Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 05-Feb-2010

Day Change Summary
	Previous	Current
	04-Feb-2010	05-Feb-2010	Change	Change %	Previous Week
Open	123.02	123.84	0.82	0.7%	123.58
High	123.95	124.53	0.58	0.5%	124.53
Low	123.00	123.78	0.78	0.6%	122.96
Close	123.70	124.20	0.50	0.4%	124.20
Range	0.95	0.75	-0.20	-21.1%	1.57
ATR	0.56	0.58	0.02	3.5%	0.00
Volume	1,210,006	1,238,589	28,583	2.4%	4,983,363

Daily Pivots for day following 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.42	126.06	124.61
R3	125.67	125.31	124.41
R2	124.92	124.92	124.34
R1	124.56	124.56	124.27	124.74
PP	124.17	124.17	124.17	124.26
S1	123.81	123.81	124.13	123.99
S2	123.42	123.42	124.06
S3	122.67	123.06	123.99
S4	121.92	122.31	123.79

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	128.61	127.97	125.06
R3	127.04	126.40	124.63
R2	125.47	125.47	124.49
R1	124.83	124.83	124.34	125.15
PP	123.90	123.90	123.90	124.06
S1	123.26	123.26	124.06	123.58
S2	122.33	122.33	123.91
S3	120.76	121.69	123.77
S4	119.19	120.12	123.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.53	122.96	1.57	1.3%	0.56	0.5%	79%	True	False	996,672
10	124.53	122.81	1.72	1.4%	0.56	0.4%	81%	True	False	932,962
20	124.53	121.18	3.35	2.7%	0.53	0.4%	90%	True	False	837,456
40	124.53	120.84	3.69	3.0%	0.55	0.4%	91%	True	False	682,180
60	124.53	120.41	4.12	3.3%	0.53	0.4%	92%	True	False	477,293
80	124.53	120.20	4.33	3.5%	0.54	0.4%	92%	True	False	358,278
100	124.53	119.83	4.70	3.8%	0.50	0.4%	93%	True	False	286,699
120	124.53	119.63	4.90	3.9%	0.44	0.4%	93%	True	False	238,930

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

Fibonacci Retracements and Extensions
4.250	127.72
2.618	126.49
1.618	125.74
1.000	125.28
0.618	124.99
HIGH	124.53
0.618	124.24
0.500	124.16
0.382	124.07
LOW	123.78
0.618	123.32
1.000	123.03
1.618	122.57
2.618	121.82
4.250	120.59

Fisher Pivots for day following 05-Feb-2010
Pivot	1 day	3 day
R1	124.19	124.05
PP	124.17	123.90
S1	124.16	123.75

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

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