Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 01-Sep-2011

Day Change Summary
	Previous	Current
	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	135.14	134.25	-0.89	-0.7%	135.37
High	135.29	135.54	0.25	0.2%	135.84
Low	134.30	134.22	-0.08	-0.1%	133.88
Close	134.40	135.30	0.90	0.7%	135.24
Range	0.99	1.32	0.33	33.3%	1.96
ATR	1.26	1.27	0.00	0.3%	0.00
Volume	875,132	1,104,587	229,455	26.2%	3,800,116

Daily Pivots for day following 01-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	138.98	138.46	136.03
R3	137.66	137.14	135.66
R2	136.34	136.34	135.54
R1	135.82	135.82	135.42	136.08
PP	135.02	135.02	135.02	135.15
S1	134.50	134.50	135.18	134.76
S2	133.70	133.70	135.06
S3	132.38	133.18	134.94
S4	131.06	131.86	134.57

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	134.18	1.66	1.2%	1.15	0.9%	67%	False	False	737,297
10	136.18	133.88	2.30	1.7%	1.11	0.8%	62%	False	False	767,015
20	136.26	130.52	5.74	4.2%	1.45	1.1%	83%	False	False	836,274
40	136.26	125.85	10.41	7.7%	1.34	1.0%	91%	False	False	913,724
60	136.26	124.70	11.56	8.5%	1.13	0.8%	92%	False	False	937,995
80	136.26	123.28	12.98	9.6%	1.00	0.7%	93%	False	False	732,544
100	136.26	119.38	16.88	12.5%	0.91	0.7%	94%	False	False	586,368
120	136.26	119.38	16.88	12.5%	0.82	0.6%	94%	False	False	488,669

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	141.15
2.618	139.00
1.618	137.68
1.000	136.86
0.618	136.36
HIGH	135.54
0.618	135.04
0.500	134.88
0.382	134.72
LOW	134.22
0.618	133.40
1.000	132.90
1.618	132.08
2.618	130.76
4.250	128.61

Fisher Pivots for day following 01-Sep-2011
Pivot	1 day	3 day
R1	135.16	135.17
PP	135.02	135.04
S1	134.88	134.92

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

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