Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 28-Apr-2009

Day Change Summary
	Previous	Current
	27-Apr-2009	28-Apr-2009	Change	Change %	Previous Week
Open	122.25	122.77	0.52	0.4%	122.19
High	122.74	122.77	0.03	0.0%	122.88
Low	122.25	122.31	0.06	0.0%	121.55
Close	122.29	122.49	0.20	0.2%	121.97
Range	0.49	0.46	-0.03	-6.1%	1.33
ATR	0.69	0.67	-0.01	-2.2%	0.00
Volume	260	138	-122	-46.9%	4,790

Daily Pivots for day following 28-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	123.90	123.66	122.74
R3	123.44	123.20	122.62
R2	122.98	122.98	122.57
R1	122.74	122.74	122.53	122.63
PP	122.52	122.52	122.52	122.47
S1	122.28	122.28	122.45	122.17
S2	122.06	122.06	122.41
S3	121.60	121.82	122.36
S4	121.14	121.36	122.24

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	126.12	125.38	122.70
R3	124.79	124.05	122.34
R2	123.46	123.46	122.21
R1	122.72	122.72	122.09	122.43
PP	122.13	122.13	122.13	121.99
S1	121.39	121.39	121.85	121.10
S2	120.80	120.80	121.73
S3	119.47	120.06	121.60
S4	118.14	118.73	121.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.77	121.55	1.22	1.0%	0.51	0.4%	77%	True	False	204
10	122.88	121.21	1.67	1.4%	0.46	0.4%	77%	False	False	533
20	124.05	121.18	2.87	2.3%	0.50	0.4%	46%	False	False	488
40	124.80	121.18	3.62	3.0%	0.43	0.4%	36%	False	False	863
60	124.99	120.12	4.87	4.0%	0.29	0.2%	49%	False	False	629

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	0.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124.73
2.618	123.97
1.618	123.51
1.000	123.23
0.618	123.05
HIGH	122.77
0.618	122.59
0.500	122.54
0.382	122.49
LOW	122.31
0.618	122.03
1.000	121.85
1.618	121.57
2.618	121.11
4.250	120.36

Fisher Pivots for day following 28-Apr-2009
Pivot	1 day	3 day
R1	122.54	122.42
PP	122.52	122.35
S1	122.51	122.29

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

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