Euro Bund Future June 2010

Trading Metrics calculated at close of trading on 04-Feb-2010

Day Change Summary
	Previous	Current
	03-Feb-2010	04-Feb-2010	Change	Change %	Previous Week
Open	121.78	121.58	-0.20	-0.2%	122.00
High	121.87	122.47	0.60	0.5%	122.20
Low	121.50	121.54	0.04	0.0%	121.50
Close	121.74	122.23	0.49	0.4%	121.91
Range	0.37	0.93	0.56	151.4%	0.70
ATR	0.41	0.45	0.04	8.9%	0.00
Volume	760	551	-209	-27.5%	1,650

Daily Pivots for day following 04-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.87	124.48	122.74
R3	123.94	123.55	122.49
R2	123.01	123.01	122.40
R1	122.62	122.62	122.32	122.82
PP	122.08	122.08	122.08	122.18
S1	121.69	121.69	122.14	121.89
S2	121.15	121.15	122.06
S3	120.22	120.76	121.97
S4	119.29	119.83	121.72

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	123.97	123.64	122.30
R3	123.27	122.94	122.10
R2	122.57	122.57	122.04
R1	122.24	122.24	121.97	122.06
PP	121.87	121.87	121.87	121.78
S1	121.54	121.54	121.85	121.36
S2	121.17	121.17	121.78
S3	120.47	120.84	121.72
S4	119.77	120.14	121.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.47	121.50	0.97	0.8%	0.49	0.4%	75%	True	False	549
10	122.47	121.50	0.97	0.8%	0.45	0.4%	75%	True	False	452
20	122.47	119.78	2.69	2.2%	0.43	0.4%	91%	True	False	304
40	122.47	119.52	2.95	2.4%	0.38	0.3%	92%	True	False	193
60	122.66	119.52	3.14	2.6%	0.26	0.2%	86%	False	False	164

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Widest range in 76 trading days

Fibonacci Retracements and Extensions
4.250	126.42
2.618	124.90
1.618	123.97
1.000	123.40
0.618	123.04
HIGH	122.47
0.618	122.11
0.500	122.01
0.382	121.90
LOW	121.54
0.618	120.97
1.000	120.61
1.618	120.04
2.618	119.11
4.250	117.59

Fisher Pivots for day following 04-Feb-2010
Pivot	1 day	3 day
R1	122.16	122.15
PP	122.08	122.07
S1	122.01	121.99

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

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