Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 23-Feb-2010

Day Change Summary
	Previous	Current
	22-Feb-2010	23-Feb-2010	Change	Change %	Previous Week
Open	122.70	122.88	0.18	0.1%	123.37
High	122.90	123.87	0.97	0.8%	123.61
Low	122.54	122.68	0.14	0.1%	122.56
Close	122.82	123.67	0.85	0.7%	122.66
Range	0.36	1.19	0.83	230.6%	1.05
ATR	0.54	0.59	0.05	8.5%	0.00
Volume	597,890	1,365,345	767,455	128.4%	2,946,259

Daily Pivots for day following 23-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.98	126.51	124.32
R3	125.79	125.32	124.00
R2	124.60	124.60	123.89
R1	124.13	124.13	123.78	124.37
PP	123.41	123.41	123.41	123.52
S1	122.94	122.94	123.56	123.18
S2	122.22	122.22	123.45
S3	121.03	121.75	123.34
S4	119.84	120.56	123.02

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.09	125.43	123.24
R3	125.04	124.38	122.95
R2	123.99	123.99	122.85
R1	123.33	123.33	122.76	123.14
PP	122.94	122.94	122.94	122.85
S1	122.28	122.28	122.56	122.09
S2	121.89	121.89	122.47
S3	120.84	121.23	122.37
S4	119.79	120.18	122.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.87	122.54	1.33	1.1%	0.58	0.5%	85%	True	False	923,028
10	124.06	122.54	1.52	1.2%	0.57	0.5%	74%	False	False	954,214
20	124.53	122.54	1.99	1.6%	0.57	0.5%	57%	False	False	956,069
40	124.53	120.84	3.69	3.0%	0.53	0.4%	77%	False	False	769,503
60	124.53	120.84	3.69	3.0%	0.54	0.4%	77%	False	False	649,119
80	124.53	120.20	4.33	3.5%	0.54	0.4%	80%	False	False	487,405
100	124.53	120.20	4.33	3.5%	0.53	0.4%	80%	False	False	390,059
120	124.53	119.83	4.70	3.8%	0.49	0.4%	82%	False	False	325,067

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	0.14
Widest range in 141 trading days

Fibonacci Retracements and Extensions
4.250	128.93
2.618	126.99
1.618	125.80
1.000	125.06
0.618	124.61
HIGH	123.87
0.618	123.42
0.500	123.28
0.382	123.13
LOW	122.68
0.618	121.94
1.000	121.49
1.618	120.75
2.618	119.56
4.250	117.62

Fisher Pivots for day following 23-Feb-2010
Pivot	1 day	3 day
R1	123.54	123.52
PP	123.41	123.36
S1	123.28	123.21

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

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