Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 24-Sep-2010

Day Change Summary
	Previous	Current
	23-Sep-2010	24-Sep-2010	Change	Change %	Previous Week
Open	130.55	131.37	0.82	0.6%	129.81
High	131.52	131.60	0.08	0.1%	131.60
Low	130.54	130.73	0.19	0.1%	129.26
Close	131.39	130.85	-0.54	-0.4%	130.85
Range	0.98	0.87	-0.11	-11.2%	2.34
ATR	0.73	0.74	0.01	1.4%	0.00
Volume	334	596	262	78.4%	1,362

Daily Pivots for day following 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.67	133.13	131.33
R3	132.80	132.26	131.09
R2	131.93	131.93	131.01
R1	131.39	131.39	130.93	131.23
PP	131.06	131.06	131.06	130.98
S1	130.52	130.52	130.77	130.36
S2	130.19	130.19	130.69
S3	129.32	129.65	130.61
S4	128.45	128.78	130.37

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	137.59	136.56	132.14
R3	135.25	134.22	131.49
R2	132.91	132.91	131.28
R1	131.88	131.88	131.06	132.40
PP	130.57	130.57	130.57	130.83
S1	129.54	129.54	130.64	130.06
S2	128.23	128.23	130.42
S3	125.89	127.20	130.21
S4	123.55	124.86	129.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131.60	129.26	2.34	1.8%	0.74	0.6%	68%	True	False	272
10	131.60	129.07	2.53	1.9%	0.71	0.5%	70%	True	False	269
20	133.16	129.07	4.09	3.1%	0.68	0.5%	44%	False	False	507
40	133.16	126.99	6.17	4.7%	0.40	0.3%	63%	False	False	280

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135.30
2.618	133.88
1.618	133.01
1.000	132.47
0.618	132.14
HIGH	131.60
0.618	131.27
0.500	131.17
0.382	131.06
LOW	130.73
0.618	130.19
1.000	129.86
1.618	129.32
2.618	128.45
4.250	127.03

Fisher Pivots for day following 24-Sep-2010
Pivot	1 day	3 day
R1	131.17	130.93
PP	131.06	130.90
S1	130.96	130.88

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

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