Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 29-Aug-2011

Day Change Summary
	Previous	Current
	26-Aug-2011	29-Aug-2011	Change	Change %	Previous Week
Open	134.77	134.81	0.04	0.0%	135.37
High	135.84	135.16	-0.68	-0.5%	135.84
Low	134.67	134.18	-0.49	-0.4%	133.88
Close	135.24	134.36	-0.88	-0.7%	135.24
Range	1.17	0.98	-0.19	-16.2%	1.96
ATR	1.30	1.28	-0.02	-1.3%	0.00
Volume	684,822	325,409	-359,413	-52.5%	3,800,116

Daily Pivots for day following 29-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.51	136.91	134.90
R3	136.53	135.93	134.63
R2	135.55	135.55	134.54
R1	134.95	134.95	134.45	134.76
PP	134.57	134.57	134.57	134.47
S1	133.97	133.97	134.27	133.78
S2	133.59	133.59	134.18
S3	132.61	132.99	134.09
S4	131.63	132.01	133.82

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	140.87	140.01	136.32
R3	138.91	138.05	135.78
R2	136.95	136.95	135.60
R1	136.09	136.09	135.42	135.54
PP	134.99	134.99	134.99	134.71
S1	134.13	134.13	135.06	133.58
S2	133.03	133.03	134.88
S3	131.07	132.17	134.70
S4	129.11	130.21	134.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135.84	133.88	1.96	1.5%	1.04	0.8%	24%	False	False	705,560
10	136.26	132.52	3.74	2.8%	1.17	0.9%	49%	False	False	707,810
20	136.26	130.52	5.74	4.3%	1.49	1.1%	67%	False	False	874,805
40	136.26	125.41	10.85	8.1%	1.30	1.0%	82%	False	False	924,336
60	136.26	124.37	11.89	8.8%	1.10	0.8%	84%	False	False	924,459
80	136.26	122.83	13.43	10.0%	0.98	0.7%	86%	False	False	699,179
100	136.26	119.38	16.88	12.6%	0.88	0.7%	89%	False	False	559,607
120	136.26	119.38	16.88	12.6%	0.80	0.6%	89%	False	False	466,368

Crabel Price Patterns
NR	True
NR4	True
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	0.28
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	139.33
2.618	137.73
1.618	136.75
1.000	136.14
0.618	135.77
HIGH	135.16
0.618	134.79
0.500	134.67
0.382	134.55
LOW	134.18
0.618	133.57
1.000	133.20
1.618	132.59
2.618	131.61
4.250	130.02

Fisher Pivots for day following 29-Aug-2011
Pivot	1 day	3 day
R1	134.67	134.86
PP	134.57	134.69
S1	134.46	134.53

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

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