Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	133.94	134.05	0.11	0.1%	132.72
High	134.35	134.54	0.19	0.1%	134.73
Low	133.67	133.25	-0.42	-0.3%	132.60
Close	133.94	133.66	-0.28	-0.2%	133.66
Range	0.68	1.29	0.61	89.7%	2.13
ATR	0.75	0.79	0.04	5.1%	0.00
Volume	954,573	1,121,507	166,934	17.5%	4,835,303

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	137.69	136.96	134.37
R3	136.40	135.67	134.01
R2	135.11	135.11	133.90
R1	134.38	134.38	133.78	134.10
PP	133.82	133.82	133.82	133.68
S1	133.09	133.09	133.54	132.81
S2	132.53	132.53	133.42
S3	131.24	131.80	133.31
S4	129.95	130.51	132.95

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	140.05	138.99	134.83
R3	137.92	136.86	134.25
R2	135.79	135.79	134.05
R1	134.73	134.73	133.86	135.26
PP	133.66	133.66	133.66	133.93
S1	132.60	132.60	133.46	133.13
S2	131.53	131.53	133.27
S3	129.40	130.47	133.07
S4	127.27	128.34	132.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.73	132.60	2.13	1.6%	0.98	0.7%	50%	False	False	967,060
10	134.73	131.38	3.35	2.5%	0.85	0.6%	68%	False	False	802,314
20	134.73	128.09	6.64	5.0%	0.73	0.5%	84%	False	False	722,421
40	134.73	127.37	7.36	5.5%	0.71	0.5%	85%	False	False	707,292
60	134.73	127.12	7.61	5.7%	0.71	0.5%	86%	False	False	739,458
80	134.73	124.37	10.36	7.8%	0.73	0.5%	90%	False	False	569,640
100	134.73	121.60	13.13	9.8%	0.72	0.5%	92%	False	False	455,928
120	134.73	121.55	13.18	9.9%	0.66	0.5%	92%	False	False	379,965

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	140.02
2.618	137.92
1.618	136.63
1.000	135.83
0.618	135.34
HIGH	134.54
0.618	134.05
0.500	133.90
0.382	133.74
LOW	133.25
0.618	132.45
1.000	131.96
1.618	131.16
2.618	129.87
4.250	127.77

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	133.90	133.99
PP	133.82	133.88
S1	133.74	133.77

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

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