Euro Bund Future September 2010

Trading Metrics calculated at close of trading on 25-Mar-2010

Day Change Summary
	Previous	Current
	24-Mar-2010	25-Mar-2010	Change	Change %	Previous Week
Open	123.10	122.62	-0.48	-0.4%	122.12
High	123.10	122.68	-0.42	-0.3%	122.71
Low	122.70	121.99	-0.71	-0.6%	121.90
Close	122.93	122.27	-0.66	-0.5%	122.56
Range	0.40	0.69	0.29	72.5%	0.81
ATR	0.37	0.41	0.04	11.1%	0.00
Volume	48	252	204	425.0%	638

Daily Pivots for day following 25-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	124.38	124.02	122.65
R3	123.69	123.33	122.46
R2	123.00	123.00	122.40
R1	122.64	122.64	122.33	122.48
PP	122.31	122.31	122.31	122.23
S1	121.95	121.95	122.21	121.79
S2	121.62	121.62	122.14
S3	120.93	121.26	122.08
S4	120.24	120.57	121.89

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	121.99	1.11	0.9%	0.42	0.3%	25%	False	True	147
10	123.10	121.55	1.55	1.3%	0.39	0.3%	46%	False	False	143
20	123.32	121.50	1.82	1.5%	0.34	0.3%	42%	False	False	107
40	123.32	120.76	2.56	2.1%	0.17	0.1%	59%	False	False	117
60	123.32	119.39	3.93	3.2%	0.11	0.1%	73%	False	False	137

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.03
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	125.61
2.618	124.49
1.618	123.80
1.000	123.37
0.618	123.11
HIGH	122.68
0.618	122.42
0.500	122.34
0.382	122.25
LOW	121.99
0.618	121.56
1.000	121.30
1.618	120.87
2.618	120.18
4.250	119.06

Fisher Pivots for day following 25-Mar-2010
Pivot	1 day	3 day
R1	122.34	122.55
PP	122.31	122.45
S1	122.29	122.36

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

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