Euro Bund Future December 2010

Trading Metrics calculated at close of trading on 18-Oct-2010

Day Change Summary
	Previous	Current
	15-Oct-2010	18-Oct-2010	Change	Change %	Previous Week
Open	131.11	130.69	-0.42	-0.3%	131.73
High	131.29	130.75	-0.54	-0.4%	132.36
Low	130.34	130.37	0.03	0.0%	130.34
Close	130.72	130.56	-0.16	-0.1%	130.72
Range	0.95	0.38	-0.57	-60.0%	2.02
ATR	0.85	0.81	-0.03	-3.9%	0.00
Volume	0	676,858	676,858		2,185,788

Daily Pivots for day following 18-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	131.70	131.51	130.77
R3	131.32	131.13	130.66
R2	130.94	130.94	130.63
R1	130.75	130.75	130.59	130.66
PP	130.56	130.56	130.56	130.51
S1	130.37	130.37	130.53	130.28
S2	130.18	130.18	130.49
S3	129.80	129.99	130.46
S4	129.42	129.61	130.35

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	137.20	135.98	131.83
R3	135.18	133.96	131.28
R2	133.16	133.16	131.09
R1	131.94	131.94	130.91	131.54
PP	131.14	131.14	131.14	130.94
S1	129.92	129.92	130.53	129.52
S2	129.12	129.12	130.35
S3	127.10	127.90	130.16
S4	125.08	125.88	129.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.36	130.34	2.02	1.5%	0.73	0.6%	11%	False	False	499,155
10	132.36	130.34	2.02	1.5%	0.70	0.5%	11%	False	False	475,763
20	132.36	129.24	3.12	2.4%	0.78	0.6%	42%	False	False	703,842
40	133.29	129.08	4.21	3.2%	0.86	0.7%	35%	False	False	651,867
60	133.29	126.01	7.28	5.6%	0.75	0.6%	63%	False	False	435,895
80	133.29	126.01	7.28	5.6%	0.69	0.5%	63%	False	False	326,958
100	133.29	125.81	7.48	5.7%	0.63	0.5%	64%	False	False	261,604
120	133.29	123.49	9.80	7.5%	0.52	0.4%	72%	False	False	218,031

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	132.37
2.618	131.74
1.618	131.36
1.000	131.13
0.618	130.98
HIGH	130.75
0.618	130.60
0.500	130.56
0.382	130.52
LOW	130.37
0.618	130.14
1.000	129.99
1.618	129.76
2.618	129.38
4.250	128.76

Fisher Pivots for day following 18-Oct-2010
Pivot	1 day	3 day
R1	130.56	131.09
PP	130.56	130.91
S1	130.56	130.74

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

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