Euro Bund Future September 2011

Trading Metrics calculated at close of trading on 07-Sep-2011

Day Change Summary
	Previous	Current
	06-Sep-2011	07-Sep-2011	Change	Change %	Previous Week
Open	138.57	137.94	-0.63	-0.5%	134.81
High	138.86	138.27	-0.59	-0.4%	136.97
Low	137.65	137.53	-0.12	-0.1%	134.18
Close	138.61	137.90	-0.71	-0.5%	136.89
Range	1.21	0.74	-0.47	-38.8%	2.79
ATR	1.34	1.33	-0.02	-1.4%	0.00
Volume	1,619,301	503,161	-1,116,140	-68.9%	3,964,529

Daily Pivots for day following 07-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	140.12	139.75	138.31
R3	139.38	139.01	138.10
R2	138.64	138.64	138.04
R1	138.27	138.27	137.97	138.09
PP	137.90	137.90	137.90	137.81
S1	137.53	137.53	137.83	137.35
S2	137.16	137.16	137.76
S3	136.42	136.79	137.70
S4	135.68	136.05	137.49

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	144.38	143.43	138.42
R3	141.59	140.64	137.66
R2	138.80	138.80	137.40
R1	137.85	137.85	137.15	138.33
PP	136.01	136.01	136.01	136.25
S1	135.06	135.06	136.63	135.54
S2	133.22	133.22	136.38
S3	130.43	132.27	136.12
S4	127.64	129.48	135.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.86	134.22	4.64	3.4%	1.14	0.8%	79%	False	False	1,013,008
10	138.86	133.88	4.98	3.6%	1.14	0.8%	81%	False	False	854,330
20	138.86	132.47	6.39	4.6%	1.22	0.9%	85%	False	False	807,966
40	138.86	126.39	12.47	9.0%	1.27	0.9%	92%	False	False	887,236
60	138.86	125.22	13.64	9.9%	1.16	0.8%	93%	False	False	948,812
80	138.86	123.49	15.37	11.1%	1.02	0.7%	94%	False	False	770,892
100	138.86	120.12	18.74	13.6%	0.93	0.7%	95%	False	False	617,177
120	138.86	119.38	19.48	14.1%	0.83	0.6%	95%	False	False	514,373

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	0.22
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	141.42
2.618	140.21
1.618	139.47
1.000	139.01
0.618	138.73
HIGH	138.27
0.618	137.99
0.500	137.90
0.382	137.81
LOW	137.53
0.618	137.07
1.000	136.79
1.618	136.33
2.618	135.59
4.250	134.39

Fisher Pivots for day following 07-Sep-2011
Pivot	1 day	3 day
R1	137.90	137.66
PP	137.90	137.42
S1	137.90	137.19

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

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