Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 30-Jul-2009

Day Change Summary
	Previous	Current
	29-Jul-2009	30-Jul-2009	Change	Change %	Previous Week
Open	120.69	120.65	-0.04	0.0%	121.22
High	121.05	121.40	0.35	0.3%	121.70
Low	120.57	120.37	-0.20	-0.2%	120.15
Close	120.83	120.82	-0.01	0.0%	120.33
Range	0.48	1.03	0.55	114.6%	1.55
ATR	0.70	0.73	0.02	3.3%	0.00
Volume	633,340	649,778	16,438	2.6%	2,766,079

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	123.95	123.42	121.39
R3	122.92	122.39	121.10
R2	121.89	121.89	121.01
R1	121.36	121.36	120.91	121.63
PP	120.86	120.86	120.86	121.00
S1	120.33	120.33	120.73	120.60
S2	119.83	119.83	120.63
S3	118.80	119.30	120.54
S4	117.77	118.27	120.25

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	125.38	124.40	121.18
R3	123.83	122.85	120.76
R2	122.28	122.28	120.61
R1	121.30	121.30	120.47	121.02
PP	120.73	120.73	120.73	120.58
S1	119.75	119.75	120.19	119.47
S2	119.18	119.18	120.05
S3	117.63	118.20	119.90
S4	116.08	116.65	119.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.40	119.92	1.48	1.2%	0.68	0.6%	61%	True	False	627,758
10	121.88	119.92	1.96	1.6%	0.78	0.6%	46%	False	False	667,630
20	122.49	119.92	2.57	2.1%	0.66	0.5%	35%	False	False	613,368
40	122.49	117.47	5.02	4.2%	0.69	0.6%	67%	False	False	598,971
60	122.49	117.47	5.02	4.2%	0.69	0.6%	67%	False	False	404,262
80	123.65	117.47	6.18	5.1%	0.65	0.5%	54%	False	False	303,315
100	124.80	117.47	7.33	6.1%	0.61	0.5%	46%	False	False	242,906
120	124.80	117.47	7.33	6.1%	0.51	0.4%	46%	False	False	202,446

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	0.20
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	125.78
2.618	124.10
1.618	123.07
1.000	122.43
0.618	122.04
HIGH	121.40
0.618	121.01
0.500	120.89
0.382	120.76
LOW	120.37
0.618	119.73
1.000	119.34
1.618	118.70
2.618	117.67
4.250	115.99

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	120.89	120.78
PP	120.86	120.73
S1	120.84	120.69

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

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