Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 01-Aug-2011

Day Change Summary
	Previous	Current
	29-Jul-2011	01-Aug-2011	Change	Change %	Previous Week
Open	129.86	130.05	0.19	0.1%	127.62
High	130.70	131.37	0.67	0.5%	130.70
Low	129.66	129.89	0.23	0.2%	127.56
Close	130.66	131.23	0.57	0.4%	130.66
Range	1.04	1.48	0.44	42.3%	3.14
ATR	0.99	1.03	0.03	3.5%	0.00
Volume	955,546	893,458	-62,088	-6.5%	4,088,797

Daily Pivots for day following 01-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.27	134.73	132.04
R3	133.79	133.25	131.64
R2	132.31	132.31	131.50
R1	131.77	131.77	131.37	132.04
PP	130.83	130.83	130.83	130.97
S1	130.29	130.29	131.09	130.56
S2	129.35	129.35	130.96
S3	127.87	128.81	130.82
S4	126.39	127.33	130.42

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	139.06	138.00	132.39
R3	135.92	134.86	131.52
R2	132.78	132.78	131.24
R1	131.72	131.72	130.95	132.25
PP	129.64	129.64	129.64	129.91
S1	128.58	128.58	130.37	129.11
S2	126.50	126.50	130.08
S3	123.36	125.44	129.80
S4	120.22	122.30	128.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131.37	127.76	3.61	2.8%	1.04	0.8%	96%	True	False	868,299
10	131.37	126.39	4.98	3.8%	1.08	0.8%	97%	True	False	884,260
20	131.37	125.41	5.96	4.5%	1.12	0.9%	98%	True	False	973,868
40	131.37	124.37	7.00	5.3%	0.91	0.7%	98%	True	False	949,286
60	131.37	122.83	8.54	6.5%	0.81	0.6%	98%	True	False	640,638
80	131.37	119.38	11.99	9.1%	0.73	0.6%	99%	True	False	480,808
100	131.37	119.38	11.99	9.1%	0.66	0.5%	99%	True	False	384,680
120	131.37	119.38	11.99	9.1%	0.56	0.4%	99%	True	False	320,579

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	0.20
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	137.66
2.618	135.24
1.618	133.76
1.000	132.85
0.618	132.28
HIGH	131.37
0.618	130.80
0.500	130.63
0.382	130.46
LOW	129.89
0.618	128.98
1.000	128.41
1.618	127.50
2.618	126.02
4.250	123.60

Fisher Pivots for day following 01-Aug-2011
Pivot	1 day	3 day
R1	131.03	130.90
PP	130.83	130.58
S1	130.63	130.25

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

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