Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 03-Feb-2010

Day Change Summary
	Previous	Current
	02-Feb-2010	03-Feb-2010	Change	Change %	Previous Week
Open	123.48	123.38	-0.10	-0.1%	123.24
High	123.58	123.39	-0.19	-0.2%	123.70
Low	123.18	122.96	-0.22	-0.2%	122.81
Close	123.47	123.21	-0.26	-0.2%	123.38
Range	0.40	0.43	0.03	7.5%	0.89
ATR	0.53	0.53	0.00	-0.2%	0.00
Volume	904,157	957,580	53,423	5.9%	4,346,261

Daily Pivots for day following 03-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.48	124.27	123.45
R3	124.05	123.84	123.33
R2	123.62	123.62	123.29
R1	123.41	123.41	123.25	123.30
PP	123.19	123.19	123.19	123.13
S1	122.98	122.98	123.17	122.87
S2	122.76	122.76	123.13
S3	122.33	122.55	123.09
S4	121.90	122.12	122.97

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%	0.50	0.4%	45%	False	False	903,782
10	123.70	122.62	1.08	0.9%	0.51	0.4%	55%	False	False	870,885
20	123.70	121.11	2.59	2.1%	0.48	0.4%	81%	False	False	780,592
40	123.72	120.84	2.88	2.3%	0.53	0.4%	82%	False	False	642,892
60	123.76	120.36	3.40	2.8%	0.52	0.4%	84%	False	False	436,616
80	123.76	120.20	3.56	2.9%	0.53	0.4%	85%	False	False	327,731
100	123.76	119.83	3.93	3.2%	0.49	0.4%	86%	False	False	262,216
120	123.76	118.91	4.85	3.9%	0.42	0.3%	89%	False	False	218,528

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	0.14
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125.22
2.618	124.52
1.618	124.09
1.000	123.82
0.618	123.66
HIGH	123.39
0.618	123.23
0.500	123.18
0.382	123.12
LOW	122.96
0.618	122.69
1.000	122.53
1.618	122.26
2.618	121.83
4.250	121.13

Fisher Pivots for day following 03-Feb-2010
Pivot	1 day	3 day
R1	123.20	123.30
PP	123.19	123.27
S1	123.18	123.24

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

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