Euro Bund Future June 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	122.55	124.25	1.70	1.4%	123.55
High	124.47	124.40	-0.07	-0.1%	124.47
Low	122.11	123.39	1.28	1.0%	122.11
Close	122.25	123.94	1.69	1.4%	123.94
Range	2.36	1.01	-1.35	-57.2%	2.36
ATR	1.08	1.16	0.08	7.1%	0.00
Volume

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	126.94	126.45	124.50
R3	125.93	125.44	124.22
R2	124.92	124.92	124.13
R1	124.43	124.43	124.03	124.17
PP	123.91	123.91	123.91	123.78
S1	123.42	123.42	123.85	123.16
S2	122.90	122.90	123.75
S3	121.89	122.41	123.66
S4	120.88	121.40	123.38

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	130.59	129.62	125.24
R3	128.23	127.26	124.59
R2	125.87	125.87	124.37
R1	124.90	124.90	124.16	125.39
PP	123.51	123.51	123.51	123.75
S1	122.54	122.54	123.72	123.03
S2	121.15	121.15	123.51
S3	118.79	120.18	123.29
S4	116.43	117.82	122.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.47	122.11	2.36	1.9%	1.17	0.9%	78%	False	False	158,834
10	125.63	122.11	3.52	2.8%	1.10	0.9%	52%	False	False	461,847
20	125.63	122.11	3.52	2.8%	0.94	0.8%	52%	False	False	240,297
40	125.63	120.37	5.26	4.2%	0.87	0.7%	68%	False	False	120,928
60	125.63	120.37	5.26	4.2%	0.78	0.6%	68%	False	False	80,738
80	125.63	119.66	5.97	4.8%	0.65	0.5%	72%	False	False	60,577

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128.69
2.618	127.04
1.618	126.03
1.000	125.41
0.618	125.02
HIGH	124.40
0.618	124.01
0.500	123.90
0.382	123.78
LOW	123.39
0.618	122.77
1.000	122.38
1.618	121.76
2.618	120.75
4.250	119.10

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	123.93	123.72
PP	123.91	123.51
S1	123.90	123.29

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

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