Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 19-Jan-2011

Day Change Summary
	Previous	Current
	18-Jan-2011	19-Jan-2011	Change	Change %	Previous Week
Open	124.75	124.04	-0.71	-0.6%	126.30
High	124.75	124.39	-0.36	-0.3%	126.47
Low	123.97	123.86	-0.11	-0.1%	124.27
Close	124.06	124.34	0.28	0.2%	124.91
Range	0.78	0.53	-0.25	-32.1%	2.20
ATR	0.86	0.84	-0.02	-2.7%	0.00
Volume	1,014,643	750,018	-264,625	-26.1%	4,673,656

Daily Pivots for day following 19-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.79	125.59	124.63
R3	125.26	125.06	124.49
R2	124.73	124.73	124.44
R1	124.53	124.53	124.39	124.63
PP	124.20	124.20	124.20	124.25
S1	124.00	124.00	124.29	124.10
S2	123.67	123.67	124.24
S3	123.14	123.47	124.19
S4	122.61	122.94	124.05

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.82	130.56	126.12
R3	129.62	128.36	125.52
R2	127.42	127.42	125.31
R1	126.16	126.16	125.11	125.69
PP	125.22	125.22	125.22	124.98
S1	123.96	123.96	124.71	123.49
S2	123.02	123.02	124.51
S3	120.82	121.76	124.31
S4	118.62	119.56	123.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125.94	123.86	2.08	1.7%	0.81	0.7%	23%	False	True	989,393
10	126.52	123.86	2.66	2.1%	0.86	0.7%	18%	False	True	927,430
20	126.52	123.86	2.66	2.1%	0.78	0.6%	18%	False	True	617,775
40	129.14	123.76	5.38	4.3%	0.84	0.7%	11%	False	False	478,840
60	131.05	123.76	7.29	5.9%	0.80	0.6%	8%	False	False	320,097
80	132.49	123.76	8.73	7.0%	0.74	0.6%	7%	False	False	240,247
100	133.16	123.76	9.40	7.6%	0.72	0.6%	6%	False	False	192,299
120	133.16	123.76	9.40	7.6%	0.63	0.5%	6%	False	False	160,258

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.25
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	126.64
2.618	125.78
1.618	125.25
1.000	124.92
0.618	124.72
HIGH	124.39
0.618	124.19
0.500	124.13
0.382	124.06
LOW	123.86
0.618	123.53
1.000	123.33
1.618	123.00
2.618	122.47
4.250	121.61

Fisher Pivots for day following 19-Jan-2011
Pivot	1 day	3 day
R1	124.27	124.52
PP	124.20	124.46
S1	124.13	124.40

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

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