Euro Bund Future June 2009

Trading Metrics calculated at close of trading on 08-Jun-2009

Day Change Summary
	Previous	Current
	05-Jun-2009	08-Jun-2009	Change	Change %	Previous Week
Open	119.09	118.16	-0.93	-0.8%	119.60
High	119.32	118.60	-0.72	-0.6%	119.99
Low	118.21	118.13	-0.08	-0.1%	118.21
Close	118.34	118.50	0.16	0.1%	118.34
Range	1.11	0.47	-0.64	-57.7%	1.78
ATR	0.89	0.86	-0.03	-3.4%	0.00
Volume	416,747	30,991	-385,756	-92.6%	4,242,873

Daily Pivots for day following 08-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	119.82	119.63	118.76
R3	119.35	119.16	118.63
R2	118.88	118.88	118.59
R1	118.69	118.69	118.54	118.79
PP	118.41	118.41	118.41	118.46
S1	118.22	118.22	118.46	118.32
S2	117.94	117.94	118.41
S3	117.47	117.75	118.37
S4	117.00	117.28	118.24

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.19	123.04	119.32
R3	122.41	121.26	118.83
R2	120.63	120.63	118.67
R1	119.48	119.48	118.50	119.17
PP	118.85	118.85	118.85	118.69
S1	117.70	117.70	118.18	117.39
S2	117.07	117.07	118.01
S3	115.29	115.92	117.85
S4	113.51	114.14	117.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119.99	118.13	1.86	1.6%	0.83	0.7%	20%	False	True	762,610
10	119.99	118.13	1.86	1.6%	0.76	0.6%	20%	False	True	655,838
20	122.07	118.13	3.94	3.3%	0.77	0.6%	9%	False	True	651,120
40	123.47	118.13	5.34	4.5%	0.78	0.7%	7%	False	True	644,288
60	125.63	118.13	7.50	6.3%	0.83	0.7%	5%	False	True	549,472
80	125.63	118.13	7.50	6.3%	0.83	0.7%	5%	False	True	436,413
100	125.63	118.13	7.50	6.3%	0.82	0.7%	5%	False	True	349,247
120	125.63	118.13	7.50	6.3%	0.77	0.7%	5%	False	True	291,087

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.14
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	120.60
2.618	119.83
1.618	119.36
1.000	119.07
0.618	118.89
HIGH	118.60
0.618	118.42
0.500	118.37
0.382	118.31
LOW	118.13
0.618	117.84
1.000	117.66
1.618	117.37
2.618	116.90
4.250	116.13

Fisher Pivots for day following 08-Jun-2009
Pivot	1 day	3 day
R1	118.46	119.05
PP	118.41	118.87
S1	118.37	118.68

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

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