Euro Bund Future March 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	125.36	125.47	0.11	0.1%	125.23
High	125.95	125.47	-0.48	-0.4%	126.05
Low	125.22	124.36	-0.86	-0.7%	124.37
Close	125.82	124.45	-1.37	-1.1%	125.49
Range	0.73	1.11	0.38	52.1%	1.68
ATR	0.99	1.03	0.03	3.4%	0.00
Volume	574,762	785,334	210,572	36.6%	3,080,307

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	128.09	127.38	125.06
R3	126.98	126.27	124.76
R2	125.87	125.87	124.65
R1	125.16	125.16	124.55	124.96
PP	124.76	124.76	124.76	124.66
S1	124.05	124.05	124.35	123.85
S2	123.65	123.65	124.25
S3	122.54	122.94	124.14
S4	121.43	121.83	123.84

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	130.34	129.60	126.41
R3	128.66	127.92	125.95
R2	126.98	126.98	125.80
R1	126.24	126.24	125.64	126.61
PP	125.30	125.30	125.30	125.49
S1	124.56	124.56	125.34	124.93
S2	123.62	123.62	125.18
S3	121.94	122.88	125.03
S4	120.26	121.20	124.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126.01	124.36	1.65	1.3%	0.83	0.7%	5%	False	True	639,494
10	126.05	123.72	2.33	1.9%	0.85	0.7%	31%	False	False	702,462
20	126.05	121.55	4.50	3.6%	0.90	0.7%	64%	False	False	684,584
40	126.53	121.55	4.98	4.0%	1.00	0.8%	58%	False	False	646,690
60	126.53	121.33	5.20	4.2%	1.03	0.8%	60%	False	False	560,735
80	126.53	116.00	10.53	8.5%	0.98	0.8%	80%	False	False	422,709
100	126.53	114.18	12.35	9.9%	0.94	0.8%	83%	False	False	338,323
120	126.53	113.48	13.05	10.5%	0.89	0.7%	84%	False	False	282,022

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	0.10
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	130.19
2.618	128.38
1.618	127.27
1.000	126.58
0.618	126.16
HIGH	125.47
0.618	125.05
0.500	124.92
0.382	124.78
LOW	124.36
0.618	123.67
1.000	123.25
1.618	122.56
2.618	121.45
4.250	119.64

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	124.92	125.19
PP	124.76	124.94
S1	124.61	124.70

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

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