Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 03-Mar-2010

Day Change Summary
	Previous	Current
	02-Mar-2010	03-Mar-2010	Change	Change %	Previous Week
Open	124.32	124.30	-0.02	0.0%	122.70
High	124.40	124.34	-0.06	0.0%	124.50
Low	123.94	123.97	0.03	0.0%	122.54
Close	124.20	124.08	-0.12	-0.1%	124.45
Range	0.46	0.37	-0.09	-19.6%	1.96
ATR	0.54	0.53	-0.01	-2.3%	0.00
Volume	972,211	1,156,633	184,422	19.0%	5,009,702

Daily Pivots for day following 03-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.24	125.03	124.28
R3	124.87	124.66	124.18
R2	124.50	124.50	124.15
R1	124.29	124.29	124.11	124.21
PP	124.13	124.13	124.13	124.09
S1	123.92	123.92	124.05	123.84
S2	123.76	123.76	124.01
S3	123.39	123.55	123.98
S4	123.02	123.18	123.88

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	129.71	129.04	125.53
R3	127.75	127.08	124.99
R2	125.79	125.79	124.81
R1	125.12	125.12	124.63	125.46
PP	123.83	123.83	123.83	124.00
S1	123.16	123.16	124.27	123.50
S2	121.87	121.87	124.09
S3	119.91	121.20	123.91
S4	117.95	119.24	123.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.50	123.94	0.56	0.5%	0.40	0.3%	25%	False	False	937,003
10	124.50	122.54	1.96	1.6%	0.51	0.4%	79%	False	False	974,259
20	124.53	122.54	1.99	1.6%	0.54	0.4%	77%	False	False	977,592
40	124.53	121.10	3.43	2.8%	0.51	0.4%	87%	False	False	869,921
60	124.53	120.84	3.69	3.0%	0.53	0.4%	88%	False	False	741,392
80	124.53	120.36	4.17	3.4%	0.53	0.4%	89%	False	False	559,911
100	124.53	120.20	4.33	3.5%	0.53	0.4%	90%	False	False	448,128
120	124.53	119.83	4.70	3.8%	0.50	0.4%	90%	False	False	373,465

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125.91
2.618	125.31
1.618	124.94
1.000	124.71
0.618	124.57
HIGH	124.34
0.618	124.20
0.500	124.16
0.382	124.11
LOW	123.97
0.618	123.74
1.000	123.60
1.618	123.37
2.618	123.00
4.250	122.40

Fisher Pivots for day following 03-Mar-2010
Pivot	1 day	3 day
R1	124.16	124.20
PP	124.13	124.16
S1	124.11	124.12

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

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