Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 11-Aug-2011

Day Change Summary
	Previous	Current
	10-Aug-2011	11-Aug-2011	Change	Change %	Previous Week
Open	133.10	133.75	0.65	0.5%	130.05
High	134.54	134.54	0.00	0.0%	133.77
Low	132.64	132.78	0.14	0.1%	129.89
Close	134.40	133.25	-1.15	-0.9%	132.36
Range	1.90	1.76	-0.14	-7.4%	3.88
ATR	1.46	1.48	0.02	1.5%	0.00
Volume	1,001,666	1,140,895	139,229	13.9%	5,757,467

Daily Pivots for day following 11-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	138.80	137.79	134.22
R3	137.04	136.03	133.73
R2	135.28	135.28	133.57
R1	134.27	134.27	133.41	133.90
PP	133.52	133.52	133.52	133.34
S1	132.51	132.51	133.09	132.14
S2	131.76	131.76	132.93
S3	130.00	130.75	132.77
S4	128.24	128.99	132.28

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%	2.36	1.8%	68%	True	False	1,158,808
10	134.54	129.66	4.88	3.7%	1.86	1.4%	74%	True	False	1,108,991
20	134.54	126.39	8.15	6.1%	1.42	1.1%	84%	True	False	970,817
40	134.54	125.22	9.32	7.0%	1.18	0.9%	86%	True	False	1,024,039
60	134.54	123.49	11.05	8.3%	0.99	0.7%	88%	True	False	794,072
80	134.54	120.84	13.70	10.3%	0.89	0.7%	91%	True	False	596,254
100	134.54	119.38	15.16	11.4%	0.78	0.6%	91%	True	False	477,080
120	134.54	119.38	15.16	11.4%	0.70	0.5%	91%	True	False	397,585

Crabel Price Patterns
NR	True
NR4	False
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	0.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142.02
2.618	139.15
1.618	137.39
1.000	136.30
0.618	135.63
HIGH	134.54
0.618	133.87
0.500	133.66
0.382	133.45
LOW	132.78
0.618	131.69
1.000	131.02
1.618	129.93
2.618	128.17
4.250	125.30

Fisher Pivots for day following 11-Aug-2011
Pivot	1 day	3 day
R1	133.66	133.38
PP	133.52	133.34
S1	133.39	133.29

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

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