The image to the right is from Jonnyroobs (thanks!) that shows more battle damage. It was taken around 6pm central along Clark Street about a block from Daley Plaza. He reports that he heard a scene being filmed that involved about 30 seconds of explosions.
Update: CBS2 Chicago has a news report (or 3rd video below) from the set that shows some pyrotechnics going off along with a brief interview with Patrick Dempsey who is starting his first day on the production. Thanks to Ann for the link.
More zztopeurope videos: One | Two | Three | Four | Five
Seibertron - 7 videos, taken at night, shows Prime & Ironhide parked along with same set as pic above
Seibertron - 139 picture gallery