you can lookup the job status using an API call,
http://developer.ebay.com/devzone/bulk-data-exchange/CallRef/getJobStatus.html You should see an error message to show the failure reason. note that I have found the bulk API and scheduled jobs to be VERY unreliable lately. Sometimes they go to "Failed" with no error, but this appears to be an issue on the Ebay side. It appears to just randomly work one day and then break the next.