Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 26-Jan-2011

Day Change Summary
	Previous	Current
	25-Jan-2011	26-Jan-2011	Change	Change %	Previous Week
Open	123.77	123.96	0.19	0.2%	124.75
High	124.34	124.13	-0.21	-0.2%	124.75
Low	123.71	123.47	-0.24	-0.2%	123.37
Close	123.97	123.61	-0.36	-0.3%	123.76
Range	0.63	0.66	0.03	4.8%	1.38
ATR	0.79	0.78	-0.01	-1.2%	0.00
Volume	866,756	852,837	-13,919	-1.6%	1,764,661

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.72	125.32	123.97
R3	125.06	124.66	123.79
R2	124.40	124.40	123.73
R1	124.00	124.00	123.67	123.87
PP	123.74	123.74	123.74	123.67
S1	123.34	123.34	123.55	123.21
S2	123.08	123.08	123.49
S3	122.42	122.68	123.43
S4	121.76	122.02	123.25

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	124.50	123.37	1.13	0.9%	0.67	0.5%	21%	False	False	482,970
10	125.94	123.37	2.57	2.1%	0.74	0.6%	9%	False	False	736,181
20	126.52	123.37	3.15	2.5%	0.79	0.6%	8%	False	False	664,045
40	127.86	123.37	4.49	3.6%	0.79	0.6%	5%	False	False	537,407
60	131.05	123.37	7.68	6.2%	0.81	0.7%	3%	False	False	360,292
80	132.49	123.37	9.12	7.4%	0.73	0.6%	3%	False	False	270,387
100	132.49	123.37	9.12	7.4%	0.73	0.6%	3%	False	False	216,396
120	133.16	123.37	9.79	7.9%	0.65	0.5%	2%	False	False	180,379

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126.94
2.618	125.86
1.618	125.20
1.000	124.79
0.618	124.54
HIGH	124.13
0.618	123.88
0.500	123.80
0.382	123.72
LOW	123.47
0.618	123.06
1.000	122.81
1.618	122.40
2.618	121.74
4.250	120.67

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	123.80	123.91
PP	123.74	123.81
S1	123.67	123.71

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

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