Euro Bund Future June 2009

Trading Metrics calculated at close of trading on 30-Apr-2009

Day Change Summary
	Previous	Current
	29-Apr-2009	30-Apr-2009	Change	Change %	Previous Week
Open	122.79	122.68	-0.11	-0.1%	121.78
High	123.17	122.82	-0.35	-0.3%	123.47
Low	122.29	122.20	-0.09	-0.1%	121.72
Close	123.08	122.53	-0.55	-0.4%	122.46
Range	0.88	0.62	-0.26	-29.5%	1.75
ATR	0.88	0.88	0.00	0.0%	0.00
Volume	860,346	731,558	-128,788	-15.0%	3,597,074

Daily Pivots for day following 30-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.38	124.07	122.87
R3	123.76	123.45	122.70
R2	123.14	123.14	122.64
R1	122.83	122.83	122.59	122.68
PP	122.52	122.52	122.52	122.44
S1	122.21	122.21	122.47	122.06
S2	121.90	121.90	122.42
S3	121.28	121.59	122.36
S4	120.66	120.97	122.19

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	123.37	122.13	1.24	1.0%	0.70	0.6%	32%	False	False	674,817
10	123.47	121.64	1.83	1.5%	0.82	0.7%	49%	False	False	691,105
20	124.66	121.61	3.05	2.5%	0.78	0.6%	30%	False	False	631,417
40	125.63	121.61	4.02	3.3%	0.88	0.7%	23%	False	False	460,170
60	125.63	120.37	5.26	4.3%	0.83	0.7%	41%	False	False	308,971
80	125.63	120.37	5.26	4.3%	0.81	0.7%	41%	False	False	231,870
100	125.63	120.37	5.26	4.3%	0.74	0.6%	41%	False	False	185,507
120	125.63	116.83	8.80	7.2%	0.61	0.5%	65%	False	False	154,621

Crabel Price Patterns
NR	True
NR4	True
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125.46
2.618	124.44
1.618	123.82
1.000	123.44
0.618	123.20
HIGH	122.82
0.618	122.58
0.500	122.51
0.382	122.44
LOW	122.20
0.618	121.82
1.000	121.58
1.618	121.20
2.618	120.58
4.250	119.57

Fisher Pivots for day following 30-Apr-2009
Pivot	1 day	3 day
R1	122.52	122.77
PP	122.52	122.69
S1	122.51	122.61

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

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