Euro Bund Future June 2009

Trading Metrics calculated at close of trading on 09-Feb-2009

Day Change Summary
	Previous	Current
	06-Feb-2009	09-Feb-2009	Change	Change %	Previous Week
Open	121.12	120.92	-0.20	-0.2%	121.18
High	121.23	120.92	-0.31	-0.3%	121.78
Low	120.67	120.37	-0.30	-0.2%	120.37
Close	120.78	120.47	-0.31	-0.3%	120.78
Range	0.56	0.55	-0.01	-1.8%	1.41
ATR	0.76	0.75	-0.02	-2.0%	0.00
Volume	2,224	876	-1,348	-60.6%	4,688

Daily Pivots for day following 09-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	122.24	121.90	120.77
R3	121.69	121.35	120.62
R2	121.14	121.14	120.57
R1	120.80	120.80	120.52	120.70
PP	120.59	120.59	120.59	120.53
S1	120.25	120.25	120.42	120.15
S2	120.04	120.04	120.37
S3	119.49	119.70	120.32
S4	118.94	119.15	120.17

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	125.21	124.40	121.56
R3	123.80	122.99	121.17
R2	122.39	122.39	121.04
R1	121.58	121.58	120.91	121.28
PP	120.98	120.98	120.98	120.83
S1	120.17	120.17	120.65	119.87
S2	119.57	119.57	120.52
S3	118.16	118.76	120.39
S4	116.75	117.35	120.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.51	120.37	1.14	0.9%	0.63	0.5%	9%	False	True	1,003
10	122.10	120.37	1.73	1.4%	0.67	0.6%	6%	False	True	1,250
20	125.30	120.37	4.93	4.1%	0.74	0.6%	2%	False	True	733
40	125.30	120.37	4.93	4.1%	0.66	0.5%	2%	False	True	524
60	125.30	118.94	6.36	5.3%	0.48	0.4%	24%	False	False	386

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	123.26
2.618	122.36
1.618	121.81
1.000	121.47
0.618	121.26
HIGH	120.92
0.618	120.71
0.500	120.65
0.382	120.58
LOW	120.37
0.618	120.03
1.000	119.82
1.618	119.48
2.618	118.93
4.250	118.03

Fisher Pivots for day following 09-Feb-2009
Pivot	1 day	3 day
R1	120.65	120.80
PP	120.59	120.69
S1	120.53	120.58

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

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