Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 31-Jan-2011

Day Change Summary
	Previous	Current
	28-Jan-2011	31-Jan-2011	Change	Change %	Previous Week
Open	123.53	123.71	0.18	0.1%	123.55
High	123.88	123.94	0.06	0.0%	124.34
Low	123.17	123.45	0.28	0.2%	123.17
Close	123.73	123.74	0.01	0.0%	123.73
Range	0.71	0.49	-0.22	-31.0%	1.17
ATR	0.76	0.74	-0.02	-2.5%	0.00
Volume	824,471	723,716	-100,755	-12.2%	4,244,629

Daily Pivots for day following 31-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.18	124.95	124.01
R3	124.69	124.46	123.87
R2	124.20	124.20	123.83
R1	123.97	123.97	123.78	124.09
PP	123.71	123.71	123.71	123.77
S1	123.48	123.48	123.70	123.60
S2	123.22	123.22	123.65
S3	122.73	122.99	123.61
S4	122.24	122.50	123.47

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	127.26	126.66	124.37
R3	126.09	125.49	124.05
R2	124.92	124.92	123.94
R1	124.32	124.32	123.84	124.62
PP	123.75	123.75	123.75	123.90
S1	123.15	123.15	123.62	123.45
S2	122.58	122.58	123.52
S3	121.41	121.98	123.41
S4	120.24	120.81	123.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.34	123.17	1.17	0.9%	0.61	0.5%	49%	False	False	854,617
10	124.75	123.17	1.58	1.3%	0.64	0.5%	36%	False	False	673,300
20	126.52	123.17	3.35	2.7%	0.76	0.6%	17%	False	False	759,812
40	126.71	123.17	3.54	2.9%	0.76	0.6%	16%	False	False	593,885
60	131.05	123.17	7.88	6.4%	0.81	0.7%	7%	False	False	402,768
80	132.49	123.17	9.32	7.5%	0.74	0.6%	6%	False	False	302,283
100	132.49	123.17	9.32	7.5%	0.73	0.6%	6%	False	False	241,925
120	133.16	123.17	9.99	8.1%	0.67	0.5%	6%	False	False	201,658

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	126.02
2.618	125.22
1.618	124.73
1.000	124.43
0.618	124.24
HIGH	123.94
0.618	123.75
0.500	123.70
0.382	123.64
LOW	123.45
0.618	123.15
1.000	122.96
1.618	122.66
2.618	122.17
4.250	121.37

Fisher Pivots for day following 31-Jan-2011
Pivot	1 day	3 day
R1	123.73	123.68
PP	123.71	123.62
S1	123.70	123.56

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

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