Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 09-Aug-2011

Day Change Summary
	Previous	Current
	08-Aug-2011	09-Aug-2011	Change	Change %	Previous Week
Open	131.60	133.25	1.65	1.3%	130.05
High	133.70	133.96	0.26	0.2%	133.77
Low	130.57	132.22	1.65	1.3%	129.89
Close	133.08	133.22	0.14	0.1%	132.36
Range	3.13	1.74	-1.39	-44.4%	3.88
ATR	1.40	1.42	0.02	1.8%	0.00
Volume	1,215,355	1,018,988	-196,367	-16.2%	5,757,467

Daily Pivots for day following 09-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	138.35	137.53	134.18
R3	136.61	135.79	133.70
R2	134.87	134.87	133.54
R1	134.05	134.05	133.38	133.59
PP	133.13	133.13	133.13	132.91
S1	132.31	132.31	133.06	131.85
S2	131.39	131.39	132.90
S3	129.65	130.57	132.74
S4	127.91	128.83	132.26

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	133.96	130.52	3.44	2.6%	2.27	1.7%	78%	True	False	1,207,763
10	133.96	128.31	5.65	4.2%	1.68	1.3%	87%	True	False	1,066,621
20	133.96	126.39	7.57	5.7%	1.33	1.0%	90%	True	False	966,505
40	133.96	125.22	8.74	6.6%	1.12	0.8%	92%	True	False	1,019,236
60	133.96	123.49	10.47	7.9%	0.95	0.7%	93%	True	False	758,534
80	133.96	120.12	13.84	10.4%	0.86	0.6%	95%	True	False	569,480
100	133.96	119.38	14.58	10.9%	0.76	0.6%	95%	True	False	455,655
120	133.96	119.38	14.58	10.9%	0.67	0.5%	95%	True	False	379,731

Crabel Price Patterns
NR	True
NR4	True
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	0.38
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	141.36
2.618	138.52
1.618	136.78
1.000	135.70
0.618	135.04
HIGH	133.96
0.618	133.30
0.500	133.09
0.382	132.88
LOW	132.22
0.618	131.14
1.000	130.48
1.618	129.40
2.618	127.66
4.250	124.83

Fisher Pivots for day following 09-Aug-2011
Pivot	1 day	3 day
R1	133.18	132.89
PP	133.13	132.57
S1	133.09	132.24

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

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