Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 25-Aug-2010

Day Change Summary
	Previous	Current
	24-Aug-2010	25-Aug-2010	Change	Change %	Previous Week
Open	132.90	133.75	0.85	0.6%	131.53
High	134.26	134.73	0.47	0.4%	133.02
Low	132.83	133.51	0.68	0.5%	131.38
Close	133.90	134.19	0.29	0.2%	132.89
Range	1.43	1.22	-0.21	-14.7%	1.64
ATR	0.72	0.76	0.04	4.9%	0.00
Volume	1,024,065	1,227,277	203,212	19.8%	3,187,837

Daily Pivots for day following 25-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	137.80	137.22	134.86
R3	136.58	136.00	134.53
R2	135.36	135.36	134.41
R1	134.78	134.78	134.30	135.07
PP	134.14	134.14	134.14	134.29
S1	133.56	133.56	134.08	133.85
S2	132.92	132.92	133.97
S3	131.70	132.34	133.85
S4	130.48	131.12	133.52

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	134.73	131.78	2.95	2.2%	0.88	0.7%	82%	True	False	731,759
10	134.73	130.90	3.83	2.9%	0.76	0.6%	86%	True	False	737,696
20	134.73	127.78	6.95	5.2%	0.68	0.5%	92%	True	False	691,738
40	134.73	127.37	7.36	5.5%	0.69	0.5%	93%	True	False	699,210
60	134.73	127.12	7.61	5.7%	0.70	0.5%	93%	True	False	720,201
80	134.73	124.37	10.36	7.7%	0.75	0.6%	95%	True	False	543,765
100	134.73	121.60	13.13	9.8%	0.71	0.5%	96%	True	False	435,176
120	134.73	121.50	13.23	9.9%	0.65	0.5%	96%	True	False	362,665

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	0.12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139.92
2.618	137.92
1.618	136.70
1.000	135.95
0.618	135.48
HIGH	134.73
0.618	134.26
0.500	134.12
0.382	133.98
LOW	133.51
0.618	132.76
1.000	132.29
1.618	131.54
2.618	130.32
4.250	128.33

Fisher Pivots for day following 25-Aug-2010
Pivot	1 day	3 day
R1	134.17	134.02
PP	134.14	133.84
S1	134.12	133.67

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

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