Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	128.38	129.35	0.97	0.8%	129.03
High	129.48	129.87	0.39	0.3%	129.74
Low	128.31	129.13	0.82	0.6%	126.39
Close	129.37	129.58	0.21	0.2%	127.69
Range	1.17	0.74	-0.43	-36.8%	3.35
ATR	1.00	0.98	-0.02	-1.9%	0.00
Volume	849,364	869,498	20,134	2.4%	4,510,673

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.75	131.40	129.99
R3	131.01	130.66	129.78
R2	130.27	130.27	129.72
R1	129.92	129.92	129.65	130.10
PP	129.53	129.53	129.53	129.61
S1	129.18	129.18	129.51	129.36
S2	128.79	128.79	129.44
S3	128.05	128.44	129.38
S4	127.31	127.70	129.17

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	129.87	126.39	3.48	2.7%	1.00	0.8%	92%	True	False	829,489
10	129.87	126.39	3.48	2.7%	0.99	0.8%	92%	True	False	832,643
20	130.91	125.22	5.69	4.4%	1.07	0.8%	77%	False	False	983,653
40	130.91	124.37	6.54	5.0%	0.89	0.7%	80%	False	False	908,340
60	130.91	121.79	9.12	7.0%	0.80	0.6%	85%	False	False	609,949
80	130.91	119.38	11.53	8.9%	0.71	0.5%	88%	False	False	457,706
100	130.91	119.38	11.53	8.9%	0.64	0.5%	88%	False	False	366,192
120	130.91	119.38	11.53	8.9%	0.54	0.4%	88%	False	False	305,171

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.17
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	133.02
2.618	131.81
1.618	131.07
1.000	130.61
0.618	130.33
HIGH	129.87
0.618	129.59
0.500	129.50
0.382	129.41
LOW	129.13
0.618	128.67
1.000	128.39
1.618	127.93
2.618	127.19
4.250	125.99

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	129.55	129.33
PP	129.53	129.07
S1	129.50	128.82

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

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