Euro Bund Future June 2009

Trading Metrics calculated at close of trading on 19-Dec-2008

Day Change Summary
	Previous	Current
	18-Dec-2008	19-Dec-2008	Change	Change %	Previous Week
Open	123.54	123.72	0.18	0.1%	121.39
High	123.80	123.85	0.05	0.0%	123.93
Low	123.16	123.72	0.56	0.5%	121.39
Close	123.54	123.35	-0.19	-0.2%	123.35
Range	0.64	0.13	-0.51	-79.7%	2.54
ATR	0.79	0.75	-0.03	-4.3%	0.00
Volume	19	70	51	268.4%	321

Daily Pivots for day following 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	124.03	123.82	123.42
R3	123.90	123.69	123.39
R2	123.77	123.77	123.37
R1	123.56	123.56	123.36	123.60
PP	123.64	123.64	123.64	123.66
S1	123.43	123.43	123.34	123.47
S2	123.51	123.51	123.33
S3	123.38	123.30	123.31
S4	123.25	123.17	123.28

Weekly Pivots for week ending 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	130.51	129.47	124.75
R3	127.97	126.93	124.05
R2	125.43	125.43	123.82
R1	124.39	124.39	123.58	124.91
PP	122.89	122.89	122.89	123.15
S1	121.85	121.85	123.12	122.37
S2	120.35	120.35	122.88
S3	117.81	119.31	122.65
S4	115.27	116.77	121.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.93	121.39	2.54	2.1%	0.59	0.5%	77%	False	False	64
10	123.93	121.00	2.93	2.4%	0.61	0.5%	80%	False	False	45
20	124.39	121.00	3.39	2.7%	0.41	0.3%	69%	False	False	78
40	124.39	116.83	7.56	6.1%	0.21	0.2%	86%	False	False	128

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.05
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	124.40
2.618	124.19
1.618	124.06
1.000	123.98
0.618	123.93
HIGH	123.85
0.618	123.80
0.500	123.79
0.382	123.77
LOW	123.72
0.618	123.64
1.000	123.59
1.618	123.51
2.618	123.38
4.250	123.17

Fisher Pivots for day following 19-Dec-2008
Pivot	1 day	3 day
R1	123.79	123.55
PP	123.64	123.48
S1	123.50	123.42

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

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