Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 17-Aug-2011

Day Change Summary
	Previous	Current
	16-Aug-2011	17-Aug-2011	Change	Change %	Previous Week
Open	131.55	131.90	0.35	0.3%	130.07
High	132.17	132.70	0.53	0.4%	133.05
Low	130.99	131.85	0.86	0.7%	129.38
Close	131.53	132.34	0.81	0.6%	131.43
Range	1.18	0.85	-0.33	-28.0%	3.67
ATR	1.24	1.24	-0.01	-0.4%	0.00
Volume	2,622	1,206	-1,416	-54.0%	5,070

Daily Pivots for day following 17-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	134.85	134.44	132.81
R3	134.00	133.59	132.57
R2	133.15	133.15	132.50
R1	132.74	132.74	132.42	132.95
PP	132.30	132.30	132.30	132.40
S1	131.89	131.89	132.26	132.10
S2	131.45	131.45	132.18
S3	130.60	131.04	132.11
S4	129.75	130.19	131.87

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	142.30	140.53	133.45
R3	138.63	136.86	132.44
R2	134.96	134.96	132.10
R1	133.19	133.19	131.77	134.08
PP	131.29	131.29	131.29	131.73
S1	129.52	129.52	131.09	130.41
S2	127.62	127.62	130.76
S3	123.95	125.85	130.42
S4	120.28	122.18	129.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.00	130.99	2.01	1.5%	0.97	0.7%	67%	False	False	1,335
10	133.05	129.19	3.86	2.9%	1.60	1.2%	82%	False	False	1,044
20	133.05	125.22	7.83	5.9%	1.24	0.9%	91%	False	False	637
40	133.05	123.96	9.09	6.9%	0.96	0.7%	92%	False	False	403
60	133.05	123.28	9.77	7.4%	0.73	0.5%	93%	False	False	298
80	133.05	121.38	11.67	8.8%	0.54	0.4%	94%	False	False	302

Crabel Price Patterns
NR	True
NR4	False
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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136.31
2.618	134.93
1.618	134.08
1.000	133.55
0.618	133.23
HIGH	132.70
0.618	132.38
0.500	132.28
0.382	132.17
LOW	131.85
0.618	131.32
1.000	131.00
1.618	130.47
2.618	129.62
4.250	128.24

Fisher Pivots for day following 17-Aug-2011
Pivot	1 day	3 day
R1	132.32	132.18
PP	132.30	132.01
S1	132.28	131.85

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

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