Euro Bund Future June 2009

Trading Metrics calculated at close of trading on 03-Jun-2009

Day Change Summary
	Previous	Current
	02-Jun-2009	03-Jun-2009	Change	Change %	Previous Week
Open	118.89	119.10	0.21	0.2%	119.88
High	119.27	119.99	0.72	0.6%	119.91
Low	118.76	118.86	0.10	0.1%	118.77
Close	119.01	119.83	0.82	0.7%	119.53
Range	0.51	1.13	0.62	121.6%	1.14
ATR	0.85	0.87	0.02	2.3%	0.00
Volume	831,470	1,292,785	461,315	55.5%	2,284,522

Daily Pivots for day following 03-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	122.95	122.52	120.45
R3	121.82	121.39	120.14
R2	120.69	120.69	120.04
R1	120.26	120.26	119.93	120.48
PP	119.56	119.56	119.56	119.67
S1	119.13	119.13	119.73	119.35
S2	118.43	118.43	119.62
S3	117.30	118.00	119.52
S4	116.17	116.87	119.21

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	122.82	122.32	120.16
R3	121.68	121.18	119.84
R2	120.54	120.54	119.74
R1	120.04	120.04	119.63	119.72
PP	119.40	119.40	119.40	119.25
S1	118.90	118.90	119.43	118.58
S2	118.26	118.26	119.32
S3	117.12	117.76	119.22
S4	115.98	116.62	118.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119.99	118.63	1.36	1.1%	0.79	0.7%	88%	True	False	801,647
10	121.52	118.63	2.89	2.4%	0.77	0.6%	42%	False	False	677,176
20	122.65	118.63	4.02	3.4%	0.80	0.7%	30%	False	False	690,115
40	123.47	118.63	4.84	4.0%	0.77	0.6%	25%	False	False	643,154
60	125.63	118.63	7.00	5.8%	0.84	0.7%	17%	False	False	550,255
80	125.63	118.63	7.00	5.8%	0.82	0.7%	17%	False	False	415,323
100	125.63	118.63	7.00	5.8%	0.82	0.7%	17%	False	False	332,364
120	125.63	118.63	7.00	5.8%	0.76	0.6%	17%	False	False	277,015

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	124.79
2.618	122.95
1.618	121.82
1.000	121.12
0.618	120.69
HIGH	119.99
0.618	119.56
0.500	119.43
0.382	119.29
LOW	118.86
0.618	118.16
1.000	117.73
1.618	117.03
2.618	115.90
4.250	114.06

Fisher Pivots for day following 03-Jun-2009
Pivot	1 day	3 day
R1	119.70	119.66
PP	119.56	119.48
S1	119.43	119.31

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

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