Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 08-Sep-2010

Day Change Summary
	Previous	Current
	07-Sep-2010	08-Sep-2010	Change	Change %	Previous Week
Open	132.26	133.25	0.99	0.7%	133.48
High	133.25	133.65	0.40	0.3%	134.77
Low	132.26	133.04	0.78	0.6%	131.73
Close	133.20	133.44	0.24	0.2%	132.00
Range	0.99	0.61	-0.38	-38.4%	3.04
ATR	0.86	0.84	-0.02	-2.1%	0.00
Volume	0	45,362	45,362		5,184,747

Daily Pivots for day following 08-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	135.21	134.93	133.78
R3	134.60	134.32	133.61
R2	133.99	133.99	133.55
R1	133.71	133.71	133.50	133.85
PP	133.38	133.38	133.38	133.45
S1	133.10	133.10	133.38	133.24
S2	132.77	132.77	133.33
S3	132.16	132.49	133.27
S4	131.55	131.88	133.10

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	133.65	131.73	1.92	1.4%	0.84	0.6%	89%	True	False	745,780
10	134.77	131.73	3.04	2.3%	0.89	0.7%	56%	False	False	814,500
20	134.77	130.90	3.87	2.9%	0.83	0.6%	66%	False	False	776,098
40	134.77	127.37	7.40	5.5%	0.75	0.6%	82%	False	False	729,962
60	134.77	127.12	7.65	5.7%	0.72	0.5%	83%	False	False	727,494
80	134.77	126.40	8.37	6.3%	0.74	0.6%	84%	False	False	645,220
100	134.77	122.75	12.02	9.0%	0.76	0.6%	89%	False	False	516,599
120	134.77	121.60	13.17	9.9%	0.69	0.5%	90%	False	False	430,532

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	0.16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136.24
2.618	135.25
1.618	134.64
1.000	134.26
0.618	134.03
HIGH	133.65
0.618	133.42
0.500	133.35
0.382	133.27
LOW	133.04
0.618	132.66
1.000	132.43
1.618	132.05
2.618	131.44
4.250	130.45

Fisher Pivots for day following 08-Sep-2010
Pivot	1 day	3 day
R1	133.41	133.21
PP	133.38	132.98
S1	133.35	132.76

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

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