Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 27-Jan-2011

Day Change Summary
	Previous	Current
	26-Jan-2011	27-Jan-2011	Change	Change %	Previous Week
Open	123.96	123.57	-0.39	-0.3%	124.75
High	124.13	123.79	-0.34	-0.3%	124.75
Low	123.47	123.23	-0.24	-0.2%	123.37
Close	123.61	123.34	-0.27	-0.2%	123.76
Range	0.66	0.56	-0.10	-15.2%	1.38
ATR	0.78	0.77	-0.02	-2.0%	0.00
Volume	852,837	1,005,308	152,471	17.9%	1,764,661

Daily Pivots for day following 27-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.13	124.80	123.65
R3	124.57	124.24	123.49
R2	124.01	124.01	123.44
R1	123.68	123.68	123.39	123.57
PP	123.45	123.45	123.45	123.40
S1	123.12	123.12	123.29	123.01
S2	122.89	122.89	123.24
S3	122.33	122.56	123.19
S4	121.77	122.00	123.03

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	124.34	123.23	1.11	0.9%	0.58	0.5%	10%	False	True	684,031
10	125.17	123.23	1.94	1.6%	0.66	0.5%	6%	False	True	720,536
20	126.52	123.23	3.29	2.7%	0.76	0.6%	3%	False	True	706,774
40	127.86	123.23	4.63	3.8%	0.78	0.6%	2%	False	True	561,455
60	131.05	123.23	7.82	6.3%	0.81	0.7%	1%	False	True	377,027
80	132.49	123.23	9.26	7.5%	0.74	0.6%	1%	False	True	282,951
100	132.49	123.23	9.26	7.5%	0.73	0.6%	1%	False	True	226,446
120	133.16	123.23	9.93	8.1%	0.66	0.5%	1%	False	True	188,757

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.14
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126.17
2.618	125.26
1.618	124.70
1.000	124.35
0.618	124.14
HIGH	123.79
0.618	123.58
0.500	123.51
0.382	123.44
LOW	123.23
0.618	122.88
1.000	122.67
1.618	122.32
2.618	121.76
4.250	120.85

Fisher Pivots for day following 27-Jan-2011
Pivot	1 day	3 day
R1	123.51	123.79
PP	123.45	123.64
S1	123.40	123.49

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

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