Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 15-Feb-2010

Day Change Summary
	Previous	Current
	12-Feb-2010	15-Feb-2010	Change	Change %	Previous Week
Open	123.15	123.37	0.22	0.2%	124.30
High	123.63	123.57	-0.06	0.0%	124.30
Low	123.10	123.32	0.22	0.2%	122.92
Close	123.55	123.37	-0.18	-0.1%	123.55
Range	0.53	0.25	-0.28	-52.8%	1.38
ATR	0.60	0.58	-0.03	-4.2%	0.00
Volume	836,996	294,354	-542,642	-64.8%	5,428,143

Daily Pivots for day following 15-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.17	124.02	123.51
R3	123.92	123.77	123.44
R2	123.67	123.67	123.42
R1	123.52	123.52	123.39	123.50
PP	123.42	123.42	123.42	123.41
S1	123.27	123.27	123.35	123.25
S2	123.17	123.17	123.32
S3	122.92	123.02	123.30
S4	122.67	122.77	123.23

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	127.73	127.02	124.31
R3	126.35	125.64	123.93
R2	124.97	124.97	123.80
R1	124.26	124.26	123.68	123.93
PP	123.59	123.59	123.59	123.42
S1	122.88	122.88	123.42	122.55
S2	122.21	122.21	123.30
S3	120.83	121.50	123.17
S4	119.45	120.12	122.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.06	122.92	1.14	0.9%	0.56	0.5%	39%	False	False	985,400
10	124.53	122.92	1.61	1.3%	0.58	0.5%	28%	False	False	1,003,282
20	124.53	122.29	2.24	1.8%	0.54	0.4%	48%	False	False	898,188
40	124.53	120.84	3.69	3.0%	0.54	0.4%	69%	False	False	723,530
60	124.53	120.84	3.69	3.0%	0.53	0.4%	69%	False	False	572,545
80	124.53	120.20	4.33	3.5%	0.54	0.4%	73%	False	False	429,759
100	124.53	119.83	4.70	3.8%	0.51	0.4%	75%	False	False	343,922
120	124.53	119.83	4.70	3.8%	0.46	0.4%	75%	False	False	286,611

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	124.63
2.618	124.22
1.618	123.97
1.000	123.82
0.618	123.72
HIGH	123.57
0.618	123.47
0.500	123.45
0.382	123.42
LOW	123.32
0.618	123.17
1.000	123.07
1.618	122.92
2.618	122.67
4.250	122.26

Fisher Pivots for day following 15-Feb-2010
Pivot	1 day	3 day
R1	123.45	123.34
PP	123.42	123.31
S1	123.40	123.28

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

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