Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 02-Feb-2010

Day Change Summary
	Previous	Current
	01-Feb-2010	02-Feb-2010	Change	Change %	Previous Week
Open	123.58	123.48	-0.10	-0.1%	123.24
High	123.63	123.58	-0.05	0.0%	123.70
Low	123.35	123.18	-0.17	-0.1%	122.81
Close	123.51	123.47	-0.04	0.0%	123.38
Range	0.28	0.40	0.12	42.9%	0.89
ATR	0.54	0.53	-0.01	-1.8%	0.00
Volume	673,031	904,157	231,126	34.3%	4,346,261

Daily Pivots for day following 02-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.61	124.44	123.69
R3	124.21	124.04	123.58
R2	123.81	123.81	123.54
R1	123.64	123.64	123.51	123.53
PP	123.41	123.41	123.41	123.35
S1	123.24	123.24	123.43	123.13
S2	123.01	123.01	123.40
S3	122.61	122.84	123.36
S4	122.21	122.44	123.25

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%	0.55	0.4%	74%	False	False	928,844
10	123.70	122.29	1.41	1.1%	0.52	0.4%	84%	False	False	851,766
20	123.70	121.10	2.60	2.1%	0.49	0.4%	91%	False	False	762,249
40	123.72	120.84	2.88	2.3%	0.53	0.4%	91%	False	False	623,292
60	123.76	120.36	3.40	2.8%	0.53	0.4%	91%	False	False	420,683
80	123.76	120.20	3.56	2.9%	0.52	0.4%	92%	False	False	315,761
100	123.76	119.83	3.93	3.2%	0.49	0.4%	93%	False	False	252,640
120	123.76	118.73	5.03	4.1%	0.42	0.3%	94%	False	False	210,549

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

Fibonacci Retracements and Extensions
4.250	125.28
2.618	124.63
1.618	124.23
1.000	123.98
0.618	123.83
HIGH	123.58
0.618	123.43
0.500	123.38
0.382	123.33
LOW	123.18
0.618	122.93
1.000	122.78
1.618	122.53
2.618	122.13
4.250	121.48

Fisher Pivots for day following 02-Feb-2010
Pivot	1 day	3 day
R1	123.44	123.42
PP	123.41	123.37
S1	123.38	123.33

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

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