Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 06-Sep-2010

Day Change Summary
	Previous	Current
	03-Sep-2010	06-Sep-2010	Change	Change %	Previous Week
Open	131.16	130.99	-0.17	-0.1%	132.38
High	131.16	130.99	-0.17	-0.1%	133.16
Low	130.46	130.63	0.17	0.1%	130.46
Close	130.59	130.68	0.09	0.1%	130.59
Range	0.70	0.36	-0.34	-48.6%	2.70
ATR	0.52	0.51	-0.01	-1.6%	0.00
Volume	2,758	265	-2,493	-90.4%	5,142

Daily Pivots for day following 06-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	131.85	131.62	130.88
R3	131.49	131.26	130.78
R2	131.13	131.13	130.75
R1	130.90	130.90	130.71	130.84
PP	130.77	130.77	130.77	130.73
S1	130.54	130.54	130.65	130.48
S2	130.41	130.41	130.61
S3	130.05	130.18	130.58
S4	129.69	129.82	130.48

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%	0.55	0.4%	8%	False	False	1,079
10	133.16	130.46	2.70	2.1%	0.49	0.4%	8%	False	False	599
20	133.16	128.64	4.52	3.5%	0.29	0.2%	45%	False	False	308

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.02
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	132.52
2.618	131.93
1.618	131.57
1.000	131.35
0.618	131.21
HIGH	130.99
0.618	130.85
0.500	130.81
0.382	130.77
LOW	130.63
0.618	130.41
1.000	130.27
1.618	130.05
2.618	129.69
4.250	129.10

Fisher Pivots for day following 06-Sep-2010
Pivot	1 day	3 day
R1	130.81	131.09
PP	130.77	130.95
S1	130.72	130.82

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

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