Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 07-Oct-2010

Day Change Summary
	Previous	Current
	06-Oct-2010	07-Oct-2010	Change	Change %	Previous Week
Open	131.45	131.81	0.36	0.3%	130.83
High	132.10	131.89	-0.21	-0.2%	132.20
Low	131.34	131.39	0.05	0.0%	130.63
Close	132.02	131.64	-0.38	-0.3%	131.31
Range	0.76	0.50	-0.26	-34.2%	1.57
ATR	0.87	0.85	-0.02	-2.0%	0.00
Volume	0	909,723	909,723		4,296,087

Daily Pivots for day following 07-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.14	132.89	131.92
R3	132.64	132.39	131.78
R2	132.14	132.14	131.73
R1	131.89	131.89	131.69	131.77
PP	131.64	131.64	131.64	131.58
S1	131.39	131.39	131.59	131.27
S2	131.14	131.14	131.55
S3	130.64	130.89	131.50
S4	130.14	130.39	131.37

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	132.17	130.63	1.54	1.2%	0.72	0.5%	66%	False	False	738,805
10	132.20	130.63	1.57	1.2%	0.79	0.6%	64%	False	False	799,963
20	132.20	129.08	3.12	2.4%	0.82	0.6%	82%	False	False	896,895
40	133.29	129.08	4.21	3.2%	0.84	0.6%	61%	False	False	581,836
60	133.29	126.01	7.28	5.5%	0.75	0.6%	77%	False	False	388,198
80	133.29	125.81	7.48	5.7%	0.66	0.5%	78%	False	False	291,190
100	133.29	125.81	7.48	5.7%	0.58	0.4%	78%	False	False	232,982
120	133.29	122.97	10.32	7.8%	0.48	0.4%	84%	False	False	194,213

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	134.02
2.618	133.20
1.618	132.70
1.000	132.39
0.618	132.20
HIGH	131.89
0.618	131.70
0.500	131.64
0.382	131.58
LOW	131.39
0.618	131.08
1.000	130.89
1.618	130.58
2.618	130.08
4.250	129.27

Fisher Pivots for day following 07-Oct-2010
Pivot	1 day	3 day
R1	131.64	131.74
PP	131.64	131.71
S1	131.64	131.67

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

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