Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 02-Apr-2009

Day Change Summary
	Previous	Current
	01-Apr-2009	02-Apr-2009	Change	Change %	Previous Week
Open	124.05	123.65	-0.40	-0.3%	123.95
High	124.05	123.65	-0.40	-0.3%	124.05
Low	123.80	122.17	-1.63	-1.3%	122.08
Close	123.84	122.41	-1.43	-1.2%	123.01
Range	0.25	1.48	1.23	492.0%	1.97
ATR	0.70	0.77	0.07	10.0%	0.00
Volume	104	47	-57	-54.8%	2,668

Daily Pivots for day following 02-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	127.18	126.28	123.22
R3	125.70	124.80	122.82
R2	124.22	124.22	122.68
R1	123.32	123.32	122.55	123.03
PP	122.74	122.74	122.74	122.60
S1	121.84	121.84	122.27	121.55
S2	121.26	121.26	122.14
S3	119.78	120.36	122.00
S4	118.30	118.88	121.60

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	128.96	127.95	124.09
R3	126.99	125.98	123.55
R2	125.02	125.02	123.37
R1	124.01	124.01	123.19	123.53
PP	123.05	123.05	123.05	122.81
S1	122.04	122.04	122.83	121.56
S2	121.08	121.08	122.65
S3	119.11	120.07	122.47
S4	117.14	118.10	121.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.05	122.17	1.88	1.5%	0.65	0.5%	13%	False	True	349
10	124.05	122.08	1.97	1.6%	0.57	0.5%	17%	False	False	363
20	124.80	121.62	3.18	2.6%	0.51	0.4%	25%	False	False	1,272
40	124.80	120.12	4.68	3.8%	0.25	0.2%	49%	False	False	709

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	0.05
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	129.94
2.618	127.52
1.618	126.04
1.000	125.13
0.618	124.56
HIGH	123.65
0.618	123.08
0.500	122.91
0.382	122.74
LOW	122.17
0.618	121.26
1.000	120.69
1.618	119.78
2.618	118.30
4.250	115.88

Fisher Pivots for day following 02-Apr-2009
Pivot	1 day	3 day
R1	122.91	123.11
PP	122.74	122.88
S1	122.58	122.64

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

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