Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 03-Aug-2011

Day Change Summary
	Previous	Current
	02-Aug-2011	03-Aug-2011	Change	Change %	Previous Week
Open	131.27	132.18	0.91	0.7%	127.62
High	132.24	132.63	0.39	0.3%	130.70
Low	131.18	131.43	0.25	0.2%	127.56
Close	132.20	131.81	-0.39	-0.3%	130.66
Range	1.06	1.20	0.14	13.2%	3.14
ATR	1.03	1.04	0.01	1.2%	0.00
Volume	1,059,536	1,046,618	-12,918	-1.2%	4,088,797

Daily Pivots for day following 03-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.56	134.88	132.47
R3	134.36	133.68	132.14
R2	133.16	133.16	132.03
R1	132.48	132.48	131.92	132.22
PP	131.96	131.96	131.96	131.83
S1	131.28	131.28	131.70	131.02
S2	130.76	130.76	131.59
S3	129.56	130.08	131.48
S4	128.36	128.88	131.15

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	132.63	129.13	3.50	2.7%	1.10	0.8%	77%	True	False	964,931
10	132.63	126.39	6.24	4.7%	1.12	0.8%	87%	True	False	924,317
20	132.63	125.79	6.84	5.2%	1.16	0.9%	88%	True	False	982,868
40	132.63	124.53	8.10	6.1%	0.93	0.7%	90%	True	False	978,436
60	132.63	123.28	9.35	7.1%	0.82	0.6%	91%	True	False	675,711
80	132.63	119.38	13.25	10.1%	0.75	0.6%	94%	True	False	507,134
100	132.63	119.38	13.25	10.1%	0.68	0.5%	94%	True	False	405,741
120	132.63	119.38	13.25	10.1%	0.58	0.4%	94%	True	False	338,131

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	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137.73
2.618	135.77
1.618	134.57
1.000	133.83
0.618	133.37
HIGH	132.63
0.618	132.17
0.500	132.03
0.382	131.89
LOW	131.43
0.618	130.69
1.000	130.23
1.618	129.49
2.618	128.29
4.250	126.33

Fisher Pivots for day following 03-Aug-2011
Pivot	1 day	3 day
R1	132.03	131.63
PP	131.96	131.44
S1	131.88	131.26

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

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