Euro Bund Future June 2009

Trading Metrics calculated at close of trading on 04-Jun-2009

Day Change Summary
	Previous	Current
	03-Jun-2009	04-Jun-2009	Change	Change %	Previous Week
Open	119.10	119.72	0.62	0.5%	119.88
High	119.99	119.97	-0.02	0.0%	119.91
Low	118.86	119.04	0.18	0.2%	118.77
Close	119.83	119.24	-0.59	-0.5%	119.53
Range	1.13	0.93	-0.20	-17.7%	1.14
ATR	0.87	0.88	0.00	0.5%	0.00
Volume	1,292,785	1,241,057	-51,728	-4.0%	2,284,522

Daily Pivots for day following 04-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	122.21	121.65	119.75
R3	121.28	120.72	119.50
R2	120.35	120.35	119.41
R1	119.79	119.79	119.33	119.61
PP	119.42	119.42	119.42	119.32
S1	118.86	118.86	119.15	118.68
S2	118.49	118.49	119.07
S3	117.56	117.93	118.98
S4	116.63	117.00	118.73

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%	0.88	0.7%	45%	False	False	905,201
10	121.52	118.63	2.89	2.4%	0.80	0.7%	21%	False	False	728,355
20	122.07	118.63	3.44	2.9%	0.80	0.7%	18%	False	False	716,745
40	123.47	118.63	4.84	4.1%	0.77	0.6%	13%	False	False	657,485
60	125.63	118.63	7.00	5.9%	0.85	0.7%	9%	False	False	570,939
80	125.63	118.63	7.00	5.9%	0.83	0.7%	9%	False	False	430,829
100	125.63	118.63	7.00	5.9%	0.82	0.7%	9%	False	False	344,775
120	125.63	118.63	7.00	5.9%	0.77	0.6%	9%	False	False	287,357

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123.92
2.618	122.40
1.618	121.47
1.000	120.90
0.618	120.54
HIGH	119.97
0.618	119.61
0.500	119.51
0.382	119.40
LOW	119.04
0.618	118.47
1.000	118.11
1.618	117.54
2.618	116.61
4.250	115.09

Fisher Pivots for day following 04-Jun-2009
Pivot	1 day	3 day
R1	119.51	119.38
PP	119.42	119.33
S1	119.33	119.29

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

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