Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 08-Mar-2010

Day Change Summary
	Previous	Current
	05-Mar-2010	08-Mar-2010	Change	Change %	Previous Week
Open	124.27	124.03	-0.24	-0.2%	124.30
High	124.38	124.13	-0.25	-0.2%	124.45
Low	123.93	123.96	0.03	0.0%	123.87
Close	124.01	124.00	-0.01	0.0%	124.01
Range	0.45	0.17	-0.28	-62.2%	0.58
ATR	0.53	0.50	-0.03	-4.8%	0.00
Volume	834,138	43,035	-791,103	-94.8%	5,046,153

Daily Pivots for day following 08-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.54	124.44	124.09
R3	124.37	124.27	124.05
R2	124.20	124.20	124.03
R1	124.10	124.10	124.02	124.07
PP	124.03	124.03	124.03	124.01
S1	123.93	123.93	123.98	123.90
S2	123.86	123.86	123.97
S3	123.69	123.76	123.95
S4	123.52	123.59	123.91

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	125.85	125.51	124.33
R3	125.27	124.93	124.17
R2	124.69	124.69	124.12
R1	124.35	124.35	124.06	124.23
PP	124.11	124.11	124.11	124.05
S1	123.77	123.77	123.96	123.65
S2	123.53	123.53	123.90
S3	122.95	123.19	123.85
S4	122.37	122.61	123.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.44	123.87	0.57	0.5%	0.40	0.3%	23%	False	False	891,290
10	124.50	122.68	1.82	1.5%	0.49	0.4%	73%	False	False	950,100
20	124.50	122.54	1.96	1.6%	0.49	0.4%	74%	False	False	923,664
40	124.53	121.18	3.35	2.7%	0.51	0.4%	84%	False	False	880,560
60	124.53	120.84	3.69	3.0%	0.53	0.4%	86%	False	False	762,675
80	124.53	120.41	4.12	3.3%	0.52	0.4%	87%	False	False	588,886
100	124.53	120.20	4.33	3.5%	0.53	0.4%	88%	False	False	471,356
120	124.53	119.83	4.70	3.8%	0.50	0.4%	89%	False	False	392,860

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.13
Narrowest range in 102 trading days

Fibonacci Retracements and Extensions
4.250	124.85
2.618	124.58
1.618	124.41
1.000	124.30
0.618	124.24
HIGH	124.13
0.618	124.07
0.500	124.05
0.382	124.02
LOW	123.96
0.618	123.85
1.000	123.79
1.618	123.68
2.618	123.51
4.250	123.24

Fisher Pivots for day following 08-Mar-2010
Pivot	1 day	3 day
R1	124.05	124.16
PP	124.03	124.10
S1	124.02	124.05

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

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