Euro Bund Future June 2010

Trading Metrics calculated at close of trading on 05-Feb-2010

Day Change Summary
	Previous	Current
	04-Feb-2010	05-Feb-2010	Change	Change %	Previous Week
Open	121.58	122.33	0.75	0.6%	122.14
High	122.47	123.05	0.58	0.5%	123.05
Low	121.54	122.32	0.78	0.6%	121.50
Close	122.23	122.72	0.49	0.4%	122.72
Range	0.93	0.73	-0.20	-21.5%	1.55
ATR	0.45	0.48	0.03	5.9%	0.00
Volume	551	2,360	1,809	328.3%	5,000

Daily Pivots for day following 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.89	124.53	123.12
R3	124.16	123.80	122.92
R2	123.43	123.43	122.85
R1	123.07	123.07	122.79	123.25
PP	122.70	122.70	122.70	122.79
S1	122.34	122.34	122.65	122.52
S2	121.97	121.97	122.59
S3	121.24	121.61	122.52
S4	120.51	120.88	122.32

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	127.07	126.45	123.57
R3	125.52	124.90	123.15
R2	123.97	123.97	123.00
R1	123.35	123.35	122.86	123.66
PP	122.42	122.42	122.42	122.58
S1	121.80	121.80	122.58	122.11
S2	120.87	120.87	122.44
S3	119.32	120.25	122.29
S4	117.77	118.70	121.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.05	121.50	1.55	1.3%	0.50	0.4%	79%	True	False	1,000
10	123.05	121.50	1.55	1.3%	0.49	0.4%	79%	True	False	665
20	123.05	119.80	3.25	2.6%	0.44	0.4%	90%	True	False	414
40	123.05	119.52	3.53	2.9%	0.40	0.3%	91%	True	False	252
60	123.05	119.52	3.53	2.9%	0.27	0.2%	91%	True	False	202

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	0.07
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126.15
2.618	124.96
1.618	124.23
1.000	123.78
0.618	123.50
HIGH	123.05
0.618	122.77
0.500	122.69
0.382	122.60
LOW	122.32
0.618	121.87
1.000	121.59
1.618	121.14
2.618	120.41
4.250	119.22

Fisher Pivots for day following 05-Feb-2010
Pivot	1 day	3 day
R1	122.71	122.57
PP	122.70	122.42
S1	122.69	122.28

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

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