Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	132.05	132.98	0.93	0.7%	131.26
High	132.97	133.29	0.32	0.2%	133.25
Low	132.02	132.90	0.88	0.7%	131.14
Close	132.73	132.96	0.23	0.2%	132.21
Range	0.95	0.39	-0.56	-58.9%	2.11
ATR	0.74	0.73	-0.01	-1.8%	0.00
Volume	26,379	41,466	15,087	57.2%	87,605

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	134.22	133.98	133.17
R3	133.83	133.59	133.07
R2	133.44	133.44	133.03
R1	133.20	133.20	133.00	133.13
PP	133.05	133.05	133.05	133.01
S1	132.81	132.81	132.92	132.74
S2	132.66	132.66	132.89
S3	132.27	132.42	132.85
S4	131.88	132.03	132.75

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	138.53	137.48	133.37
R3	136.42	135.37	132.79
R2	134.31	134.31	132.60
R1	133.26	133.26	132.40	133.79
PP	132.20	132.20	132.20	132.46
S1	131.15	131.15	132.02	131.68
S2	130.09	130.09	131.82
S3	127.98	129.04	131.63
S4	125.87	126.93	131.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.29	131.82	1.47	1.1%	0.88	0.7%	78%	True	False	25,770
10	133.29	130.18	3.11	2.3%	0.81	0.6%	89%	True	False	17,681
20	133.29	127.71	5.58	4.2%	0.67	0.5%	94%	True	False	10,989
40	133.29	126.01	7.28	5.5%	0.62	0.5%	95%	True	False	5,719
60	133.29	125.81	7.48	5.6%	0.56	0.4%	96%	True	False	3,875
80	133.29	123.63	9.66	7.3%	0.43	0.3%	97%	True	False	2,934
100	133.29	122.14	11.15	8.4%	0.34	0.3%	97%	True	False	2,415

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	134.95
2.618	134.31
1.618	133.92
1.000	133.68
0.618	133.53
HIGH	133.29
0.618	133.14
0.500	133.10
0.382	133.05
LOW	132.90
0.618	132.66
1.000	132.51
1.618	132.27
2.618	131.88
4.250	131.24

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	133.10	132.83
PP	133.05	132.69
S1	133.01	132.56

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

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