Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 14-Sep-2010

Day Change Summary
	Previous	Current
	13-Sep-2010	14-Sep-2010	Change	Change %	Previous Week
Open	130.00	130.15	0.15	0.1%	130.37
High	130.21	130.79	0.58	0.4%	132.14
Low	129.53	130.05	0.52	0.4%	129.97
Close	129.92	130.51	0.59	0.5%	130.05
Range	0.68	0.74	0.06	8.8%	2.17
ATR	0.85	0.85	0.00	0.1%	0.00
Volume	823,188	1,056,618	233,430	28.4%	4,909,034

Daily Pivots for day following 14-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	132.67	132.33	130.92
R3	131.93	131.59	130.71
R2	131.19	131.19	130.65
R1	130.85	130.85	130.58	131.02
PP	130.45	130.45	130.45	130.54
S1	130.11	130.11	130.44	130.28
S2	129.71	129.71	130.37
S3	128.97	129.37	130.31
S4	128.23	128.63	130.10

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	137.23	135.81	131.24
R3	135.06	133.64	130.65
R2	132.89	132.89	130.45
R1	131.47	131.47	130.25	131.10
PP	130.72	130.72	130.72	130.53
S1	129.30	129.30	129.85	128.93
S2	128.55	128.55	129.65
S3	126.38	127.13	129.45
S4	124.21	124.96	128.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.14	129.53	2.61	2.0%	0.92	0.7%	38%	False	False	961,289
10	132.89	129.53	3.36	2.6%	0.96	0.7%	29%	False	False	787,335
20	133.29	129.53	3.76	2.9%	0.88	0.7%	26%	False	False	402,508
40	133.29	126.01	7.28	5.6%	0.72	0.6%	62%	False	False	202,504
60	133.29	126.01	7.28	5.6%	0.63	0.5%	62%	False	False	135,049
80	133.29	125.81	7.48	5.7%	0.55	0.4%	63%	False	False	101,333
100	133.29	123.43	9.86	7.6%	0.44	0.3%	72%	False	False	81,130

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	0.15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133.94
2.618	132.73
1.618	131.99
1.000	131.53
0.618	131.25
HIGH	130.79
0.618	130.51
0.500	130.42
0.382	130.33
LOW	130.05
0.618	129.59
1.000	129.31
1.618	128.85
2.618	128.11
4.250	126.91

Fisher Pivots for day following 14-Sep-2010
Pivot	1 day	3 day
R1	130.48	130.41
PP	130.45	130.31
S1	130.42	130.21

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

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