Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 04-Aug-2011

Day Change Summary
	Previous	Current
	03-Aug-2011	04-Aug-2011	Change	Change %	Previous Week
Open	132.18	131.55	-0.63	-0.5%	127.62
High	132.63	133.28	0.65	0.5%	130.70
Low	131.43	131.27	-0.16	-0.1%	127.56
Close	131.81	133.23	1.42	1.1%	130.66
Range	1.20	2.01	0.81	67.5%	3.14
ATR	1.04	1.11	0.07	6.6%	0.00
Volume	1,046,618	1,340,717	294,099	28.1%	4,088,797

Daily Pivots for day following 04-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	138.62	137.94	134.34
R3	136.61	135.93	133.78
R2	134.60	134.60	133.60
R1	133.92	133.92	133.41	134.26
PP	132.59	132.59	132.59	132.77
S1	131.91	131.91	133.05	132.25
S2	130.58	130.58	132.86
S3	128.57	129.90	132.68
S4	126.56	127.89	132.12

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	133.28	129.66	3.62	2.7%	1.36	1.0%	99%	True	False	1,059,175
10	133.28	126.39	6.89	5.2%	1.18	0.9%	99%	True	False	944,332
20	133.28	125.85	7.43	5.6%	1.22	0.9%	99%	True	False	991,175
40	133.28	124.70	8.58	6.4%	0.97	0.7%	99%	True	False	988,856
60	133.28	123.28	10.00	7.5%	0.85	0.6%	100%	True	False	697,967
80	133.28	119.38	13.90	10.4%	0.77	0.6%	100%	True	False	523,892
100	133.28	119.38	13.90	10.4%	0.70	0.5%	100%	True	False	419,148
120	133.28	119.38	13.90	10.4%	0.60	0.4%	100%	True	False	349,303

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	141.82
2.618	138.54
1.618	136.53
1.000	135.29
0.618	134.52
HIGH	133.28
0.618	132.51
0.500	132.28
0.382	132.04
LOW	131.27
0.618	130.03
1.000	129.26
1.618	128.02
2.618	126.01
4.250	122.73

Fisher Pivots for day following 04-Aug-2011
Pivot	1 day	3 day
R1	132.91	132.90
PP	132.59	132.56
S1	132.28	132.23

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

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