Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 13-Jul-2011

Day Change Summary
	Previous	Current
	12-Jul-2011	13-Jul-2011	Change	Change %	Previous Week
Open	129.27	129.09	-0.18	-0.1%	125.62
High	130.91	129.31	-1.60	-1.2%	127.50
Low	128.59	128.21	-0.38	-0.3%	125.41
Close	129.00	128.55	-0.45	-0.3%	127.43
Range	2.32	1.10	-1.22	-52.6%	2.09
ATR	0.98	0.99	0.01	0.9%	0.00
Volume	1,660,153	1,232,901	-427,252	-25.7%	4,245,502

Daily Pivots for day following 13-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.99	131.37	129.16
R3	130.89	130.27	128.85
R2	129.79	129.79	128.75
R1	129.17	129.17	128.65	128.93
PP	128.69	128.69	128.69	128.57
S1	128.07	128.07	128.45	127.83
S2	127.59	127.59	128.35
S3	126.49	126.97	128.25
S4	125.39	125.87	127.95

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	130.91	125.79	5.12	4.0%	1.56	1.2%	54%	False	False	1,310,469
10	130.91	125.22	5.69	4.4%	1.15	0.9%	59%	False	False	1,174,963
20	130.91	125.22	5.69	4.4%	0.94	0.7%	59%	False	False	1,087,402
40	130.91	123.49	7.42	5.8%	0.78	0.6%	68%	False	False	685,270
60	130.91	120.12	10.79	8.4%	0.72	0.6%	78%	False	False	457,686
80	130.91	119.38	11.53	9.0%	0.62	0.5%	80%	False	False	343,353
100	130.91	119.38	11.53	9.0%	0.54	0.4%	80%	False	False	274,705

Crabel Price Patterns
NR	True
NR4	True
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	0.24
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133.99
2.618	132.19
1.618	131.09
1.000	130.41
0.618	129.99
HIGH	129.31
0.618	128.89
0.500	128.76
0.382	128.63
LOW	128.21
0.618	127.53
1.000	127.11
1.618	126.43
2.618	125.33
4.250	123.54

Fisher Pivots for day following 13-Jul-2011
Pivot	1 day	3 day
R1	128.76	129.14
PP	128.69	128.94
S1	128.62	128.75

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

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