Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 06-Oct-2010

Day Change Summary
	Previous	Current
	05-Oct-2010	06-Oct-2010	Change	Change %	Previous Week
Open	132.15	131.88	-0.27	-0.2%	130.91
High	132.26	132.25	-0.01	0.0%	132.25
Low	131.52	131.88	0.36	0.3%	130.87
Close	131.62	132.18	0.56	0.4%	131.48
Range	0.74	0.37	-0.37	-50.0%	1.38
ATR	0.72	0.71	-0.01	-0.9%	0.00
Volume	483	1,118	635	131.5%	3,610

Daily Pivots for day following 06-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.21	133.07	132.38
R3	132.84	132.70	132.28
R2	132.47	132.47	132.25
R1	132.33	132.33	132.21	132.40
PP	132.10	132.10	132.10	132.14
S1	131.96	131.96	132.15	132.03
S2	131.73	131.73	132.11
S3	131.36	131.59	132.08
S4	130.99	131.22	131.98

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	135.67	134.96	132.24
R3	134.29	133.58	131.86
R2	132.91	132.91	131.73
R1	132.20	132.20	131.61	132.56
PP	131.53	131.53	131.53	131.71
S1	130.82	130.82	131.35	131.18
S2	130.15	130.15	131.23
S3	128.77	129.44	131.10
S4	127.39	128.06	130.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.26	130.98	1.28	1.0%	0.64	0.5%	94%	False	False	929
10	132.26	130.54	1.72	1.3%	0.69	0.5%	95%	False	False	639
20	132.26	129.07	3.19	2.4%	0.69	0.5%	97%	False	False	494
40	133.16	129.07	4.09	3.1%	0.52	0.4%	76%	False	False	409

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	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.10
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	133.82
2.618	133.22
1.618	132.85
1.000	132.62
0.618	132.48
HIGH	132.25
0.618	132.11
0.500	132.07
0.382	132.02
LOW	131.88
0.618	131.65
1.000	131.51
1.618	131.28
2.618	130.91
4.250	130.31

Fisher Pivots for day following 06-Oct-2010
Pivot	1 day	3 day
R1	132.14	132.08
PP	132.10	131.99
S1	132.07	131.89

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

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