A combination of x-ray diffraction, magnetization, and 75As nuclear magnetic resonance (NMR) experiments were performed on single-crystal EuFe1.9Co0.1As2. The strength of the hyperfine interaction between the 75As nuclei and the Eu2+ 4f states suggests a strong coupling between the Eu2+ moments and the Fe1.9Co0.1As2 layers. Such a strong interlayer coupling may be due to an indirect exchange interaction between the localized Eu2+ 4f moments, mediated by the Fe 3d conduction electrons. Magnetic susceptibility as well as 75As-NMR measurements reveal a decrease of the SDW transition temperature to TSDW = 120 K as a result of Co doping. A change of the slope in the temperature dependence of the NMR frequency of the 75As lower-satellite line was observed at 225 K. At the same temperature also a change of the satellite line shape was found. These changes of the NMR spectra may be caused by the formation of a nematic phase below 225 K in EuFe1.9Co0.1As2.