3	131.32	131.06	130.30
R2	130.61	130.61	130.23
R1	130.35	130.35	130.17	130.48
PP	129.90	129.90	129.90	129.96
S1	129.64	129.64	130.03	129.77
S2	129.19	129.19	129.97
S3	128.48	128.93	129.90
S4	127.77	128.22	129.71

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	135.63	134.92	131.23
R3	133.57	132.86	130.67
R2	131.51	131.51	130.48
R1	130.80	130.80	130.29	131.16
PP	129.45	129.45	129.45	129.62
S1	128.74	128.74	129.91	129.10
S2	127.39	127.39	129.72
S3	125.33	126.68	129.53
S4	123.27	124.62	128.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.15	128.09	2.06	1.6%	0.63	0.5%	98%	True	False	665,885
10	130.15	127.37	2.78	2.1%	0.59	0.5%	98%	True	False	688,948
20	130.15	127.37	2.78	2.1%	0.70	0.5%	98%	True	False	694,952
40	130.15	127.12	3.03	2.3%	0.68	0.5%	98%	True	False	723,141
60	130.15	125.42	4.73	3.6%	0.73	0.6%	99%	True	False	574,015
80	130.15	122.67	7.48	5.7%	0.73	0.6%	99%	True	False	430,908
100	130.15	121.60	8.55	6.6%	0.66	0.5%	99%	True	False	344,765
120	130.15	120.76	9.39	7.2%	0.58	0.4%	99%	True	False	287,316

Crabel Price Patterns
NR	False
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	0.14

Fibonacci Retracements and Extensions
4.250	133.17
2.618	132.01
1.618	131.30
1.000	130.86
0.618	130.59
HIGH	130.15
0.618	129.88
0.500	129.80
0.382	129.71
LOW	129.44
0.618	129.00
1.000	128.73
1.618	128.29
2.618	127.58
4.250	126.42

Fisher Pivots for day following 06-Aug-2010
Pivot	1 day	3 day
R1	130.00	129.93
PP	129.90	129.77
S1	129.80	129.60

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

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