Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 09-Feb-2010

Day Change Summary
	Previous	Current
	08-Feb-2010	09-Feb-2010	Change	Change %	Previous Week
Open	124.30	123.94	-0.36	-0.3%	123.58
High	124.30	124.06	-0.24	-0.2%	124.53
Low	123.88	123.22	-0.66	-0.5%	122.96
Close	123.91	123.98	0.07	0.1%	124.20
Range	0.42	0.84	0.42	100.0%	1.57
ATR	0.56	0.58	0.02	3.5%	0.00
Volume	795,493	1,251,304	455,811	57.3%	4,983,363

Daily Pivots for day following 09-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.27	125.97	124.44
R3	125.43	125.13	124.21
R2	124.59	124.59	124.13
R1	124.29	124.29	124.06	124.44
PP	123.75	123.75	123.75	123.83
S1	123.45	123.45	123.90	123.60
S2	122.91	122.91	123.83
S3	122.07	122.61	123.75
S4	121.23	121.77	123.52

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%	0.68	0.5%	65%	False	False	1,090,594
10	124.53	122.81	1.72	1.4%	0.61	0.5%	68%	False	False	1,009,719
20	124.53	121.74	2.79	2.3%	0.53	0.4%	80%	False	False	869,251
40	124.53	120.84	3.69	3.0%	0.54	0.4%	85%	False	False	692,501
60	124.53	120.78	3.75	3.0%	0.53	0.4%	85%	False	False	511,367
80	124.53	120.20	4.33	3.5%	0.54	0.4%	87%	False	False	383,858
100	124.53	119.83	4.70	3.8%	0.51	0.4%	88%	False	False	307,167
120	124.53	119.83	4.70	3.8%	0.45	0.4%	88%	False	False	255,983

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127.63
2.618	126.26
1.618	125.42
1.000	124.90
0.618	124.58
HIGH	124.06
0.618	123.74
0.500	123.64
0.382	123.54
LOW	123.22
0.618	122.70
1.000	122.38
1.618	121.86
2.618	121.02
4.250	119.65

Fisher Pivots for day following 09-Feb-2010
Pivot	1 day	3 day
R1	123.87	123.95
PP	123.75	123.91
S1	123.64	123.88

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

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