Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 27-Jan-2010

Day Change Summary
	Previous	Current
	26-Jan-2010	27-Jan-2010	Change	Change %	Previous Week
Open	123.44	123.30	-0.14	-0.1%	122.69
High	123.51	123.61	0.10	0.1%	123.49
Low	123.16	122.97	-0.19	-0.2%	122.29
Close	123.28	123.38	0.10	0.1%	123.15
Range	0.35	0.64	0.29	82.9%	1.20
ATR	0.52	0.53	0.01	1.6%	0.00
Volume	733,356	1,082,891	349,535	47.7%	2,911,650

Daily Pivots for day following 27-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.24	124.95	123.73
R3	124.60	124.31	123.56
R2	123.96	123.96	123.50
R1	123.67	123.67	123.44	123.82
PP	123.32	123.32	123.32	123.39
S1	123.03	123.03	123.32	123.18
S2	122.68	122.68	123.26
S3	122.04	122.39	123.20
S4	121.40	121.75	123.03

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	123.61	122.62	0.99	0.8%	0.51	0.4%	77%	True	False	837,989
10	123.61	121.86	1.75	1.4%	0.47	0.4%	87%	True	False	753,293
20	123.61	120.84	2.77	2.2%	0.48	0.4%	92%	True	False	636,977
40	123.76	120.84	2.92	2.4%	0.53	0.4%	87%	False	False	540,289
60	123.76	120.36	3.40	2.8%	0.53	0.4%	89%	False	False	361,439
80	123.76	120.20	3.56	2.9%	0.52	0.4%	89%	False	False	271,251
100	123.76	119.83	3.93	3.2%	0.48	0.4%	90%	False	False	217,029
120	123.76	118.50	5.26	4.3%	0.41	0.3%	93%	False	False	180,877

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126.33
2.618	125.29
1.618	124.65
1.000	124.25
0.618	124.01
HIGH	123.61
0.618	123.37
0.500	123.29
0.382	123.21
LOW	122.97
0.618	122.57
1.000	122.33
1.618	121.93
2.618	121.29
4.250	120.25

Fisher Pivots for day following 27-Jan-2010
Pivot	1 day	3 day
R1	123.35	123.34
PP	123.32	123.30
S1	123.29	123.27

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

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