Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 07-Sep-2010

Day Change Summary
	Previous	Current
	06-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	131.90	132.26	0.36	0.3%	133.48
High	132.40	133.25	0.85	0.6%	134.77
Low	131.86	132.26	0.40	0.3%	131.73
Close	132.16	133.20	1.04	0.8%	132.00
Range	0.54	0.99	0.45	83.3%	3.04
ATR	0.84	0.86	0.02	2.2%	0.00
Volume	838,816	0	-838,816	-100.0%	5,184,747

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	135.87	135.53	133.74
R3	134.88	134.54	133.47
R2	133.89	133.89	133.38
R1	133.55	133.55	133.29	133.72
PP	132.90	132.90	132.90	132.99
S1	132.56	132.56	133.11	132.73
S2	131.91	131.91	133.02
S3	130.92	131.57	132.93
S4	129.93	130.58	132.66

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	141.95	140.02	133.67
R3	138.91	136.98	132.84
R2	135.87	135.87	132.56
R1	133.94	133.94	132.28	133.39
PP	132.83	132.83	132.83	132.56
S1	130.90	130.90	131.72	130.35
S2	129.79	129.79	131.44
S3	126.75	127.86	131.16
S4	123.71	124.82	130.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.37	131.73	2.64	2.0%	0.99	0.7%	56%	False	False	1,035,277
10	134.77	131.73	3.04	2.3%	0.95	0.7%	48%	False	False	932,692
20	134.77	130.41	4.36	3.3%	0.84	0.6%	64%	False	False	814,025
40	134.77	127.37	7.40	5.6%	0.75	0.6%	79%	False	False	746,208
60	134.77	127.12	7.65	5.7%	0.72	0.5%	79%	False	False	743,549
80	134.77	125.66	9.11	6.8%	0.75	0.6%	83%	False	False	644,729
100	134.77	122.75	12.02	9.0%	0.76	0.6%	87%	False	False	516,147
120	134.77	121.60	13.17	9.9%	0.69	0.5%	88%	False	False	430,155

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137.46
2.618	135.84
1.618	134.85
1.000	134.24
0.618	133.86
HIGH	133.25
0.618	132.87
0.500	132.76
0.382	132.64
LOW	132.26
0.618	131.65
1.000	131.27
1.618	130.66
2.618	129.67
4.250	128.05

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	133.05	132.96
PP	132.90	132.73
S1	132.76	132.49

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

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