Euro Bund Future June 2009

Trading Metrics calculated at close of trading on 26-Jan-2009

Day Change Summary
	Previous	Current
	23-Jan-2009	26-Jan-2009	Change	Change %	Previous Week
Open	123.30	122.00	-1.30	-1.1%	124.40
High	123.30	122.00	-1.30	-1.1%	124.44
Low	121.91	121.10	-0.81	-0.7%	121.91
Close	122.07	121.17	-0.90	-0.7%	122.07
Range	1.39	0.90	-0.49	-35.3%	2.53
ATR	0.82	0.83	0.01	1.3%	0.00
Volume	26	548	522	2,007.7%	713

Daily Pivots for day following 26-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.12	123.55	121.67
R3	123.22	122.65	121.42
R2	122.32	122.32	121.34
R1	121.75	121.75	121.25	121.59
PP	121.42	121.42	121.42	121.34
S1	120.85	120.85	121.09	120.69
S2	120.52	120.52	121.01
S3	119.62	119.95	120.92
S4	118.72	119.05	120.68

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	121.10	3.34	2.8%	0.96	0.8%	2%	False	True	235
10	125.30	121.10	4.20	3.5%	0.81	0.7%	2%	False	True	217
20	125.30	121.10	4.20	3.5%	0.67	0.5%	2%	False	True	400
40	125.30	121.00	4.30	3.5%	0.55	0.5%	4%	False	False	234
60	125.30	116.83	8.47	7.0%	0.37	0.3%	51%	False	False	217

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.12
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125.83
2.618	124.36
1.618	123.46
1.000	122.90
0.618	122.56
HIGH	122.00
0.618	121.66
0.500	121.55
0.382	121.44
LOW	121.10
0.618	120.54
1.000	120.20
1.618	119.64
2.618	118.74
4.250	117.28

Fisher Pivots for day following 26-Jan-2009
Pivot	1 day	3 day
R1	121.55	122.58
PP	121.42	122.11
S1	121.30	121.64

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

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