Euro Bund Future June 2009

Trading Metrics calculated at close of trading on 03-Dec-2008

Day Change Summary
	Previous	Current
	02-Dec-2008	03-Dec-2008	Change	Change %	Previous Week
Open	123.41	123.69	0.28	0.2%	121.17
High	123.41	123.69	0.28	0.2%	122.37
Low	123.41	123.00	-0.41	-0.3%	121.17
Close	123.82	123.65	-0.17	-0.1%	121.82
Range	0.00	0.69	0.69		1.20
ATR	0.43	0.46	0.03	6.4%	0.00
Volume	91	66	-25	-27.5%	537

Daily Pivots for day following 03-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	125.52	125.27	124.03
R3	124.83	124.58	123.84
R2	124.14	124.14	123.78
R1	123.89	123.89	123.71	123.67
PP	123.45	123.45	123.45	123.34
S1	123.20	123.20	123.59	122.98
S2	122.76	122.76	123.52
S3	122.07	122.51	123.46
S4	121.38	121.82	123.27

Weekly Pivots for week ending 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	125.39	124.80	122.48
R3	124.19	123.60	122.15
R2	122.99	122.99	122.04
R1	122.40	122.40	121.93	122.70
PP	121.79	121.79	121.79	121.93
S1	121.20	121.20	121.71	121.50
S2	120.59	120.59	121.60
S3	119.39	120.00	121.49
S4	118.19	118.80	121.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.69	122.17	1.52	1.2%	0.14	0.1%	97%	True	False	43
10	123.69	121.17	2.52	2.0%	0.07	0.1%	98%	True	False	109
20	123.69	118.42	5.27	4.3%	0.03	0.0%	99%	True	False	135

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	126.62
2.618	125.50
1.618	124.81
1.000	124.38
0.618	124.12
HIGH	123.69
0.618	123.43
0.500	123.35
0.382	123.26
LOW	123.00
0.618	122.57
1.000	122.31
1.618	121.88
2.618	121.19
4.250	120.07

Fisher Pivots for day following 03-Dec-2008
Pivot	1 day	3 day
R1	123.55	123.52
PP	123.45	123.39
S1	123.35	123.27

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

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