Euro Bund Future March 2011

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

Day Change Summary
	Previous	Current
	02-Mar-2011	03-Mar-2011	Change	Change %	Previous Week
Open	124.37	123.64	-0.73	-0.6%	123.95
High	124.49	123.67	-0.82	-0.7%	124.60
Low	123.68	122.66	-1.02	-0.8%	123.89
Close	123.87	122.87	-1.00	-0.8%	124.32
Range	0.81	1.01	0.20	24.7%	0.71
ATR	0.67	0.71	0.04	5.8%	0.00
Volume	991,283	0	-991,283	-100.0%	3,254,912

Daily Pivots for day following 03-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.10	125.49	123.43
R3	125.09	124.48	123.15
R2	124.08	124.08	123.06
R1	123.47	123.47	122.96	123.27
PP	123.07	123.07	123.07	122.97
S1	122.46	122.46	122.78	122.26
S2	122.06	122.06	122.68
S3	121.05	121.45	122.59
S4	120.04	120.44	122.31

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.40	126.07	124.71
R3	125.69	125.36	124.52
R2	124.98	124.98	124.45
R1	124.65	124.65	124.39	124.82
PP	124.27	124.27	124.27	124.35
S1	123.94	123.94	124.25	124.11
S2	123.56	123.56	124.19
S3	122.85	123.23	124.12
S4	122.14	122.52	123.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.52	122.66	1.86	1.5%	0.66	0.5%	11%	False	True	746,501
10	124.60	122.66	1.94	1.6%	0.63	0.5%	11%	False	True	716,491
20	124.60	122.29	2.31	1.9%	0.61	0.5%	25%	False	False	778,160
40	126.52	122.29	4.23	3.4%	0.68	0.6%	14%	False	False	790,684
60	126.52	122.29	4.23	3.4%	0.70	0.6%	14%	False	False	677,239
80	131.05	122.29	8.76	7.1%	0.75	0.6%	7%	False	False	519,342
100	132.49	122.29	10.20	8.3%	0.71	0.6%	6%	False	False	415,661
120	132.49	122.29	10.20	8.3%	0.70	0.6%	6%	False	False	346,462

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	127.96
2.618	126.31
1.618	125.30
1.000	124.68
0.618	124.29
HIGH	123.67
0.618	123.28
0.500	123.17
0.382	123.05
LOW	122.66
0.618	122.04
1.000	121.65
1.618	121.03
2.618	120.02
4.250	118.37

Fisher Pivots for day following 03-Mar-2011
Pivot	1 day	3 day
R1	123.17	123.58
PP	123.07	123.34
S1	122.97	123.11

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

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