Euro Bund Future June 2009

Trading Metrics calculated at close of trading on 19-Jan-2009

Day Change Summary
	Previous	Current
	16-Jan-2009	19-Jan-2009	Change	Change %	Previous Week
Open	124.60	124.40	-0.20	-0.2%	123.53
High	124.80	124.40	-0.40	-0.3%	125.30
Low	124.28	123.50	-0.78	-0.6%	123.41
Close	124.42	124.02	-0.40	-0.3%	124.42
Range	0.52	0.90	0.38	73.1%	1.89
ATR	0.75	0.76	0.01	1.6%	0.00
Volume	90	85	-5	-5.6%	1,187

Daily Pivots for day following 19-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	126.67	126.25	124.52
R3	125.77	125.35	124.27
R2	124.87	124.87	124.19
R1	124.45	124.45	124.10	124.21
PP	123.97	123.97	123.97	123.86
S1	123.55	123.55	123.94	123.31
S2	123.07	123.07	123.86
S3	122.17	122.65	123.77
S4	121.27	121.75	123.53

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	130.05	129.12	125.46
R3	128.16	127.23	124.94
R2	126.27	126.27	124.77
R1	125.34	125.34	124.59	125.81
PP	124.38	124.38	124.38	124.61
S1	123.45	123.45	124.25	123.92
S2	122.49	122.49	124.07
S3	120.60	121.56	123.90
S4	118.71	119.67	123.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125.30	123.50	1.80	1.5%	0.66	0.5%	29%	False	True	199
10	125.30	121.61	3.69	3.0%	0.76	0.6%	65%	False	False	247
20	125.30	121.61	3.69	3.0%	0.59	0.5%	65%	False	False	358
40	125.30	119.66	5.64	4.5%	0.43	0.3%	77%	False	False	227

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128.23
2.618	126.76
1.618	125.86
1.000	125.30
0.618	124.96
HIGH	124.40
0.618	124.06
0.500	123.95
0.382	123.84
LOW	123.50
0.618	122.94
1.000	122.60
1.618	122.04
2.618	121.14
4.250	119.68

Fisher Pivots for day following 19-Jan-2009
Pivot	1 day	3 day
R1	124.00	124.40
PP	123.97	124.27
S1	123.95	124.15

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

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