Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 20-Aug-2010

Day Change Summary
	Previous	Current
	19-Aug-2010	20-Aug-2010	Change	Change %	Previous Week
Open	132.07	132.50	0.43	0.3%	131.53
High	132.62	133.02	0.40	0.3%	133.02
Low	131.78	132.38	0.60	0.5%	131.38
Close	132.45	132.89	0.44	0.3%	132.89
Range	0.84	0.64	-0.20	-23.8%	1.64
ATR	0.70	0.69	0.00	-0.6%	0.00
Volume	899,575	0	-899,575	-100.0%	3,187,837

Daily Pivots for day following 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	134.68	134.43	133.24
R3	134.04	133.79	133.07
R2	133.40	133.40	133.01
R1	133.15	133.15	132.95	133.28
PP	132.76	132.76	132.76	132.83
S1	132.51	132.51	132.83	132.64
S2	132.12	132.12	132.77
S3	131.48	131.87	132.71
S4	130.84	131.23	132.54

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	137.35	136.76	133.79
R3	135.71	135.12	133.34
R2	134.07	134.07	133.19
R1	133.48	133.48	133.04	133.78
PP	132.43	132.43	132.43	132.58
S1	131.84	131.84	132.74	132.14
S2	130.79	130.79	132.59
S3	129.15	130.20	132.44
S4	127.51	128.56	131.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.02	131.38	1.64	1.2%	0.71	0.5%	92%	True	False	637,567
10	133.02	129.81	3.21	2.4%	0.64	0.5%	96%	True	False	628,369
20	133.02	127.37	5.65	4.3%	0.62	0.5%	98%	True	False	658,659
40	133.02	127.37	5.65	4.3%	0.65	0.5%	98%	True	False	681,401
60	133.02	127.12	5.90	4.4%	0.69	0.5%	98%	True	False	677,207
80	133.02	123.73	9.29	7.0%	0.74	0.6%	99%	True	False	509,292
100	133.02	121.60	11.42	8.6%	0.69	0.5%	99%	True	False	407,587
120	133.02	121.50	11.52	8.7%	0.62	0.5%	99%	True	False	339,673

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	0.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135.74
2.618	134.70
1.618	134.06
1.000	133.66
0.618	133.42
HIGH	133.02
0.618	132.78
0.500	132.70
0.382	132.62
LOW	132.38
0.618	131.98
1.000	131.74
1.618	131.34
2.618	130.70
4.250	129.66

Fisher Pivots for day following 20-Aug-2010
Pivot	1 day	3 day
R1	132.83	132.71
PP	132.76	132.53
S1	132.70	132.35

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

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