Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 17-Feb-2011

Day Change Summary
	Previous	Current
	16-Feb-2011	17-Feb-2011	Change	Change %	Previous Week
Open	122.65	123.24	0.59	0.5%	122.45
High	123.44	123.84	0.40	0.3%	123.12
Low	122.64	123.13	0.49	0.4%	122.29
Close	123.07	123.75	0.68	0.6%	122.78
Range	0.80	0.71	-0.09	-11.3%	0.83
ATR	0.67	0.67	0.01	1.1%	0.00
Volume	1,078,066	853,066	-225,000	-20.9%	3,950,043

Daily Pivots for day following 17-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.70	125.44	124.14
R3	124.99	124.73	123.95
R2	124.28	124.28	123.88
R1	124.02	124.02	123.82	124.15
PP	123.57	123.57	123.57	123.64
S1	123.31	123.31	123.68	123.44
S2	122.86	122.86	123.62
S3	122.15	122.60	123.55
S4	121.44	121.89	123.36

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	123.84	122.34	1.50	1.2%	0.60	0.5%	94%	True	False	839,871
10	123.84	122.29	1.55	1.3%	0.59	0.5%	94%	True	False	820,818
20	124.34	122.29	2.05	1.7%	0.60	0.5%	71%	False	False	802,060
40	126.52	122.29	4.23	3.4%	0.70	0.6%	35%	False	False	698,421
60	129.14	122.29	6.85	5.5%	0.76	0.6%	21%	False	False	586,400
80	131.05	122.29	8.76	7.1%	0.76	0.6%	17%	False	False	440,582
100	132.49	122.29	10.20	8.2%	0.71	0.6%	14%	False	False	352,609
120	133.16	122.29	10.87	8.8%	0.71	0.6%	13%	False	False	293,926

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	0.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126.86
2.618	125.70
1.618	124.99
1.000	124.55
0.618	124.28
HIGH	123.84
0.618	123.57
0.500	123.49
0.382	123.40
LOW	123.13
0.618	122.69
1.000	122.42
1.618	121.98
2.618	121.27
4.250	120.11

Fisher Pivots for day following 17-Feb-2011
Pivot	1 day	3 day
R1	123.66	123.53
PP	123.57	123.31
S1	123.49	123.09

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

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