Euro Bund Future December 2010

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

Day Change Summary
	Previous	Current
	04-Oct-2010	05-Oct-2010	Change	Change %	Previous Week
Open	131.44	131.81	0.37	0.3%	130.83
High	131.88	132.17	0.29	0.2%	132.20
Low	131.36	131.31	-0.05	0.0%	130.63
Close	131.71	131.45	-0.26	-0.2%	131.31
Range	0.52	0.86	0.34	65.4%	1.57
ATR	0.88	0.88	0.00	-0.1%	0.00
Volume	683,443	985,266	301,823	44.2%	4,296,087

Daily Pivots for day following 05-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	134.22	133.70	131.92
R3	133.36	132.84	131.69
R2	132.50	132.50	131.61
R1	131.98	131.98	131.53	131.81
PP	131.64	131.64	131.64	131.56
S1	131.12	131.12	131.37	130.95
S2	130.78	130.78	131.29
S3	129.92	130.26	131.21
S4	129.06	129.40	130.98

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	136.09	135.27	132.17
R3	134.52	133.70	131.74
R2	132.95	132.95	131.60
R1	132.13	132.13	131.45	132.54
PP	131.38	131.38	131.38	131.59
S1	130.56	130.56	131.17	130.97
S2	129.81	129.81	131.02
S3	128.24	128.99	130.88
S4	126.67	127.42	130.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.20	130.63	1.57	1.2%	0.82	0.6%	52%	False	False	1,033,713
10	132.20	130.29	1.91	1.5%	0.85	0.6%	61%	False	False	943,811
20	132.20	129.08	3.12	2.4%	0.87	0.7%	76%	False	False	954,407
40	133.29	129.01	4.28	3.3%	0.84	0.6%	57%	False	False	559,183
60	133.29	126.01	7.28	5.5%	0.74	0.6%	75%	False	False	373,053
80	133.29	125.81	7.48	5.7%	0.66	0.5%	75%	False	False	279,842
100	133.29	125.47	7.82	5.9%	0.56	0.4%	76%	False	False	223,887
120	133.29	122.76	10.53	8.0%	0.47	0.4%	83%	False	False	186,634

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135.83
2.618	134.42
1.618	133.56
1.000	133.03
0.618	132.70
HIGH	132.17
0.618	131.84
0.500	131.74
0.382	131.64
LOW	131.31
0.618	130.78
1.000	130.45
1.618	129.92
2.618	129.06
4.250	127.66

Fisher Pivots for day following 05-Oct-2010
Pivot	1 day	3 day
R1	131.74	131.43
PP	131.64	131.42
S1	131.55	131.40

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

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