Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 27-Jul-2011

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	128.00	128.38	0.38	0.3%	129.03
High	128.55	129.48	0.93	0.7%	129.74
Low	127.76	128.31	0.55	0.4%	126.39
Close	128.47	129.37	0.90	0.7%	127.69
Range	0.79	1.17	0.38	48.1%	3.35
ATR	0.99	1.00	0.01	1.3%	0.00
Volume	773,633	849,364	75,731	9.8%	4,510,673

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	132.56	132.14	130.01
R3	131.39	130.97	129.69
R2	130.22	130.22	129.58
R1	129.80	129.80	129.48	130.01
PP	129.05	129.05	129.05	129.16
S1	128.63	128.63	129.26	128.84
S2	127.88	127.88	129.16
S3	126.71	127.46	129.05
S4	125.54	126.29	128.73

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.99	136.19	129.53
R3	134.64	132.84	128.61
R2	131.29	131.29	128.30
R1	129.49	129.49	128.00	128.72
PP	127.94	127.94	127.94	127.55
S1	126.14	126.14	127.38	125.37
S2	124.59	124.59	127.08
S3	121.24	122.79	126.77
S4	117.89	119.44	125.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.48	126.39	3.09	2.4%	1.13	0.9%	96%	True	False	883,703
10	129.74	126.39	3.35	2.6%	0.98	0.8%	89%	False	False	828,036
20	130.91	125.22	5.69	4.4%	1.07	0.8%	73%	False	False	1,001,499
40	130.91	124.37	6.54	5.1%	0.89	0.7%	76%	False	False	887,514
60	130.91	121.79	9.12	7.0%	0.79	0.6%	83%	False	False	595,519
80	130.91	119.38	11.53	8.9%	0.71	0.5%	87%	False	False	446,837
100	130.91	119.38	11.53	8.9%	0.63	0.5%	87%	False	False	357,497
120	130.91	119.38	11.53	8.9%	0.54	0.4%	87%	False	False	297,925

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.18
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134.45
2.618	132.54
1.618	131.37
1.000	130.65
0.618	130.20
HIGH	129.48
0.618	129.03
0.500	128.90
0.382	128.76
LOW	128.31
0.618	127.59
1.000	127.14
1.618	126.42
2.618	125.25
4.250	123.34

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	129.21	129.09
PP	129.05	128.80
S1	128.90	128.52

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

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