Euro Bund Future March 2009

Trading Metrics calculated at close of trading on 11-Nov-2008

Day Change Summary
	Previous	Current
	10-Nov-2008	11-Nov-2008	Change	Change %	Previous Week
Open	117.63	118.09	0.46	0.4%	116.30
High	117.98	118.25	0.27	0.2%	118.10
Low	117.50	117.80	0.30	0.3%	116.00
Close	118.05	118.20	0.15	0.1%	117.93
Range	0.48	0.45	-0.03	-6.3%	2.10
ATR	0.82	0.79	-0.03	-3.2%	0.00
Volume	282	2,647	2,365	838.7%	3,920

Daily Pivots for day following 11-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	119.43	119.27	118.45
R3	118.98	118.82	118.32
R2	118.53	118.53	118.28
R1	118.37	118.37	118.24	118.45
PP	118.08	118.08	118.08	118.13
S1	117.92	117.92	118.16	118.00
S2	117.63	117.63	118.12
S3	117.18	117.47	118.08
S4	116.73	117.02	117.95

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	123.64	122.89	119.09
R3	121.54	120.79	118.51
R2	119.44	119.44	118.32
R1	118.69	118.69	118.12	119.07
PP	117.34	117.34	117.34	117.53
S1	116.59	116.59	117.74	116.97
S2	115.24	115.24	117.55
S3	113.14	114.49	117.35
S4	111.04	112.39	116.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.25	116.46	1.79	1.5%	0.56	0.5%	97%	True	False	936
10	118.25	116.00	2.25	1.9%	0.69	0.6%	98%	True	False	1,063
20	118.25	114.18	4.07	3.4%	0.73	0.6%	99%	True	False	918
40	118.25	113.48	4.77	4.0%	0.78	0.7%	99%	True	False	782

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120.16
2.618	119.43
1.618	118.98
1.000	118.70
0.618	118.53
HIGH	118.25
0.618	118.08
0.500	118.03
0.382	117.97
LOW	117.80
0.618	117.52
1.000	117.35
1.618	117.07
2.618	116.62
4.250	115.89

Fisher Pivots for day following 11-Nov-2008
Pivot	1 day	3 day
R1	118.14	118.09
PP	118.08	117.98
S1	118.03	117.88

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

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