Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 23-Aug-2010

Day Change Summary
	Previous	Current
	20-Aug-2010	23-Aug-2010	Change	Change %	Previous Week
Open	132.50	132.72	0.22	0.2%	131.53
High	133.02	132.89	-0.13	-0.1%	133.02
Low	132.38	132.60	0.22	0.2%	131.38
Close	132.89	132.76	-0.13	-0.1%	132.89
Range	0.64	0.29	-0.35	-54.7%	1.64
ATR	0.69	0.66	-0.03	-4.1%	0.00
Volume	0	507,881	507,881		3,187,837

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.62	133.48	132.92
R3	133.33	133.19	132.84
R2	133.04	133.04	132.81
R1	132.90	132.90	132.79	132.97
PP	132.75	132.75	132.75	132.79
S1	132.61	132.61	132.73	132.68
S2	132.46	132.46	132.71
S3	132.17	132.32	132.68
S4	131.88	132.03	132.60

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	131.64	1.38	1.0%	0.59	0.4%	81%	False	False	594,297
10	133.02	129.81	3.21	2.4%	0.66	0.5%	92%	False	False	645,312
20	133.02	127.37	5.65	4.3%	0.60	0.4%	95%	False	False	654,083
40	133.02	127.37	5.65	4.3%	0.65	0.5%	95%	False	False	679,730
60	133.02	127.12	5.90	4.4%	0.68	0.5%	96%	False	False	685,277
80	133.02	123.73	9.29	7.0%	0.74	0.6%	97%	False	False	515,633
100	133.02	121.60	11.42	8.6%	0.69	0.5%	98%	False	False	412,666
120	133.02	121.50	11.52	8.7%	0.63	0.5%	98%	False	False	343,905

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	134.12
2.618	133.65
1.618	133.36
1.000	133.18
0.618	133.07
HIGH	132.89
0.618	132.78
0.500	132.75
0.382	132.71
LOW	132.60
0.618	132.42
1.000	132.31
1.618	132.13
2.618	131.84
4.250	131.37

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	132.76	132.64
PP	132.75	132.52
S1	132.75	132.40

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

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