Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 07-May-2009

Day Change Summary
	Previous	Current
	06-May-2009	07-May-2009	Change	Change %	Previous Week
Open	121.99	121.04	-0.95	-0.8%	122.25
High	121.99	121.10	-0.89	-0.7%	122.77
Low	121.41	120.08	-1.33	-1.1%	121.80
Close	121.56	120.37	-1.19	-1.0%	122.08
Range	0.58	1.02	0.44	75.9%	0.97
ATR	0.67	0.73	0.06	8.6%	0.00
Volume	1,246	466	-780	-62.6%	646

Daily Pivots for day following 07-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	123.58	122.99	120.93
R3	122.56	121.97	120.65
R2	121.54	121.54	120.56
R1	120.95	120.95	120.46	120.74
PP	120.52	120.52	120.52	120.41
S1	119.93	119.93	120.28	119.72
S2	119.50	119.50	120.18
S3	118.48	118.91	120.09
S4	117.46	117.89	119.81

Weekly Pivots for week ending 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	125.13	124.57	122.61
R3	124.16	123.60	122.35
R2	123.19	123.19	122.26
R1	122.63	122.63	122.17	122.43
PP	122.22	122.22	122.22	122.11
S1	121.66	121.66	121.99	121.46
S2	121.25	121.25	121.90
S3	120.28	120.69	121.81
S4	119.31	119.72	121.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.33	120.08	2.25	1.9%	0.66	0.5%	13%	False	True	582
10	122.77	120.08	2.69	2.2%	0.58	0.5%	11%	False	True	379
20	122.88	120.08	2.80	2.3%	0.49	0.4%	10%	False	True	548
40	124.05	120.08	3.97	3.3%	0.53	0.4%	7%	False	True	644
60	124.80	120.08	4.72	3.9%	0.36	0.3%	6%	False	True	666

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	0.07
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	125.44
2.618	123.77
1.618	122.75
1.000	122.12
0.618	121.73
HIGH	121.10
0.618	120.71
0.500	120.59
0.382	120.47
LOW	120.08
0.618	119.45
1.000	119.06
1.618	118.43
2.618	117.41
4.250	115.75

Fisher Pivots for day following 07-May-2009
Pivot	1 day	3 day
R1	120.59	121.04
PP	120.52	120.81
S1	120.44	120.59

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

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