Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 12-Aug-2011

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	133.75	133.50	-0.25	-0.2%	131.60
High	134.54	133.81	-0.73	-0.5%	134.54
Low	132.78	132.51	-0.27	-0.2%	130.57
Close	133.25	133.04	-0.21	-0.2%	133.04
Range	1.76	1.30	-0.46	-26.1%	3.97
ATR	1.48	1.46	-0.01	-0.9%	0.00
Volume	1,140,895	802,229	-338,666	-29.7%	5,179,133

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.02	136.33	133.76
R3	135.72	135.03	133.40
R2	134.42	134.42	133.28
R1	133.73	133.73	133.16	133.43
PP	133.12	133.12	133.12	132.97
S1	132.43	132.43	132.92	132.13
S2	131.82	131.82	132.80
S3	130.52	131.13	132.68
S4	129.22	129.83	132.33

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	144.63	142.80	135.22
R3	140.66	138.83	134.13
R2	136.69	136.69	133.77
R1	134.86	134.86	133.40	135.78
PP	132.72	132.72	132.72	133.17
S1	130.89	130.89	132.68	131.81
S2	128.75	128.75	132.31
S3	124.78	126.92	131.95
S4	120.81	122.95	130.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134.54	130.57	3.97	3.0%	1.97	1.5%	62%	False	False	1,035,826
10	134.54	129.89	4.65	3.5%	1.88	1.4%	68%	False	False	1,093,660
20	134.54	126.39	8.15	6.1%	1.44	1.1%	82%	False	False	976,803
40	134.54	125.22	9.32	7.0%	1.20	0.9%	84%	False	False	1,008,389
60	134.54	123.49	11.05	8.3%	1.01	0.8%	86%	False	False	807,374
80	134.54	121.35	13.19	9.9%	0.89	0.7%	89%	False	False	606,275
100	134.54	119.38	15.16	11.4%	0.79	0.6%	90%	False	False	485,102
120	134.54	119.38	15.16	11.4%	0.71	0.5%	90%	False	False	404,270

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.49
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	139.34
2.618	137.21
1.618	135.91
1.000	135.11
0.618	134.61
HIGH	133.81
0.618	133.31
0.500	133.16
0.382	133.01
LOW	132.51
0.618	131.71
1.000	131.21
1.618	130.41
2.618	129.11
4.250	126.99

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	133.16	133.53
PP	133.12	133.36
S1	133.08	133.20

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

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