Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 08-Aug-2011

Day Change Summary
	Previous	Current
	05-Aug-2011	08-Aug-2011	Change	Change %	Previous Week
Open	133.16	131.60	-1.56	-1.2%	130.05
High	133.77	133.70	-0.07	-0.1%	133.77
Low	130.52	130.57	0.05	0.0%	129.89
Close	132.36	133.08	0.72	0.5%	132.36
Range	3.25	3.13	-0.12	-3.7%	3.88
ATR	1.26	1.40	0.13	10.5%	0.00
Volume	1,417,138	1,215,355	-201,783	-14.2%	5,757,467

Daily Pivots for day following 08-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	141.84	140.59	134.80
R3	138.71	137.46	133.94
R2	135.58	135.58	133.65
R1	134.33	134.33	133.37	134.96
PP	132.45	132.45	132.45	132.76
S1	131.20	131.20	132.79	131.83
S2	129.32	129.32	132.51
S3	126.19	128.07	132.22
S4	123.06	124.94	131.36

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	130.52	3.25	2.4%	2.13	1.6%	79%	False	False	1,215,872
10	133.77	127.76	6.01	4.5%	1.59	1.2%	89%	False	False	1,042,086
20	133.77	126.39	7.38	5.5%	1.36	1.0%	91%	False	False	998,564
40	133.77	125.22	8.55	6.4%	1.09	0.8%	92%	False	False	1,007,665
60	133.77	123.49	10.28	7.7%	0.93	0.7%	93%	False	False	741,614
80	133.77	119.74	14.03	10.5%	0.84	0.6%	95%	False	False	556,758
100	133.77	119.38	14.39	10.8%	0.75	0.6%	95%	False	False	445,468
120	133.77	119.38	14.39	10.8%	0.65	0.5%	95%	False	False	371,240

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	147.00
2.618	141.89
1.618	138.76
1.000	136.83
0.618	135.63
HIGH	133.70
0.618	132.50
0.500	132.14
0.382	131.77
LOW	130.57
0.618	128.64
1.000	127.44
1.618	125.51
2.618	122.38
4.250	117.27

Fisher Pivots for day following 08-Aug-2011
Pivot	1 day	3 day
R1	132.77	132.77
PP	132.45	132.46
S1	132.14	132.15

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

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