Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 11-Jul-2011

Day Change Summary
	Previous	Current
	08-Jul-2011	11-Jul-2011	Change	Change %	Previous Week
Open	126.03	127.50	1.47	1.2%	125.62
High	127.50	129.36	1.86	1.5%	127.50
Low	125.85	127.36	1.51	1.2%	125.41
Close	127.43	129.10	1.67	1.3%	127.43
Range	1.65	2.00	0.35	21.2%	2.09
ATR	0.79	0.87	0.09	11.0%	0.00
Volume	1,144,764	1,339,959	195,195	17.1%	4,245,502

Daily Pivots for day following 11-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.61	133.85	130.20
R3	132.61	131.85	129.65
R2	130.61	130.61	129.47
R1	129.85	129.85	129.28	130.23
PP	128.61	128.61	128.61	128.80
S1	127.85	127.85	128.92	128.23
S2	126.61	126.61	128.73
S3	124.61	125.85	128.55
S4	122.61	123.85	128.00

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	133.05	132.33	128.58
R3	130.96	130.24	128.00
R2	128.87	128.87	127.81
R1	128.15	128.15	127.62	128.51
PP	126.78	126.78	126.78	126.96
S1	126.06	126.06	127.24	126.42
S2	124.69	124.69	127.05
S3	122.60	123.97	126.86
S4	120.51	121.88	126.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.36	125.41	3.95	3.1%	1.19	0.9%	93%	True	False	1,117,092
10	129.36	125.22	4.14	3.2%	0.98	0.8%	94%	True	False	1,070,428
20	129.36	125.22	4.14	3.2%	0.82	0.6%	94%	True	False	1,016,766
40	129.36	123.49	5.87	4.5%	0.72	0.6%	96%	True	False	613,139
60	129.36	119.74	9.62	7.5%	0.67	0.5%	97%	True	False	409,489
80	129.36	119.38	9.98	7.7%	0.60	0.5%	97%	True	False	307,194
100	129.36	119.38	9.98	7.7%	0.51	0.4%	97%	True	False	245,775

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 113 trading days

Fibonacci Retracements and Extensions
4.250	137.86
2.618	134.60
1.618	132.60
1.000	131.36
0.618	130.60
HIGH	129.36
0.618	128.60
0.500	128.36
0.382	128.12
LOW	127.36
0.618	126.12
1.000	125.36
1.618	124.12
2.618	122.12
4.250	118.86

Fisher Pivots for day following 11-Jul-2011
Pivot	1 day	3 day
R1	128.85	128.59
PP	128.61	128.08
S1	128.36	127.58

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

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