Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 05-Aug-2011

Day Change Summary
	Previous	Current
	04-Aug-2011	05-Aug-2011	Change	Change %	Previous Week
Open	131.55	133.16	1.61	1.2%	130.05
High	133.28	133.77	0.49	0.4%	133.77
Low	131.27	130.52	-0.75	-0.6%	129.89
Close	133.23	132.36	-0.87	-0.7%	132.36
Range	2.01	3.25	1.24	61.7%	3.88
ATR	1.11	1.26	0.15	13.8%	0.00
Volume	1,340,717	1,417,138	76,421	5.7%	5,757,467

Daily Pivots for day following 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	141.97	140.41	134.15
R3	138.72	137.16	133.25
R2	135.47	135.47	132.96
R1	133.91	133.91	132.66	133.07
PP	132.22	132.22	132.22	131.79
S1	130.66	130.66	132.06	129.82
S2	128.97	128.97	131.76
S3	125.72	127.41	131.47
S4	122.47	124.16	130.57

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	143.65	141.88	134.49
R3	139.77	138.00	133.43
R2	135.89	135.89	133.07
R1	134.12	134.12	132.72	135.01
PP	132.01	132.01	132.01	132.45
S1	130.24	130.24	132.00	131.13
S2	128.13	128.13	131.65
S3	124.25	126.36	131.29
S4	120.37	122.48	130.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.77	129.89	3.88	2.9%	1.80	1.4%	64%	True	False	1,151,493
10	133.77	127.56	6.21	4.7%	1.36	1.0%	77%	True	False	984,626
20	133.77	126.39	7.38	5.6%	1.30	1.0%	81%	True	False	1,004,794
40	133.77	125.15	8.62	6.5%	1.03	0.8%	84%	True	False	999,402
60	133.77	123.49	10.28	7.8%	0.89	0.7%	86%	True	False	721,500
80	133.77	119.63	14.14	10.7%	0.81	0.6%	90%	True	False	541,599
100	133.77	119.38	14.39	10.9%	0.73	0.5%	90%	True	False	433,320
120	133.77	119.38	14.39	10.9%	0.62	0.5%	90%	True	False	361,112

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 132 trading days

Fibonacci Retracements and Extensions
4.250	147.58
2.618	142.28
1.618	139.03
1.000	137.02
0.618	135.78
HIGH	133.77
0.618	132.53
0.500	132.15
0.382	131.76
LOW	130.52
0.618	128.51
1.000	127.27
1.618	125.26
2.618	122.01
4.250	116.71

Fisher Pivots for day following 05-Aug-2011
Pivot	1 day	3 day
R1	132.29	132.29
PP	132.22	132.22
S1	132.15	132.15

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

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