Euro Bund Future June 2009

Trading Metrics calculated at close of trading on 23-Jan-2009

Day Change Summary
	Previous	Current
	22-Jan-2009	23-Jan-2009	Change	Change %	Previous Week
Open	123.83	123.30	-0.53	-0.4%	124.40
High	124.05	123.30	-0.75	-0.6%	124.44
Low	123.02	121.91	-1.11	-0.9%	121.91
Close	123.09	122.07	-1.02	-0.8%	122.07
Range	1.03	1.39	0.36	35.0%	2.53
ATR	0.78	0.82	0.04	5.6%	0.00
Volume	206	26	-180	-87.4%	713

Daily Pivots for day following 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	126.60	125.72	122.83
R3	125.21	124.33	122.45
R2	123.82	123.82	122.32
R1	122.94	122.94	122.20	122.69
PP	122.43	122.43	122.43	122.30
S1	121.55	121.55	121.94	121.30
S2	121.04	121.04	121.82
S3	119.65	120.16	121.69
S4	118.26	118.77	121.31

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	130.40	128.76	123.46
R3	127.87	126.23	122.77
R2	125.34	125.34	122.53
R1	123.70	123.70	122.30	123.26
PP	122.81	122.81	122.81	122.58
S1	121.17	121.17	121.84	120.73
S2	120.28	120.28	121.61
S3	117.75	118.64	121.37
S4	115.22	116.11	120.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.44	121.91	2.53	2.1%	0.96	0.8%	6%	False	True	142
10	125.30	121.91	3.39	2.8%	0.78	0.6%	5%	False	True	190
20	125.30	121.61	3.69	3.0%	0.65	0.5%	12%	False	False	373
40	125.30	121.00	4.30	3.5%	0.53	0.4%	25%	False	False	226
60	125.30	116.83	8.47	6.9%	0.35	0.3%	62%	False	False	210

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	0.13
Widest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	129.21
2.618	126.94
1.618	125.55
1.000	124.69
0.618	124.16
HIGH	123.30
0.618	122.77
0.500	122.61
0.382	122.44
LOW	121.91
0.618	121.05
1.000	120.52
1.618	119.66
2.618	118.27
4.250	116.00

Fisher Pivots for day following 23-Jan-2009
Pivot	1 day	3 day
R1	122.61	123.12
PP	122.43	122.77
S1	122.25	122.42

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

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