Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 26-Jan-2010

Day Change Summary
	Previous	Current
	25-Jan-2010	26-Jan-2010	Change	Change %	Previous Week
Open	123.24	123.44	0.20	0.2%	122.69
High	123.29	123.51	0.22	0.2%	123.49
Low	122.92	123.16	0.24	0.2%	122.29
Close	123.15	123.28	0.13	0.1%	123.15
Range	0.37	0.35	-0.02	-5.4%	1.20
ATR	0.54	0.52	-0.01	-2.3%	0.00
Volume	545,870	733,356	187,486	34.3%	2,911,650

Daily Pivots for day following 26-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.37	124.17	123.47
R3	124.02	123.82	123.38
R2	123.67	123.67	123.34
R1	123.47	123.47	123.31	123.40
PP	123.32	123.32	123.32	123.28
S1	123.12	123.12	123.25	123.05
S2	122.97	122.97	123.22
S3	122.62	122.77	123.18
S4	122.27	122.42	123.09

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.58	126.06	123.81
R3	125.38	124.86	123.48
R2	124.18	124.18	123.37
R1	123.66	123.66	123.26	123.92
PP	122.98	122.98	122.98	123.11
S1	122.46	122.46	123.04	122.72
S2	121.78	121.78	122.93
S3	120.58	121.26	122.82
S4	119.38	120.06	122.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.51	122.29	1.22	1.0%	0.49	0.4%	81%	True	False	774,688
10	123.51	121.74	1.77	1.4%	0.45	0.4%	87%	True	False	728,782
20	123.51	120.84	2.67	2.2%	0.48	0.4%	91%	True	False	598,383
40	123.76	120.84	2.92	2.4%	0.53	0.4%	84%	False	False	513,669
60	123.76	120.36	3.40	2.8%	0.54	0.4%	86%	False	False	343,399
80	123.76	120.20	3.56	2.9%	0.52	0.4%	87%	False	False	257,721
100	123.76	119.83	3.93	3.2%	0.47	0.4%	88%	False	False	206,200
120	123.76	118.50	5.26	4.3%	0.40	0.3%	91%	False	False	171,853

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.11
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125.00
2.618	124.43
1.618	124.08
1.000	123.86
0.618	123.73
HIGH	123.51
0.618	123.38
0.500	123.34
0.382	123.29
LOW	123.16
0.618	122.94
1.000	122.81
1.618	122.59
2.618	122.24
4.250	121.67

Fisher Pivots for day following 26-Jan-2010
Pivot	1 day	3 day
R1	123.34	123.26
PP	123.32	123.24
S1	123.30	123.22

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

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