Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 29-Jul-2010

Day Change Summary
	Previous	Current
	28-Jul-2010	29-Jul-2010	Change	Change %	Previous Week
Open	126.15	126.52	0.37	0.3%	127.99
High	126.55	126.80	0.25	0.2%	127.99
Low	126.06	126.01	-0.05	0.0%	126.41
Close	126.38	126.63	0.25	0.2%	126.88
Range	0.49	0.79	0.30	61.2%	1.58
ATR	0.55	0.57	0.02	3.1%	0.00
Volume	79	497	418	529.1%	567

Daily Pivots for day following 29-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	128.85	128.53	127.06
R3	128.06	127.74	126.85
R2	127.27	127.27	126.77
R1	126.95	126.95	126.70	127.11
PP	126.48	126.48	126.48	126.56
S1	126.16	126.16	126.56	126.32
S2	125.69	125.69	126.49
S3	124.90	125.37	126.41
S4	124.11	124.58	126.20

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	127.44	126.01	1.43	1.1%	0.62	0.5%	43%	False	True	203
10	127.99	126.01	1.98	1.6%	0.61	0.5%	31%	False	True	165
20	128.30	126.01	2.29	1.8%	0.54	0.4%	27%	False	True	178
40	128.30	125.81	2.49	2.0%	0.47	0.4%	33%	False	False	180
60	128.30	123.49	4.81	3.8%	0.32	0.3%	65%	False	False	163

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.09
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	130.16
2.618	128.87
1.618	128.08
1.000	127.59
0.618	127.29
HIGH	126.80
0.618	126.50
0.500	126.41
0.382	126.31
LOW	126.01
0.618	125.52
1.000	125.22
1.618	124.73
2.618	123.94
4.250	122.65

Fisher Pivots for day following 29-Jul-2010
Pivot	1 day	3 day
R1	126.56	126.56
PP	126.48	126.48
S1	126.41	126.41

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

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