Euro Bund Future June 2009

Trading Metrics calculated at close of trading on 24-Apr-2009

Day Change Summary
	Previous	Current
	23-Apr-2009	24-Apr-2009	Change	Change %	Previous Week
Open	122.30	122.29	-0.01	0.0%	121.78
High	122.46	122.74	0.28	0.2%	123.47
Low	121.94	122.13	0.19	0.2%	121.72
Close	122.17	122.46	0.29	0.2%	122.46
Range	0.52	0.61	0.09	17.3%	1.75
ATR	0.92	0.90	-0.02	-2.4%	0.00
Volume	686,610	570,457	-116,153	-16.9%	3,597,074

Daily Pivots for day following 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.27	123.98	122.80
R3	123.66	123.37	122.63
R2	123.05	123.05	122.57
R1	122.76	122.76	122.52	122.91
PP	122.44	122.44	122.44	122.52
S1	122.15	122.15	122.40	122.30
S2	121.83	121.83	122.35
S3	121.22	121.54	122.29
S4	120.61	120.93	122.12

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	127.80	126.88	123.42
R3	126.05	125.13	122.94
R2	124.30	124.30	122.78
R1	123.38	123.38	122.62	123.84
PP	122.55	122.55	122.55	122.78
S1	121.63	121.63	122.30	122.09
S2	120.80	120.80	122.14
S3	119.05	119.88	121.98
S4	117.30	118.13	121.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.47	121.72	1.75	1.4%	0.86	0.7%	42%	False	False	719,414
10	123.47	121.61	1.86	1.5%	0.75	0.6%	46%	False	False	611,878
20	124.66	121.61	3.05	2.5%	0.80	0.6%	28%	False	False	545,102
40	125.63	121.61	4.02	3.3%	0.88	0.7%	21%	False	False	392,143
60	125.63	120.37	5.26	4.3%	0.85	0.7%	40%	False	False	262,309
80	125.63	120.37	5.26	4.3%	0.78	0.6%	40%	False	False	196,826
100	125.63	120.37	5.26	4.3%	0.71	0.6%	40%	False	False	157,478
120	125.63	116.83	8.80	7.2%	0.59	0.5%	64%	False	False	131,260

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.17
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125.33
2.618	124.34
1.618	123.73
1.000	123.35
0.618	123.12
HIGH	122.74
0.618	122.51
0.500	122.44
0.382	122.36
LOW	122.13
0.618	121.75
1.000	121.52
1.618	121.14
2.618	120.53
4.250	119.54

Fisher Pivots for day following 24-Apr-2009
Pivot	1 day	3 day
R1	122.45	122.61
PP	122.44	122.56
S1	122.44	122.51

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

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