Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 14-Oct-2010

Day Change Summary
	Previous	Current
	13-Oct-2010	14-Oct-2010	Change	Change %	Previous Week
Open	131.50	131.91	0.41	0.3%	131.61
High	131.52	131.91	0.39	0.3%	132.26
Low	131.41	131.12	-0.29	-0.2%	131.33
Close	131.70	131.57	-0.13	-0.1%	132.02
Range	0.11	0.79	0.68	618.2%	0.93
ATR	0.70	0.70	0.01	1.0%	0.00
Volume	541	54	-487	-90.0%	3,105

Daily Pivots for day following 14-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.90	133.53	132.00
R3	133.11	132.74	131.79
R2	132.32	132.32	131.71
R1	131.95	131.95	131.64	131.74
PP	131.53	131.53	131.53	131.43
S1	131.16	131.16	131.50	130.95
S2	130.74	130.74	131.43
S3	129.95	130.37	131.35
S4	129.16	129.58	131.14

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	134.66	134.27	132.53
R3	133.73	133.34	132.28
R2	132.80	132.80	132.19
R1	132.41	132.41	132.11	132.61
PP	131.87	131.87	131.87	131.97
S1	131.48	131.48	131.93	131.68
S2	130.94	130.94	131.85
S3	130.01	130.55	131.76
S4	129.08	129.62	131.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.49	131.12	1.37	1.0%	0.52	0.4%	33%	False	True	425
10	132.49	130.98	1.51	1.1%	0.51	0.4%	39%	False	False	477
20	132.49	129.07	3.42	2.6%	0.64	0.5%	73%	False	False	468
40	133.16	129.07	4.09	3.1%	0.58	0.4%	61%	False	False	463

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

Fibonacci Retracements and Extensions
4.250	135.27
2.618	133.98
1.618	133.19
1.000	132.70
0.618	132.40
HIGH	131.91
0.618	131.61
0.500	131.52
0.382	131.42
LOW	131.12
0.618	130.63
1.000	130.33
1.618	129.84
2.618	129.05
4.250	127.76

Fisher Pivots for day following 14-Oct-2010
Pivot	1 day	3 day
R1	131.55	131.81
PP	131.53	131.73
S1	131.52	131.65

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

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