Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 24-Feb-2010

Day Change Summary
	Previous	Current
	23-Feb-2010	24-Feb-2010	Change	Change %	Previous Week
Open	122.88	123.70	0.82	0.7%	123.37
High	123.87	124.16	0.29	0.2%	123.61
Low	122.68	123.64	0.96	0.8%	122.56
Close	123.67	124.01	0.34	0.3%	122.66
Range	1.19	0.52	-0.67	-56.3%	1.05
ATR	0.59	0.59	-0.01	-0.8%	0.00
Volume	1,365,345	1,123,028	-242,317	-17.7%	2,946,259

Daily Pivots for day following 24-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.50	125.27	124.30
R3	124.98	124.75	124.15
R2	124.46	124.46	124.11
R1	124.23	124.23	124.06	124.35
PP	123.94	123.94	123.94	123.99
S1	123.71	123.71	123.96	123.83
S2	123.42	123.42	123.91
S3	122.90	123.19	123.87
S4	122.38	122.67	123.72

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	124.16	122.54	1.62	1.3%	0.62	0.5%	91%	True	False	1,011,515
10	124.16	122.54	1.62	1.3%	0.54	0.4%	91%	True	False	941,386
20	124.53	122.54	1.99	1.6%	0.57	0.5%	74%	False	False	975,553
40	124.53	120.84	3.69	3.0%	0.53	0.4%	86%	False	False	786,968
60	124.53	120.84	3.69	3.0%	0.54	0.4%	86%	False	False	667,631
80	124.53	120.36	4.17	3.4%	0.54	0.4%	88%	False	False	501,437
100	124.53	120.20	4.33	3.5%	0.53	0.4%	88%	False	False	401,287
120	124.53	119.83	4.70	3.8%	0.49	0.4%	89%	False	False	334,425

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	0.14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126.37
2.618	125.52
1.618	125.00
1.000	124.68
0.618	124.48
HIGH	124.16
0.618	123.96
0.500	123.90
0.382	123.84
LOW	123.64
0.618	123.32
1.000	123.12
1.618	122.80
2.618	122.28
4.250	121.43

Fisher Pivots for day following 24-Feb-2010
Pivot	1 day	3 day
R1	123.97	123.79
PP	123.94	123.57
S1	123.90	123.35

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

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