Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 30-Sep-2010

Day Change Summary
	Previous	Current
	29-Sep-2010	30-Sep-2010	Change	Change %	Previous Week
Open	131.79	131.90	0.11	0.1%	129.84
High	132.03	132.20	0.17	0.1%	131.67
Low	131.46	130.97	-0.49	-0.4%	129.24
Close	131.81	131.43	-0.38	-0.3%	130.85
Range	0.57	1.23	0.66	115.8%	2.43
ATR	0.87	0.90	0.03	2.9%	0.00
Volume	952,075	1,432,185	480,110	50.4%	5,021,485

Daily Pivots for day following 30-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	135.22	134.56	132.11
R3	133.99	133.33	131.77
R2	132.76	132.76	131.66
R1	132.10	132.10	131.54	131.82
PP	131.53	131.53	131.53	131.39
S1	130.87	130.87	131.32	130.59
S2	130.30	130.30	131.20
S3	129.07	129.64	131.09
S4	127.84	128.41	130.75

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	137.88	136.79	132.19
R3	135.45	134.36	131.52
R2	133.02	133.02	131.30
R1	131.93	131.93	131.07	132.48
PP	130.59	130.59	130.59	130.86
S1	129.50	129.50	130.63	130.05
S2	128.16	128.16	130.40
S3	125.73	127.07	130.18
S4	123.30	124.64	129.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.20	130.68	1.52	1.2%	0.87	0.7%	49%	True	False	861,120
10	132.20	129.08	3.12	2.4%	0.89	0.7%	75%	True	False	931,307
20	132.20	129.08	3.12	2.4%	0.89	0.7%	75%	True	False	943,765
40	133.29	128.05	5.24	4.0%	0.82	0.6%	65%	False	False	489,690
60	133.29	126.01	7.28	5.5%	0.73	0.6%	74%	False	False	326,657
80	133.29	125.81	7.48	5.7%	0.66	0.5%	75%	False	False	245,040
100	133.29	124.43	8.86	6.7%	0.54	0.4%	79%	False	False	196,048
120	133.29	122.50	10.79	8.2%	0.45	0.3%	83%	False	False	163,434

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	137.43
2.618	135.42
1.618	134.19
1.000	133.43
0.618	132.96
HIGH	132.20
0.618	131.73
0.500	131.59
0.382	131.44
LOW	130.97
0.618	130.21
1.000	129.74
1.618	128.98
2.618	127.75
4.250	125.74

Fisher Pivots for day following 30-Sep-2010
Pivot	1 day	3 day
R1	131.59	131.59
PP	131.53	131.53
S1	131.48	131.48

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

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