Euro Bund Future September 2010

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

Day Change Summary
	Previous	Current
	22-Mar-2010	23-Mar-2010	Change	Change %	Previous Week
Open	122.55	123.04	0.49	0.4%	122.12
High	123.04	123.10	0.06	0.0%	122.71
Low	122.55	122.91	0.36	0.3%	121.90
Close	122.94	123.05	0.11	0.1%	122.56
Range	0.49	0.19	-0.30	-61.2%	0.81
ATR	0.38	0.36	-0.01	-3.6%	0.00
Volume	253	67	-186	-73.5%	638

Daily Pivots for day following 23-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	123.59	123.51	123.15
R3	123.40	123.32	123.10
R2	123.21	123.21	123.08
R1	123.13	123.13	123.07	123.17
PP	123.02	123.02	123.02	123.04
S1	122.94	122.94	123.03	122.98
S2	122.83	122.83	123.02
S3	122.64	122.75	123.00
S4	122.45	122.56	122.95

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.82	124.50	123.01
R3	124.01	123.69	122.78
R2	123.20	123.20	122.71
R1	122.88	122.88	122.63	123.04
PP	122.39	122.39	122.39	122.47
S1	122.07	122.07	122.49	122.23
S2	121.58	121.58	122.41
S3	120.77	121.26	122.34
S4	119.96	120.45	122.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.10	122.14	0.96	0.8%	0.35	0.3%	95%	True	False	184
10	123.10	121.55	1.55	1.3%	0.35	0.3%	97%	True	False	128
20	123.32	121.50	1.82	1.5%	0.28	0.2%	85%	False	False	98
40	123.32	120.76	2.56	2.1%	0.14	0.1%	89%	False	False	137
60	123.32	119.39	3.93	3.2%	0.09	0.1%	93%	False	False	132

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.03
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	123.91
2.618	123.60
1.618	123.41
1.000	123.29
0.618	123.22
HIGH	123.10
0.618	123.03
0.500	123.01
0.382	122.98
LOW	122.91
0.618	122.79
1.000	122.72
1.618	122.60
2.618	122.41
4.250	122.10

Fisher Pivots for day following 23-Mar-2010
Pivot	1 day	3 day
R1	123.04	122.93
PP	123.02	122.82
S1	123.01	122.70

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

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