Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 07-Feb-2011

Day Change Summary
	Previous	Current
	04-Feb-2011	07-Feb-2011	Change	Change %	Previous Week
Open	123.03	122.45	-0.58	-0.5%	123.71
High	123.16	122.92	-0.24	-0.2%	123.94
Low	122.58	122.42	-0.16	-0.1%	122.58
Close	122.65	122.86	0.21	0.2%	122.65
Range	0.58	0.50	-0.08	-13.8%	1.36
ATR	0.73	0.71	-0.02	-2.3%	0.00
Volume	843,943	565,025	-278,918	-33.0%	4,432,333

Daily Pivots for day following 07-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.23	124.05	123.14
R3	123.73	123.55	123.00
R2	123.23	123.23	122.95
R1	123.05	123.05	122.91	123.14
PP	122.73	122.73	122.73	122.78
S1	122.55	122.55	122.81	122.64
S2	122.23	122.23	122.77
S3	121.73	122.05	122.72
S4	121.23	121.55	122.59

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	127.14	126.25	123.40
R3	125.78	124.89	123.02
R2	124.42	124.42	122.90
R1	123.53	123.53	122.77	123.30
PP	123.06	123.06	123.06	122.94
S1	122.17	122.17	122.53	121.94
S2	121.70	121.70	122.40
S3	120.34	120.81	122.28
S4	118.98	119.45	121.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.51	122.42	1.09	0.9%	0.60	0.5%	40%	False	True	854,728
10	124.34	122.42	1.92	1.6%	0.61	0.5%	23%	False	True	854,673
20	126.47	122.42	4.05	3.3%	0.67	0.5%	11%	False	True	784,015
40	126.52	122.42	4.10	3.3%	0.73	0.6%	11%	False	True	640,883
60	130.70	122.42	8.28	6.7%	0.78	0.6%	5%	False	True	473,826
80	131.91	122.42	9.49	7.7%	0.75	0.6%	5%	False	True	355,675
100	132.49	122.42	10.07	8.2%	0.72	0.6%	4%	False	True	284,637
120	133.16	122.42	10.74	8.7%	0.69	0.6%	4%	False	True	237,271

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	False
4BNR	True
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.16
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125.05
2.618	124.23
1.618	123.73
1.000	123.42
0.618	123.23
HIGH	122.92
0.618	122.73
0.500	122.67
0.382	122.61
LOW	122.42
0.618	122.11
1.000	121.92
1.618	121.61
2.618	121.11
4.250	120.30

Fisher Pivots for day following 07-Feb-2011
Pivot	1 day	3 day
R1	122.80	122.88
PP	122.73	122.87
S1	122.67	122.87

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

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