Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 19-Jul-2011

Day Change Summary
	Previous	Current
	18-Jul-2011	19-Jul-2011	Change	Change %	Previous Week
Open	129.03	129.40	0.37	0.3%	127.50
High	129.74	129.53	-0.21	-0.2%	130.91
Low	129.01	128.62	-0.39	-0.3%	127.36
Close	129.44	129.05	-0.39	-0.3%	128.99
Range	0.73	0.91	0.18	24.7%	3.55
ATR	0.94	0.94	0.00	-0.2%	0.00
Volume	650,327	847,537	197,210	30.3%	5,738,947

Daily Pivots for day following 19-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.80	131.33	129.55
R3	130.89	130.42	129.30
R2	129.98	129.98	129.22
R1	129.51	129.51	129.13	129.29
PP	129.07	129.07	129.07	128.96
S1	128.60	128.60	128.97	128.38
S2	128.16	128.16	128.88
S3	127.25	127.69	128.80
S4	126.34	126.78	128.55

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	139.74	137.91	130.94
R3	136.19	134.36	129.97
R2	132.64	132.64	129.64
R1	130.81	130.81	129.32	131.73
PP	129.09	129.09	129.09	129.54
S1	127.26	127.26	128.66	128.18
S2	125.54	125.54	128.34
S3	121.99	123.71	128.01
S4	118.44	120.16	127.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.74	128.19	1.55	1.2%	0.86	0.7%	55%	False	False	847,339
10	130.91	125.64	5.27	4.1%	1.20	0.9%	65%	False	False	1,071,678
20	130.91	125.22	5.69	4.4%	0.97	0.8%	67%	False	False	1,021,918
40	130.91	124.37	6.54	5.1%	0.80	0.6%	72%	False	False	759,780
60	130.91	121.40	9.51	7.4%	0.72	0.6%	80%	False	False	507,722
80	130.91	119.38	11.53	8.9%	0.65	0.5%	84%	False	False	380,885
100	130.91	119.38	11.53	8.9%	0.58	0.4%	84%	False	False	304,742

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.22
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133.40
2.618	131.91
1.618	131.00
1.000	130.44
0.618	130.09
HIGH	129.53
0.618	129.18
0.500	129.08
0.382	128.97
LOW	128.62
0.618	128.06
1.000	127.71
1.618	127.15
2.618	126.24
4.250	124.75

Fisher Pivots for day following 19-Jul-2011
Pivot	1 day	3 day
R1	129.08	129.09
PP	129.07	129.07
S1	129.06	129.06

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

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