Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 17-Apr-2009

Day Change Summary
	Previous	Current
	16-Apr-2009	17-Apr-2009	Change	Change %	Previous Week
Open	121.82	121.87	0.05	0.0%	121.77
High	121.95	121.97	0.02	0.0%	122.33
Low	121.74	121.21	-0.53	-0.4%	121.21
Close	122.11	121.27	-0.84	-0.7%	121.27
Range	0.21	0.76	0.55	261.9%	1.12
ATR	0.67	0.69	0.02	2.4%	0.00
Volume	10	28	18	180.0%	1,101

Daily Pivots for day following 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	123.76	123.28	121.69
R3	123.00	122.52	121.48
R2	122.24	122.24	121.41
R1	121.76	121.76	121.34	121.62
PP	121.48	121.48	121.48	121.42
S1	121.00	121.00	121.20	120.86
S2	120.72	120.72	121.13
S3	119.96	120.24	121.06
S4	119.20	119.48	120.85

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.96	124.24	121.89
R3	123.84	123.12	121.58
R2	122.72	122.72	121.48
R1	122.00	122.00	121.37	121.80
PP	121.60	121.60	121.60	121.51
S1	120.88	120.88	121.17	120.68
S2	120.48	120.48	121.06
S3	119.36	119.76	120.96
S4	118.24	118.64	120.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.33	121.18	1.15	0.9%	0.35	0.3%	8%	False	False	387
10	123.65	121.18	2.47	2.0%	0.53	0.4%	4%	False	False	370
20	124.05	121.18	2.87	2.4%	0.51	0.4%	3%	False	False	367
40	124.80	121.18	3.62	3.0%	0.35	0.3%	2%	False	False	751
60	124.99	120.12	4.87	4.0%	0.23	0.2%	24%	False	False	550

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.06
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	125.20
2.618	123.96
1.618	123.20
1.000	122.73
0.618	122.44
HIGH	121.97
0.618	121.68
0.500	121.59
0.382	121.50
LOW	121.21
0.618	120.74
1.000	120.45
1.618	119.98
2.618	119.22
4.250	117.98

Fisher Pivots for day following 17-Apr-2009
Pivot	1 day	3 day
R1	121.59	121.77
PP	121.48	121.60
S1	121.38	121.44

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

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