Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 07-Oct-2010

Day Change Summary
	Previous	Current
	06-Oct-2010	07-Oct-2010	Change	Change %	Previous Week
Open	131.88	131.85	-0.03	0.0%	130.91
High	132.25	131.93	-0.32	-0.2%	132.25
Low	131.88	131.58	-0.30	-0.2%	130.87
Close	132.18	131.81	-0.37	-0.3%	131.48
Range	0.37	0.35	-0.02	-5.4%	1.38
ATR	0.71	0.71	-0.01	-1.1%	0.00
Volume	1,118	200	-918	-82.1%	3,610

Daily Pivots for day following 07-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	132.82	132.67	132.00
R3	132.47	132.32	131.91
R2	132.12	132.12	131.87
R1	131.97	131.97	131.84	131.87
PP	131.77	131.77	131.77	131.73
S1	131.62	131.62	131.78	131.52
S2	131.42	131.42	131.75
S3	131.07	131.27	131.71
S4	130.72	130.92	131.62

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%	0.50	0.4%	65%	False	False	529
10	132.26	130.73	1.53	1.2%	0.63	0.5%	71%	False	False	625
20	132.26	129.07	3.19	2.4%	0.67	0.5%	86%	False	False	452
40	133.16	129.07	4.09	3.1%	0.53	0.4%	67%	False	False	413

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	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.11
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	133.42
2.618	132.85
1.618	132.50
1.000	132.28
0.618	132.15
HIGH	131.93
0.618	131.80
0.500	131.76
0.382	131.71
LOW	131.58
0.618	131.36
1.000	131.23
1.618	131.01
2.618	130.66
4.250	130.09

Fisher Pivots for day following 07-Oct-2010
Pivot	1 day	3 day
R1	131.79	131.89
PP	131.77	131.86
S1	131.76	131.84

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

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