Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 10-Aug-2011

Day Change Summary
	Previous	Current
	09-Aug-2011	10-Aug-2011	Change	Change %	Previous Week
Open	133.25	133.10	-0.15	-0.1%	130.05
High	133.96	134.54	0.58	0.4%	133.77
Low	132.22	132.64	0.42	0.3%	129.89
Close	133.22	134.40	1.18	0.9%	132.36
Range	1.74	1.90	0.16	9.2%	3.88
ATR	1.42	1.46	0.03	2.4%	0.00
Volume	1,018,988	1,001,666	-17,322	-1.7%	5,757,467

Daily Pivots for day following 10-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	139.56	138.88	135.45
R3	137.66	136.98	134.92
R2	135.76	135.76	134.75
R1	135.08	135.08	134.57	135.42
PP	133.86	133.86	133.86	134.03
S1	133.18	133.18	134.23	133.52
S2	131.96	131.96	134.05
S3	130.06	131.28	133.88
S4	128.16	129.38	133.36

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	134.54	130.52	4.02	3.0%	2.41	1.8%	97%	True	False	1,198,772
10	134.54	129.13	5.41	4.0%	1.76	1.3%	97%	True	False	1,081,852
20	134.54	126.39	8.15	6.1%	1.37	1.0%	98%	True	False	954,944
40	134.54	125.22	9.32	6.9%	1.16	0.9%	98%	True	False	1,021,173
60	134.54	123.49	11.05	8.2%	0.97	0.7%	99%	True	False	775,161
80	134.54	120.12	14.42	10.7%	0.88	0.7%	99%	True	False	582,000
100	134.54	119.38	15.16	11.3%	0.77	0.6%	99%	True	False	465,671
120	134.54	119.38	15.16	11.3%	0.68	0.5%	99%	True	False	388,078

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	0.42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142.62
2.618	139.51
1.618	137.61
1.000	136.44
0.618	135.71
HIGH	134.54
0.618	133.81
0.500	133.59
0.382	133.37
LOW	132.64
0.618	131.47
1.000	130.74
1.618	129.57
2.618	127.67
4.250	124.57

Fisher Pivots for day following 10-Aug-2011
Pivot	1 day	3 day
R1	134.13	133.79
PP	133.86	133.17
S1	133.59	132.56

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

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