Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 15-Aug-2011

Day Change Summary
	Previous	Current
	12-Aug-2011	15-Aug-2011	Change	Change %	Previous Week
Open	133.50	132.80	-0.70	-0.5%	131.60
High	133.81	133.14	-0.67	-0.5%	134.54
Low	132.51	132.47	-0.04	0.0%	130.57
Close	133.04	132.72	-0.32	-0.2%	133.04
Range	1.30	0.67	-0.63	-48.5%	3.97
ATR	1.46	1.41	-0.06	-3.9%	0.00
Volume	802,229	374,855	-427,374	-53.3%	5,179,133

Daily Pivots for day following 15-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.79	134.42	133.09
R3	134.12	133.75	132.90
R2	133.45	133.45	132.84
R1	133.08	133.08	132.78	132.93
PP	132.78	132.78	132.78	132.70
S1	132.41	132.41	132.66	132.26
S2	132.11	132.11	132.60
S3	131.44	131.74	132.54
S4	130.77	131.07	132.35

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	132.22	2.32	1.7%	1.47	1.1%	22%	False	False	867,726
10	134.54	130.52	4.02	3.0%	1.80	1.4%	55%	False	False	1,041,799
20	134.54	126.39	8.15	6.1%	1.44	1.1%	78%	False	False	963,029
40	134.54	125.22	9.32	7.0%	1.20	0.9%	80%	False	False	990,836
60	134.54	123.85	10.69	8.1%	1.01	0.8%	83%	False	False	813,574
80	134.54	121.35	13.19	9.9%	0.90	0.7%	86%	False	False	610,959
100	134.54	119.38	15.16	11.4%	0.80	0.6%	88%	False	False	488,839
120	134.54	119.38	15.16	11.4%	0.71	0.5%	88%	False	False	407,393

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	0.51
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	135.99
2.618	134.89
1.618	134.22
1.000	133.81
0.618	133.55
HIGH	133.14
0.618	132.88
0.500	132.81
0.382	132.73
LOW	132.47
0.618	132.06
1.000	131.80
1.618	131.39
2.618	130.72
4.250	129.62

Fisher Pivots for day following 15-Aug-2011
Pivot	1 day	3 day
R1	132.81	133.51
PP	132.78	133.24
S1	132.75	132.98

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

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