Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 02-Feb-2011

Day Change Summary
	Previous	Current
	01-Feb-2011	02-Feb-2011	Change	Change %	Previous Week
Open	123.44	123.10	-0.34	-0.3%	123.55
High	123.51	123.29	-0.22	-0.2%	124.34
Low	122.88	122.68	-0.20	-0.2%	123.17
Close	123.01	122.87	-0.14	-0.1%	123.73
Range	0.63	0.61	-0.02	-3.2%	1.17
ATR	0.75	0.74	-0.01	-1.3%	0.00
Volume	997,784	823,705	-174,079	-17.4%	4,244,629

Daily Pivots for day following 02-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.78	124.43	123.21
R3	124.17	123.82	123.04
R2	123.56	123.56	122.98
R1	123.21	123.21	122.93	123.08
PP	122.95	122.95	122.95	122.88
S1	122.60	122.60	122.81	122.47
S2	122.34	122.34	122.76
S3	121.73	121.99	122.70
S4	121.12	121.38	122.53

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	123.94	122.68	1.26	1.0%	0.60	0.5%	15%	False	True	874,996
10	124.50	122.68	1.82	1.5%	0.63	0.5%	10%	False	True	678,983
20	126.52	122.68	3.84	3.1%	0.75	0.6%	5%	False	True	803,207
40	126.52	122.68	3.84	3.1%	0.75	0.6%	5%	False	True	626,778
60	131.05	122.68	8.37	6.8%	0.80	0.6%	2%	False	True	433,069
80	132.49	122.68	9.81	8.0%	0.74	0.6%	2%	False	True	325,036
100	132.49	122.68	9.81	8.0%	0.72	0.6%	2%	False	True	260,123
120	133.16	122.68	10.48	8.5%	0.67	0.5%	2%	False	True	216,837

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	0.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125.88
2.618	124.89
1.618	124.28
1.000	123.90
0.618	123.67
HIGH	123.29
0.618	123.06
0.500	122.99
0.382	122.91
LOW	122.68
0.618	122.30
1.000	122.07
1.618	121.69
2.618	121.08
4.250	120.09

Fisher Pivots for day following 02-Feb-2011
Pivot	1 day	3 day
R1	122.99	123.31
PP	122.95	123.16
S1	122.91	123.02

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

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