Transformers 3 Filming this Week in Chicago is reporting that Michael Bay will film scenes for Transformers 3 at Chicago’s Michigan Avenue (AKA "The Magnificent Mile") starting on July 15th at 8 p.m. through July 19th at 5 a.m. The site says…

There will be lots of explosions and crashing cars during this time.  The general public will not be allowed to enter the area directly surrounding Michigan avenue and the filming is expected to be intense.  Businesses along Michigan Avenue are currently receiving information regarding the filming schedule.  This will in effect close down the busiest shopping district in Chicago for 3 & 1/2 full days!  Security is expected to be very tight.

Opening in 3D and 2D theaters on July 1, 2011, the third installment stars Shia LaBeouf, Rosie Huntington-Whiteley, Josh Duhamel, Tyrese Gibson, Kevin Dunn, Julie White, Frances McDormand, John Malkovich, Ken Jeong, Patrick Dempsey, Alan Tudyk and John Turturro.