Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 03-Sep-2010

Day Change Summary
	Previous	Current
	02-Sep-2010	03-Sep-2010	Change	Change %	Previous Week
Open	131.72	131.16	-0.56	-0.4%	132.38
High	131.72	131.16	-0.56	-0.4%	133.16
Low	130.99	130.46	-0.53	-0.4%	130.46
Close	131.25	130.59	-0.66	-0.5%	130.59
Range	0.73	0.70	-0.03	-4.1%	2.70
ATR	0.50	0.52	0.02	4.2%	0.00
Volume	2,103	2,758	655	31.1%	5,142

Daily Pivots for day following 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	132.84	132.41	130.98
R3	132.14	131.71	130.78
R2	131.44	131.44	130.72
R1	131.01	131.01	130.65	130.88
PP	130.74	130.74	130.74	130.67
S1	130.31	130.31	130.53	130.18
S2	130.04	130.04	130.46
S3	129.34	129.61	130.40
S4	128.64	128.91	130.21

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	139.50	137.75	132.08
R3	136.80	135.05	131.33
R2	134.10	134.10	131.09
R1	132.35	132.35	130.84	131.88
PP	131.40	131.40	131.40	131.17
S1	129.65	129.65	130.34	129.18
S2	128.70	128.70	130.10
S3	126.00	126.95	129.85
S4	123.30	124.25	129.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.16	130.46	2.70	2.1%	0.57	0.4%	5%	False	True	1,028
10	133.16	130.46	2.70	2.1%	0.46	0.4%	5%	False	True	573
20	133.16	128.56	4.60	3.5%	0.27	0.2%	44%	False	False	295

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.02
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134.14
2.618	132.99
1.618	132.29
1.000	131.86
0.618	131.59
HIGH	131.16
0.618	130.89
0.500	130.81
0.382	130.73
LOW	130.46
0.618	130.03
1.000	129.76
1.618	129.33
2.618	128.63
4.250	127.49

Fisher Pivots for day following 03-Sep-2010
Pivot	1 day	3 day
R1	130.81	131.42
PP	130.74	131.14
S1	130.66	130.87

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

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