Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 02-Sep-2010

Day Change Summary
	Previous	Current
	01-Sep-2010	02-Sep-2010	Change	Change %	Previous Week
Open	134.12	133.31	-0.81	-0.6%	132.72
High	134.37	133.43	-0.94	-0.7%	134.73
Low	133.02	132.44	-0.58	-0.4%	132.60
Close	133.23	132.72	-0.51	-0.4%	133.66
Range	1.35	0.99	-0.36	-26.7%	2.13
ATR	0.83	0.84	0.01	1.4%	0.00
Volume	1,492,844	1,368,099	-124,745	-8.4%	4,835,303

Daily Pivots for day following 02-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	135.83	135.27	133.26
R3	134.84	134.28	132.99
R2	133.85	133.85	132.90
R1	133.29	133.29	132.81	133.08
PP	132.86	132.86	132.86	132.76
S1	132.30	132.30	132.63	132.09
S2	131.87	131.87	132.54
S3	130.88	131.31	132.45
S4	129.89	130.32	132.18

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	134.77	132.44	2.33	1.8%	1.00	0.8%	12%	False	True	965,925
10	134.77	132.38	2.39	1.8%	0.93	0.7%	14%	False	False	854,342
20	134.77	129.44	5.33	4.0%	0.79	0.6%	62%	False	False	777,050
40	134.77	127.37	7.40	5.6%	0.74	0.6%	72%	False	False	734,827
60	134.77	127.12	7.65	5.8%	0.72	0.5%	73%	False	False	744,983
80	134.77	124.90	9.87	7.4%	0.74	0.6%	79%	False	False	615,863
100	134.77	122.28	12.49	9.4%	0.74	0.6%	84%	False	False	492,999
120	134.77	121.60	13.17	9.9%	0.68	0.5%	84%	False	False	410,864

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	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137.64
2.618	136.02
1.618	135.03
1.000	134.42
0.618	134.04
HIGH	133.43
0.618	133.05
0.500	132.94
0.382	132.82
LOW	132.44
0.618	131.83
1.000	131.45
1.618	130.84
2.618	129.85
4.250	128.23

Fisher Pivots for day following 02-Sep-2010
Pivot	1 day	3 day
R1	132.94	133.61
PP	132.86	133.31
S1	132.79	133.02

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

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