Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 17-Sep-2010

Day Change Summary
	Previous	Current
	16-Sep-2010	17-Sep-2010	Change	Change %	Previous Week
Open	130.00	129.37	-0.63	-0.5%	130.00
High	130.07	130.21	0.14	0.1%	130.79
Low	129.22	129.08	-0.14	-0.1%	129.08
Close	129.38	129.77	0.39	0.3%	129.77
Range	0.85	1.13	0.28	32.9%	1.71
ATR	0.85	0.87	0.02	2.4%	0.00
Volume	1,223,169	1,111,102	-112,067	-9.2%	5,175,219

Daily Pivots for day following 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.08	132.55	130.39
R3	131.95	131.42	130.08
R2	130.82	130.82	129.98
R1	130.29	130.29	129.87	130.56
PP	129.69	129.69	129.69	129.82
S1	129.16	129.16	129.67	129.43
S2	128.56	128.56	129.56
S3	127.43	128.03	129.46
S4	126.30	126.90	129.15

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	135.01	134.10	130.71
R3	133.30	132.39	130.24
R2	131.59	131.59	130.08
R1	130.68	130.68	129.93	130.28
PP	129.88	129.88	129.88	129.68
S1	128.97	128.97	129.61	128.57
S2	128.17	128.17	129.46
S3	126.46	127.26	129.30
S4	124.75	125.55	128.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130.79	129.08	1.71	1.3%	0.82	0.6%	40%	False	True	1,035,043
10	132.14	129.08	3.06	2.4%	0.89	0.7%	23%	False	True	1,008,425
20	133.29	129.08	4.21	3.2%	0.92	0.7%	16%	False	True	566,210
40	133.29	126.01	7.28	5.6%	0.73	0.6%	52%	False	False	284,880
60	133.29	126.01	7.28	5.6%	0.65	0.5%	52%	False	False	189,967
80	133.29	125.81	7.48	5.8%	0.58	0.4%	53%	False	False	142,524
100	133.29	123.49	9.80	7.6%	0.47	0.4%	64%	False	False	114,059

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	135.01
2.618	133.17
1.618	132.04
1.000	131.34
0.618	130.91
HIGH	130.21
0.618	129.78
0.500	129.65
0.382	129.51
LOW	129.08
0.618	128.38
1.000	127.95
1.618	127.25
2.618	126.12
4.250	124.28

Fisher Pivots for day following 17-Sep-2010
Pivot	1 day	3 day
R1	129.73	129.82
PP	129.69	129.80
S1	129.65	129.79

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

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