Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 18-Feb-2011

Day Change Summary
	Previous	Current
	17-Feb-2011	18-Feb-2011	Change	Change %	Previous Week
Open	123.24	123.73	0.49	0.4%	122.50
High	123.84	123.89	0.05	0.0%	123.89
Low	123.13	123.00	-0.13	-0.1%	122.34
Close	123.75	123.09	-0.66	-0.5%	123.09
Range	0.71	0.89	0.18	25.4%	1.55
ATR	0.67	0.69	0.02	2.3%	0.00
Volume	853,066	0	-853,066	-100.0%	3,414,198

Daily Pivots for day following 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.00	125.43	123.58
R3	125.11	124.54	123.33
R2	124.22	124.22	123.25
R1	123.65	123.65	123.17	123.49
PP	123.33	123.33	123.33	123.25
S1	122.76	122.76	123.01	122.60
S2	122.44	122.44	122.93
S3	121.55	121.87	122.85
S4	120.66	120.98	122.60

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	127.76	126.97	123.94
R3	126.21	125.42	123.52
R2	124.66	124.66	123.37
R1	123.87	123.87	123.23	124.27
PP	123.11	123.11	123.11	123.30
S1	122.32	122.32	122.95	122.72
S2	121.56	121.56	122.81
S3	120.01	120.77	122.66
S4	118.46	119.22	122.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.89	122.34	1.55	1.3%	0.66	0.5%	48%	True	False	682,839
10	123.89	122.29	1.60	1.3%	0.62	0.5%	50%	True	False	736,424
20	124.34	122.29	2.05	1.7%	0.62	0.5%	39%	False	False	802,060
40	126.52	122.29	4.23	3.4%	0.71	0.6%	19%	False	False	690,527
60	129.14	122.29	6.85	5.6%	0.76	0.6%	12%	False	False	586,160
80	131.05	122.29	8.76	7.1%	0.76	0.6%	9%	False	False	440,577
100	132.49	122.29	10.20	8.3%	0.71	0.6%	8%	False	False	352,607
120	132.49	122.29	10.20	8.3%	0.71	0.6%	8%	False	False	293,924

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	127.67
2.618	126.22
1.618	125.33
1.000	124.78
0.618	124.44
HIGH	123.89
0.618	123.55
0.500	123.45
0.382	123.34
LOW	123.00
0.618	122.45
1.000	122.11
1.618	121.56
2.618	120.67
4.250	119.22

Fisher Pivots for day following 18-Feb-2011
Pivot	1 day	3 day
R1	123.45	123.27
PP	123.33	123.21
S1	123.21	123.15

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

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