Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	119.67	119.24	-0.43	-0.4%	118.65
High	119.87	119.85	-0.02	0.0%	120.00
Low	119.05	118.78	-0.27	-0.2%	118.61
Close	119.28	119.69	0.41	0.3%	119.69
Range	0.82	1.07	0.25	30.5%	1.39
ATR	0.81	0.82	0.02	2.3%	0.00
Volume	715,874	616,934	-98,940	-13.8%	3,174,667

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	122.65	122.24	120.28
R3	121.58	121.17	119.98
R2	120.51	120.51	119.89
R1	120.10	120.10	119.79	120.31
PP	119.44	119.44	119.44	119.54
S1	119.03	119.03	119.59	119.24
S2	118.37	118.37	119.49
S3	117.30	117.96	119.40
S4	116.23	116.89	119.10

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	123.60	123.04	120.45
R3	122.21	121.65	120.07
R2	120.82	120.82	119.94
R1	120.26	120.26	119.82	120.54
PP	119.43	119.43	119.43	119.58
S1	118.87	118.87	119.56	119.15
S2	118.04	118.04	119.44
S3	116.65	117.48	119.31
S4	115.26	116.09	118.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120.00	118.61	1.39	1.2%	0.77	0.6%	78%	False	False	634,933
10	120.00	117.47	2.53	2.1%	0.73	0.6%	88%	False	False	599,188
20	120.00	117.47	2.53	2.1%	0.76	0.6%	88%	False	False	423,530
40	122.77	117.47	5.30	4.4%	0.71	0.6%	42%	False	False	213,189
60	124.05	117.47	6.58	5.5%	0.63	0.5%	34%	False	False	142,305
80	124.80	117.47	7.33	6.1%	0.55	0.5%	30%	False	False	107,023
100	124.99	117.47	7.52	6.3%	0.44	0.4%	30%	False	False	85,649

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	0.16
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	124.40
2.618	122.65
1.618	121.58
1.000	120.92
0.618	120.51
HIGH	119.85
0.618	119.44
0.500	119.32
0.382	119.19
LOW	118.78
0.618	118.12
1.000	117.71
1.618	117.05
2.618	115.98
4.250	114.23

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	119.57	119.59
PP	119.44	119.49
S1	119.32	119.39

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

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