Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 10-Mar-2009

Day Change Summary
	Previous	Current
	09-Mar-2009	10-Mar-2009	Change	Change %	Previous Week
Open	124.58	123.88	-0.70	-0.6%	123.63
High	124.73	123.88	-0.85	-0.7%	124.80
Low	124.58	123.80	-0.78	-0.6%	122.73
Close	124.45	123.83	-0.62	-0.5%	124.77
Range	0.15	0.08	-0.07	-46.7%	2.07
ATR	0.57	0.57	0.01	1.1%	0.00
Volume	5,335	220	-5,115	-95.9%	6,395

Daily Pivots for day following 10-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.08	124.03	123.87
R3	124.00	123.95	123.85
R2	123.92	123.92	123.84
R1	123.87	123.87	123.84	123.86
PP	123.84	123.84	123.84	123.83
S1	123.79	123.79	123.82	123.78
S2	123.76	123.76	123.82
S3	123.68	123.71	123.81
S4	123.60	123.63	123.79

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	130.31	129.61	125.91
R3	128.24	127.54	125.34
R2	126.17	126.17	125.15
R1	125.47	125.47	124.96	125.82
PP	124.10	124.10	124.10	124.28
S1	123.40	123.40	124.58	123.75
S2	122.03	122.03	124.39
S3	119.96	121.33	124.20
S4	117.89	119.26	123.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.80	122.73	2.07	1.7%	0.05	0.0%	53%	False	False	2,364
10	124.80	122.73	2.07	1.7%	0.02	0.0%	53%	False	False	1,236
20	124.80	122.17	2.63	2.1%	0.01	0.0%	63%	False	False	716

Crabel Price Patterns
NR	True
NR4	False
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	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124.22
2.618	124.09
1.618	124.01
1.000	123.96
0.618	123.93
HIGH	123.88
0.618	123.85
0.500	123.84
0.382	123.83
LOW	123.80
0.618	123.75
1.000	123.72
1.618	123.67
2.618	123.59
4.250	123.46

Fisher Pivots for day following 10-Mar-2009
Pivot	1 day	3 day
R1	123.84	124.30
PP	123.84	124.14
S1	123.83	123.99

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

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