Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 09-Sep-2010

Day Change Summary
	Previous	Current
	08-Sep-2010	09-Sep-2010	Change	Change %	Previous Week
Open	131.62	131.25	-0.37	-0.3%	132.38
High	132.06	131.35	-0.71	-0.5%	133.16
Low	131.20	130.50	-0.70	-0.5%	130.46
Close	131.25	130.76	-0.49	-0.4%	130.59
Range	0.86	0.85	-0.01	-1.2%	2.70
ATR	0.57	0.59	0.02	3.5%	0.00
Volume	156	1,034	878	562.8%	5,142

Daily Pivots for day following 09-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.42	132.94	131.23
R3	132.57	132.09	130.99
R2	131.72	131.72	130.92
R1	131.24	131.24	130.84	131.06
PP	130.87	130.87	130.87	130.78
S1	130.39	130.39	130.68	130.21
S2	130.02	130.02	130.60
S3	129.17	129.54	130.53
S4	128.32	128.69	130.29

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	132.06	130.46	1.60	1.2%	0.70	0.5%	19%	False	False	875
10	133.16	130.46	2.70	2.1%	0.60	0.5%	11%	False	False	676
20	133.16	129.55	3.61	2.8%	0.40	0.3%	34%	False	False	375

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	0.08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134.96
2.618	133.58
1.618	132.73
1.000	132.20
0.618	131.88
HIGH	131.35
0.618	131.03
0.500	130.93
0.382	130.82
LOW	130.50
0.618	129.97
1.000	129.65
1.618	129.12
2.618	128.27
4.250	126.89

Fisher Pivots for day following 09-Sep-2010
Pivot	1 day	3 day
R1	130.93	131.28
PP	130.87	131.11
S1	130.82	130.93

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

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