Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 04-Feb-2010

Day Change Summary
	Previous	Current
	03-Feb-2010	04-Feb-2010	Change	Change %	Previous Week
Open	123.38	123.02	-0.36	-0.3%	123.24
High	123.39	123.95	0.56	0.5%	123.70
Low	122.96	123.00	0.04	0.0%	122.81
Close	123.21	123.70	0.49	0.4%	123.38
Range	0.43	0.95	0.52	120.9%	0.89
ATR	0.53	0.56	0.03	5.8%	0.00
Volume	957,580	1,210,006	252,426	26.4%	4,346,261

Daily Pivots for day following 04-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.40	126.00	124.22
R3	125.45	125.05	123.96
R2	124.50	124.50	123.87
R1	124.10	124.10	123.79	124.30
PP	123.55	123.55	123.55	123.65
S1	123.15	123.15	123.61	123.35
S2	122.60	122.60	123.53
S3	121.65	122.20	123.44
S4	120.70	121.25	123.18

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	123.95	122.95	1.00	0.8%	0.56	0.5%	75%	True	False	933,574
10	123.95	122.81	1.14	0.9%	0.53	0.4%	78%	True	False	891,355
20	123.95	121.11	2.84	2.3%	0.51	0.4%	91%	True	False	812,010
40	123.95	120.84	3.11	2.5%	0.54	0.4%	92%	True	False	663,511
60	123.95	120.36	3.59	2.9%	0.53	0.4%	93%	True	False	456,743
80	123.95	120.20	3.75	3.0%	0.53	0.4%	93%	True	False	342,803
100	123.95	119.83	4.12	3.3%	0.50	0.4%	94%	True	False	274,314
120	123.95	119.08	4.87	3.9%	0.43	0.3%	95%	True	False	228,611

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 129 trading days

Fibonacci Retracements and Extensions
4.250	127.99
2.618	126.44
1.618	125.49
1.000	124.90
0.618	124.54
HIGH	123.95
0.618	123.59
0.500	123.48
0.382	123.36
LOW	123.00
0.618	122.41
1.000	122.05
1.618	121.46
2.618	120.51
4.250	118.96

Fisher Pivots for day following 04-Feb-2010
Pivot	1 day	3 day
R1	123.63	123.62
PP	123.55	123.54
S1	123.48	123.46

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

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