Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 18-Aug-2011

Day Change Summary
	Previous	Current
	17-Aug-2011	18-Aug-2011	Change	Change %	Previous Week
Open	133.53	134.32	0.79	0.6%	131.60
High	134.37	136.26	1.89	1.4%	134.54
Low	133.36	134.29	0.93	0.7%	130.57
Close	134.15	135.51	1.36	1.0%	133.04
Range	1.01	1.97	0.96	95.0%	3.97
ATR	1.37	1.42	0.05	3.9%	0.00
Volume	692,359	1,016,992	324,633	46.9%	5,179,133

Daily Pivots for day following 18-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	141.26	140.36	136.59
R3	139.29	138.39	136.05
R2	137.32	137.32	135.87
R1	136.42	136.42	135.69	136.87
PP	135.35	135.35	135.35	135.58
S1	134.45	134.45	135.33	134.90
S2	133.38	133.38	135.15
S3	131.41	132.48	134.97
S4	129.44	130.51	134.43

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	136.26	132.47	3.79	2.8%	1.24	0.9%	80%	True	False	652,258
10	136.26	130.52	5.74	4.2%	1.80	1.3%	87%	True	False	905,533
20	136.26	126.39	9.87	7.3%	1.49	1.1%	92%	True	False	924,932
40	136.26	125.22	11.04	8.1%	1.26	0.9%	93%	True	False	977,916
60	136.26	124.37	11.89	8.8%	1.06	0.8%	94%	True	False	847,699
80	136.26	121.62	14.64	10.8%	0.94	0.7%	95%	True	False	636,993
100	136.26	119.38	16.88	12.5%	0.83	0.6%	96%	True	False	509,681
120	136.26	119.38	16.88	12.5%	0.75	0.6%	96%	True	False	424,760

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.48
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	144.63
2.618	141.42
1.618	139.45
1.000	138.23
0.618	137.48
HIGH	136.26
0.618	135.51
0.500	135.28
0.382	135.04
LOW	134.29
0.618	133.07
1.000	132.32
1.618	131.10
2.618	129.13
4.250	125.92

Fisher Pivots for day following 18-Aug-2011
Pivot	1 day	3 day
R1	135.43	135.14
PP	135.35	134.76
S1	135.28	134.39

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

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