Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 21-Jan-2011

Day Change Summary
	Previous	Current
	20-Jan-2011	21-Jan-2011	Change	Change %	Previous Week
Open	124.47	123.70	-0.77	-0.6%	124.75
High	124.50	123.86	-0.64	-0.5%	124.75
Low	123.48	123.37	-0.11	-0.1%	123.37
Close	123.67	123.76	0.09	0.1%	123.76
Range	1.02	0.49	-0.53	-52.0%	1.38
ATR	0.85	0.82	-0.03	-3.0%	0.00
Volume

Daily Pivots for day following 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.13	124.94	124.03
R3	124.64	124.45	123.89
R2	124.15	124.15	123.85
R1	123.96	123.96	123.80	124.06
PP	123.66	123.66	123.66	123.71
S1	123.47	123.47	123.72	123.57
S2	123.17	123.17	123.67
S3	122.68	122.98	123.63
S4	122.19	122.49	123.49

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.10	127.31	124.52
R3	126.72	125.93	124.14
R2	125.34	125.34	124.01
R1	124.55	124.55	123.89	124.26
PP	123.96	123.96	123.96	123.81
S1	123.17	123.17	123.63	122.88
S2	122.58	122.58	123.51
S3	121.20	121.79	123.38
S4	119.82	120.41	123.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125.17	123.37	1.80	1.5%	0.70	0.6%	22%	False	True	536,141
10	126.47	123.37	3.10	2.5%	0.79	0.6%	13%	False	True	725,305
20	126.52	123.37	3.15	2.5%	0.80	0.6%	12%	False	True	578,994
40	129.14	123.37	5.77	4.7%	0.83	0.7%	7%	False	True	478,211
60	131.05	123.37	7.68	6.2%	0.81	0.7%	5%	False	True	320,082
80	132.49	123.37	9.12	7.4%	0.74	0.6%	4%	False	True	240,244
100	132.49	123.37	9.12	7.4%	0.73	0.6%	4%	False	True	192,297
120	133.16	123.37	9.79	7.9%	0.64	0.5%	4%	False	True	160,257

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	0.19
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	125.94
2.618	125.14
1.618	124.65
1.000	124.35
0.618	124.16
HIGH	123.86
0.618	123.67
0.500	123.62
0.382	123.56
LOW	123.37
0.618	123.07
1.000	122.88
1.618	122.58
2.618	122.09
4.250	121.29

Fisher Pivots for day following 21-Jan-2011
Pivot	1 day	3 day
R1	123.71	123.94
PP	123.66	123.88
S1	123.62	123.82

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

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