Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 15-Oct-2010

Day Change Summary
	Previous	Current
	14-Oct-2010	15-Oct-2010	Change	Change %	Previous Week
Open	131.91	131.10	-0.81	-0.6%	131.75
High	131.91	131.42	-0.49	-0.4%	132.49
Low	131.12	130.45	-0.67	-0.5%	130.45
Close	131.57	130.84	-0.73	-0.6%	130.84
Range	0.79	0.97	0.18	22.8%	2.04
ATR	0.70	0.73	0.03	4.2%	0.00
Volume	54	877	823	1,524.1%	1,951

Daily Pivots for day following 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	133.81	133.30	131.37
R3	132.84	132.33	131.11
R2	131.87	131.87	131.02
R1	131.36	131.36	130.93	131.13
PP	130.90	130.90	130.90	130.79
S1	130.39	130.39	130.75	130.16
S2	129.93	129.93	130.66
S3	128.96	129.42	130.57
S4	127.99	128.45	130.31

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	137.38	136.15	131.96
R3	135.34	134.11	131.40
R2	133.30	133.30	131.21
R1	132.07	132.07	131.03	131.67
PP	131.26	131.26	131.26	131.06
S1	130.03	130.03	130.65	129.63
S2	129.22	129.22	130.47
S3	127.18	127.99	130.28
S4	125.14	125.95	129.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.49	130.45	2.04	1.6%	0.57	0.4%	19%	False	True	390
10	132.49	130.45	2.04	1.6%	0.55	0.4%	19%	False	True	505
20	132.49	129.26	3.23	2.5%	0.63	0.5%	49%	False	False	501
40	133.16	129.07	4.09	3.1%	0.61	0.5%	43%	False	False	485

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	135.54
2.618	133.96
1.618	132.99
1.000	132.39
0.618	132.02
HIGH	131.42
0.618	131.05
0.500	130.94
0.382	130.82
LOW	130.45
0.618	129.85
1.000	129.48
1.618	128.88
2.618	127.91
4.250	126.33

Fisher Pivots for day following 15-Oct-2010
Pivot	1 day	3 day
R1	130.94	131.18
PP	130.90	131.07
S1	130.87	130.95

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

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