Euro Bund Future June 2009

Trading Metrics calculated at close of trading on 22-Jan-2009

Day Change Summary
	Previous	Current
	21-Jan-2009	22-Jan-2009	Change	Change %	Previous Week
Open	124.06	123.83	-0.23	-0.2%	123.53
High	124.33	124.05	-0.28	-0.2%	125.30
Low	123.71	123.02	-0.69	-0.6%	123.41
Close	124.09	123.09	-1.00	-0.8%	124.42
Range	0.62	1.03	0.41	66.1%	1.89
ATR	0.76	0.78	0.02	2.9%	0.00
Volume	112	206	94	83.9%	1,187

Daily Pivots for day following 22-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	126.48	125.81	123.66
R3	125.45	124.78	123.37
R2	124.42	124.42	123.28
R1	123.75	123.75	123.18	123.57
PP	123.39	123.39	123.39	123.30
S1	122.72	122.72	123.00	122.54
S2	122.36	122.36	122.90
S3	121.33	121.69	122.81
S4	120.30	120.66	122.52

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	124.80	123.02	1.78	1.4%	0.79	0.6%	4%	False	True	155
10	125.30	122.52	2.78	2.3%	0.76	0.6%	21%	False	False	245
20	125.30	121.61	3.69	3.0%	0.59	0.5%	40%	False	False	376
40	125.30	121.00	4.30	3.5%	0.50	0.4%	49%	False	False	230
60	125.30	116.83	8.47	6.9%	0.33	0.3%	74%	False	False	211

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	128.43
2.618	126.75
1.618	125.72
1.000	125.08
0.618	124.69
HIGH	124.05
0.618	123.66
0.500	123.54
0.382	123.41
LOW	123.02
0.618	122.38
1.000	121.99
1.618	121.35
2.618	120.32
4.250	118.64

Fisher Pivots for day following 22-Jan-2009
Pivot	1 day	3 day
R1	123.54	123.73
PP	123.39	123.52
S1	123.24	123.30

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

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