Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	127.93	127.44	-0.49	-0.4%	127.99
High	127.93	127.44	-0.49	-0.4%	127.99
Low	127.20	126.41	-0.79	-0.6%	126.41
Close	127.24	126.88	-0.36	-0.3%	126.88
Range	0.73	1.03	0.30	41.1%	1.58
ATR	0.53	0.57	0.04	6.6%	0.00
Volume	16	37	21	131.3%	567

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	130.00	129.47	127.45
R3	128.97	128.44	127.16
R2	127.94	127.94	127.07
R1	127.41	127.41	126.97	127.16
PP	126.91	126.91	126.91	126.79
S1	126.38	126.38	126.79	126.13
S2	125.88	125.88	126.69
S3	124.85	125.35	126.60
S4	123.82	124.32	126.31

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	131.83	130.94	127.75
R3	130.25	129.36	127.31
R2	128.67	128.67	127.17
R1	127.78	127.78	127.02	127.44
PP	127.09	127.09	127.09	126.92
S1	126.20	126.20	126.74	125.86
S2	125.51	125.51	126.59
S3	123.93	124.62	126.45
S4	122.35	123.04	126.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127.99	126.41	1.58	1.2%	0.64	0.5%	30%	False	True	113
10	127.99	126.41	1.58	1.2%	0.62	0.5%	30%	False	True	221
20	128.30	126.41	1.89	1.5%	0.49	0.4%	25%	False	True	142
40	128.30	125.81	2.49	2.0%	0.43	0.3%	43%	False	False	169
60	128.30	123.49	4.81	3.8%	0.29	0.2%	70%	False	False	179

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.04
Widest range in 75 trading days

Fibonacci Retracements and Extensions
4.250	131.82
2.618	130.14
1.618	129.11
1.000	128.47
0.618	128.08
HIGH	127.44
0.618	127.05
0.500	126.93
0.382	126.80
LOW	126.41
0.618	125.77
1.000	125.38
1.618	124.74
2.618	123.71
4.250	122.03

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	126.93	127.17
PP	126.91	127.07
S1	126.90	126.98

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

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