Euro Bund Future June 2009

Trading Metrics calculated at close of trading on 27-Apr-2009

Day Change Summary
	Previous	Current
	24-Apr-2009	27-Apr-2009	Change	Change %	Previous Week
Open	122.29	122.73	0.44	0.4%	121.78
High	122.74	123.37	0.63	0.5%	123.47
Low	122.13	122.67	0.54	0.4%	121.72
Close	122.46	122.78	0.32	0.3%	122.46
Range	0.61	0.70	0.09	14.8%	1.75
ATR	0.90	0.90	0.00	0.1%	0.00
Volume	570,457	627,343	56,886	10.0%	3,597,074

Daily Pivots for day following 27-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	125.04	124.61	123.17
R3	124.34	123.91	122.97
R2	123.64	123.64	122.91
R1	123.21	123.21	122.84	123.43
PP	122.94	122.94	122.94	123.05
S1	122.51	122.51	122.72	122.73
S2	122.24	122.24	122.65
S3	121.54	121.81	122.59
S4	120.84	121.11	122.40

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	121.94	1.53	1.2%	0.74	0.6%	55%	False	False	722,826
10	123.47	121.64	1.83	1.5%	0.76	0.6%	62%	False	False	622,799
20	124.66	121.61	3.05	2.5%	0.80	0.6%	38%	False	False	576,469
40	125.63	121.61	4.02	3.3%	0.88	0.7%	29%	False	False	407,501
60	125.63	120.37	5.26	4.3%	0.84	0.7%	46%	False	False	272,764
80	125.63	120.37	5.26	4.3%	0.79	0.6%	46%	False	False	204,667
100	125.63	120.37	5.26	4.3%	0.72	0.6%	46%	False	False	163,749
120	125.63	116.83	8.80	7.2%	0.60	0.5%	68%	False	False	136,487

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	0.14
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126.35
2.618	125.20
1.618	124.50
1.000	124.07
0.618	123.80
HIGH	123.37
0.618	123.10
0.500	123.02
0.382	122.94
LOW	122.67
0.618	122.24
1.000	121.97
1.618	121.54
2.618	120.84
4.250	119.70

Fisher Pivots for day following 27-Apr-2009
Pivot	1 day	3 day
R1	123.02	122.74
PP	122.94	122.70
S1	122.86	122.66

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

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