Euro Bund Future March 2009

Trading Metrics calculated at close of trading on 09-Oct-2008

Day Change Summary
	Previous	Current
	08-Oct-2008	09-Oct-2008	Change	Change %	Previous Week
Open	117.99	116.99	-1.00	-0.8%	114.43
High	118.19	117.04	-1.15	-1.0%	117.11
Low	116.67	116.14	-0.53	-0.5%	114.34
Close	117.35	116.60	-0.75	-0.6%	116.08
Range	1.52	0.90	-0.62	-40.8%	2.77
ATR	0.88	0.90	0.02	2.7%	0.00
Volume	4,615	115	-4,500	-97.5%	1,968

Daily Pivots for day following 09-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	119.29	118.85	117.10
R3	118.39	117.95	116.85
R2	117.49	117.49	116.77
R1	117.05	117.05	116.68	116.82
PP	116.59	116.59	116.59	116.48
S1	116.15	116.15	116.52	115.92
S2	115.69	115.69	116.44
S3	114.79	115.25	116.35
S4	113.89	114.35	116.11

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	124.15	122.89	117.60
R3	121.38	120.12	116.84
R2	118.61	118.61	116.59
R1	117.35	117.35	116.33	117.98
PP	115.84	115.84	115.84	116.16
S1	114.58	114.58	115.83	115.21
S2	113.07	113.07	115.57
S3	110.30	111.81	115.32
S4	107.53	109.04	114.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.19	116.10	2.09	1.8%	1.02	0.9%	24%	False	False	1,021
10	118.19	113.98	4.21	3.6%	0.99	0.9%	62%	False	False	725
20	118.19	113.48	4.71	4.0%	0.85	0.7%	66%	False	False	644

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	0.09
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120.87
2.618	119.40
1.618	118.50
1.000	117.94
0.618	117.60
HIGH	117.04
0.618	116.70
0.500	116.59
0.382	116.48
LOW	116.14
0.618	115.58
1.000	115.24
1.618	114.68
2.618	113.78
4.250	112.32

Fisher Pivots for day following 09-Oct-2008
Pivot	1 day	3 day
R1	116.60	117.17
PP	116.59	116.98
S1	116.59	116.79

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

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