Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 01-Feb-2010

Day Change Summary
	Previous	Current
	29-Jan-2010	01-Feb-2010	Change	Change %	Previous Week
Open	123.47	123.58	0.11	0.1%	123.24
High	123.70	123.63	-0.07	-0.1%	123.70
Low	122.95	123.35	0.40	0.3%	122.81
Close	123.38	123.51	0.13	0.1%	123.38
Range	0.75	0.28	-0.47	-62.7%	0.89
ATR	0.56	0.54	-0.02	-3.5%	0.00
Volume	923,100	673,031	-250,069	-27.1%	4,346,261

Daily Pivots for day following 01-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.34	124.20	123.66
R3	124.06	123.92	123.59
R2	123.78	123.78	123.56
R1	123.64	123.64	123.54	123.57
PP	123.50	123.50	123.50	123.46
S1	123.36	123.36	123.48	123.29
S2	123.22	123.22	123.46
S3	122.94	123.08	123.43
S4	122.66	122.80	123.36

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.97	125.56	123.87
R3	125.08	124.67	123.62
R2	124.19	124.19	123.54
R1	123.78	123.78	123.46	123.99
PP	123.30	123.30	123.30	123.40
S1	122.89	122.89	123.30	123.10
S2	122.41	122.41	123.22
S3	121.52	122.00	123.14
S4	120.63	121.11	122.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.70	122.81	0.89	0.7%	0.54	0.4%	79%	False	False	894,684
10	123.70	122.29	1.41	1.1%	0.50	0.4%	87%	False	False	793,094
20	123.70	120.84	2.86	2.3%	0.49	0.4%	93%	False	False	740,512
40	123.72	120.84	2.88	2.3%	0.52	0.4%	93%	False	False	603,755
60	123.76	120.36	3.40	2.8%	0.53	0.4%	93%	False	False	405,619
80	123.76	120.20	3.56	2.9%	0.52	0.4%	93%	False	False	304,462
100	123.76	119.83	3.93	3.2%	0.49	0.4%	94%	False	False	243,598
120	123.76	118.59	5.17	4.2%	0.42	0.3%	95%	False	False	203,015

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	124.82
2.618	124.36
1.618	124.08
1.000	123.91
0.618	123.80
HIGH	123.63
0.618	123.52
0.500	123.49
0.382	123.46
LOW	123.35
0.618	123.18
1.000	123.07
1.618	122.90
2.618	122.62
4.250	122.16

Fisher Pivots for day following 01-Feb-2010
Pivot	1 day	3 day
R1	123.50	123.43
PP	123.50	123.34
S1	123.49	123.26

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

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