Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 02-Aug-2011

Day Change Summary
	Previous	Current
	01-Aug-2011	02-Aug-2011	Change	Change %	Previous Week
Open	130.05	131.27	1.22	0.9%	127.62
High	131.37	132.24	0.87	0.7%	130.70
Low	129.89	131.18	1.29	1.0%	127.56
Close	131.23	132.20	0.97	0.7%	130.66
Range	1.48	1.06	-0.42	-28.4%	3.14
ATR	1.03	1.03	0.00	0.2%	0.00
Volume	893,458	1,059,536	166,078	18.6%	4,088,797

Daily Pivots for day following 02-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.05	134.69	132.78
R3	133.99	133.63	132.49
R2	132.93	132.93	132.39
R1	132.57	132.57	132.30	132.75
PP	131.87	131.87	131.87	131.97
S1	131.51	131.51	132.10	131.69
S2	130.81	130.81	132.01
S3	129.75	130.45	131.91
S4	128.69	129.39	131.62

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	132.24	128.31	3.93	3.0%	1.10	0.8%	99%	True	False	925,480
10	132.24	126.39	5.85	4.4%	1.10	0.8%	99%	True	False	905,460
20	132.24	125.64	6.60	5.0%	1.15	0.9%	99%	True	False	988,569
40	132.24	124.37	7.87	6.0%	0.92	0.7%	99%	True	False	975,641
60	132.24	123.28	8.96	6.8%	0.81	0.6%	100%	True	False	658,289
80	132.24	119.38	12.86	9.7%	0.74	0.6%	100%	True	False	494,052
100	132.24	119.38	12.86	9.7%	0.67	0.5%	100%	True	False	395,275
120	132.24	119.38	12.86	9.7%	0.57	0.4%	100%	True	False	329,409

Crabel Price Patterns
NR	True
NR4	False
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	0.19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136.75
2.618	135.02
1.618	133.96
1.000	133.30
0.618	132.90
HIGH	132.24
0.618	131.84
0.500	131.71
0.382	131.58
LOW	131.18
0.618	130.52
1.000	130.12
1.618	129.46
2.618	128.40
4.250	126.68

Fisher Pivots for day following 02-Aug-2011
Pivot	1 day	3 day
R1	132.04	131.78
PP	131.87	131.37
S1	131.71	130.95

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

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