Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	122.61	122.47	-0.14	-0.1%	122.45
High	122.98	123.01	0.03	0.0%	123.12
Low	122.29	122.46	0.17	0.1%	122.29
Close	122.42	122.78	0.36	0.3%	122.78
Range	0.69	0.55	-0.14	-20.3%	0.83
ATR	0.69	0.69	-0.01	-1.1%	0.00
Volume	910,575	785,157	-125,418	-13.8%	3,950,043

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.40	124.14	123.08
R3	123.85	123.59	122.93
R2	123.30	123.30	122.88
R1	123.04	123.04	122.83	123.17
PP	122.75	122.75	122.75	122.82
S1	122.49	122.49	122.73	122.62
S2	122.20	122.20	122.68
S3	121.65	121.94	122.63
S4	121.10	121.39	122.48

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.22	124.83	123.24
R3	124.39	124.00	123.01
R2	123.56	123.56	122.93
R1	123.17	123.17	122.86	123.37
PP	122.73	122.73	122.73	122.83
S1	122.34	122.34	122.70	122.54
S2	121.90	121.90	122.63
S3	121.07	121.51	122.55
S4	120.24	120.68	122.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.12	122.29	0.83	0.7%	0.58	0.5%	59%	False	False	790,008
10	123.94	122.29	1.65	1.3%	0.59	0.5%	30%	False	False	838,237
20	125.17	122.29	2.88	2.3%	0.63	0.5%	17%	False	False	765,385
40	126.52	122.29	4.23	3.4%	0.70	0.6%	12%	False	False	664,916
60	129.14	122.29	6.85	5.6%	0.76	0.6%	7%	False	False	529,987
80	131.05	122.29	8.76	7.1%	0.74	0.6%	6%	False	False	397,944
100	132.49	122.29	10.20	8.3%	0.72	0.6%	5%	False	False	318,480
120	133.16	122.29	10.87	8.9%	0.70	0.6%	5%	False	False	265,478

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125.35
2.618	124.45
1.618	123.90
1.000	123.56
0.618	123.35
HIGH	123.01
0.618	122.80
0.500	122.74
0.382	122.67
LOW	122.46
0.618	122.12
1.000	121.91
1.618	121.57
2.618	121.02
4.250	120.12

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	122.77	122.74
PP	122.75	122.69
S1	122.74	122.65

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

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