Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 13-Oct-2010

Day Change Summary
	Previous	Current
	12-Oct-2010	13-Oct-2010	Change	Change %	Previous Week
Open	131.75	131.36	-0.39	-0.3%	131.44
High	132.36	131.70	-0.66	-0.5%	132.17
Low	131.38	131.21	-0.17	-0.1%	131.13
Close	132.01	131.57	-0.44	-0.3%	131.85
Range	0.98	0.49	-0.49	-50.0%	1.04
ATR	0.83	0.82	0.00	-0.2%	0.00
Volume	1,022,078	0	-1,022,078	-100.0%	2,578,432

Daily Pivots for day following 13-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	132.96	132.76	131.84
R3	132.47	132.27	131.70
R2	131.98	131.98	131.66
R1	131.78	131.78	131.61	131.88
PP	131.49	131.49	131.49	131.55
S1	131.29	131.29	131.53	131.39
S2	131.00	131.00	131.48
S3	130.51	130.80	131.44
S4	130.02	130.31	131.30

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	134.84	134.38	132.42
R3	133.80	133.34	132.14
R2	132.76	132.76	132.04
R1	132.30	132.30	131.95	132.53
PP	131.72	131.72	131.72	131.83
S1	131.26	131.26	131.75	131.49
S2	130.68	130.68	131.66
S3	129.64	130.22	131.56
S4	128.60	129.18	131.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.36	131.13	1.23	0.9%	0.63	0.5%	36%	False	False	459,733
10	132.36	130.63	1.73	1.3%	0.75	0.6%	54%	False	False	651,515
20	132.36	129.08	3.28	2.5%	0.80	0.6%	76%	False	False	780,961
40	133.29	129.08	4.21	3.2%	0.84	0.6%	59%	False	False	615,571
60	133.29	126.01	7.28	5.5%	0.75	0.6%	76%	False	False	411,336
80	133.29	126.01	7.28	5.5%	0.68	0.5%	76%	False	False	308,538
100	133.29	125.81	7.48	5.7%	0.60	0.5%	77%	False	False	246,869
120	133.29	123.43	9.86	7.5%	0.51	0.4%	83%	False	False	205,771

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133.78
2.618	132.98
1.618	132.49
1.000	132.19
0.618	132.00
HIGH	131.70
0.618	131.51
0.500	131.46
0.382	131.40
LOW	131.21
0.618	130.91
1.000	130.72
1.618	130.42
2.618	129.93
4.250	129.13

Fisher Pivots for day following 13-Oct-2010
Pivot	1 day	3 day
R1	131.53	131.79
PP	131.49	131.71
S1	131.46	131.64

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

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