Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 28-Sep-2010

Day Change Summary
	Previous	Current
	27-Sep-2010	28-Sep-2010	Change	Change %	Previous Week
Open	130.91	131.58	0.67	0.5%	129.81
High	131.63	131.96	0.33	0.3%	131.60
Low	130.87	131.43	0.56	0.4%	129.26
Close	131.52	131.84	0.32	0.2%	130.85
Range	0.76	0.53	-0.23	-30.3%	2.34
ATR	0.74	0.73	-0.02	-2.0%	0.00
Volume	43	208	165	383.7%	1,362

Daily Pivots for day following 28-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.33	133.12	132.13
R3	132.80	132.59	131.99
R2	132.27	132.27	131.94
R1	132.06	132.06	131.89	132.17
PP	131.74	131.74	131.74	131.80
S1	131.53	131.53	131.79	131.64
S2	131.21	131.21	131.74
S3	130.68	131.00	131.69
S4	130.15	130.47	131.55

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	131.96	130.25	1.71	1.3%	0.77	0.6%	93%	True	False	306
10	131.96	129.07	2.89	2.2%	0.73	0.6%	96%	True	False	276
20	132.37	129.07	3.30	2.5%	0.71	0.5%	84%	False	False	509
40	133.16	127.85	5.31	4.0%	0.44	0.3%	75%	False	False	283

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.09
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	134.21
2.618	133.35
1.618	132.82
1.000	132.49
0.618	132.29
HIGH	131.96
0.618	131.76
0.500	131.70
0.382	131.63
LOW	131.43
0.618	131.10
1.000	130.90
1.618	130.57
2.618	130.04
4.250	129.18

Fisher Pivots for day following 28-Sep-2010
Pivot	1 day	3 day
R1	131.79	131.68
PP	131.74	131.51
S1	131.70	131.35

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

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