Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 03-Feb-2011

Day Change Summary
	Previous	Current
	02-Feb-2011	03-Feb-2011	Change	Change %	Previous Week
Open	123.10	122.78	-0.32	-0.3%	123.55
High	123.29	123.33	0.04	0.0%	124.34
Low	122.68	122.63	-0.05	0.0%	123.17
Close	122.87	123.22	0.35	0.3%	123.73
Range	0.61	0.70	0.09	14.8%	1.17
ATR	0.74	0.74	0.00	-0.4%	0.00
Volume	823,705	1,043,185	219,480	26.6%	4,244,629

Daily Pivots for day following 03-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.16	124.89	123.61
R3	124.46	124.19	123.41
R2	123.76	123.76	123.35
R1	123.49	123.49	123.28	123.63
PP	123.06	123.06	123.06	123.13
S1	122.79	122.79	123.16	122.93
S2	122.36	122.36	123.09
S3	121.66	122.09	123.03
S4	120.96	121.39	122.84

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	122.63	1.31	1.1%	0.63	0.5%	45%	False	True	882,572
10	124.34	122.63	1.71	1.4%	0.60	0.5%	35%	False	True	783,301
20	126.47	122.63	3.84	3.1%	0.72	0.6%	15%	False	True	801,554
40	126.52	122.63	3.89	3.2%	0.76	0.6%	15%	False	True	652,857
60	131.05	122.63	8.42	6.8%	0.80	0.6%	7%	False	True	450,444
80	132.49	122.63	9.86	8.0%	0.75	0.6%	6%	False	True	338,076
100	132.49	122.63	9.86	8.0%	0.72	0.6%	6%	False	True	270,553
120	133.16	122.63	10.53	8.5%	0.68	0.6%	6%	False	True	225,530

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126.31
2.618	125.16
1.618	124.46
1.000	124.03
0.618	123.76
HIGH	123.33
0.618	123.06
0.500	122.98
0.382	122.90
LOW	122.63
0.618	122.20
1.000	121.93
1.618	121.50
2.618	120.80
4.250	119.66

Fisher Pivots for day following 03-Feb-2011
Pivot	1 day	3 day
R1	123.14	123.17
PP	123.06	123.12
S1	122.98	123.07

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

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