Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	120.65	121.19	0.54	0.4%	120.15
High	121.40	122.28	0.88	0.7%	122.28
Low	120.37	121.14	0.77	0.6%	119.92
Close	120.82	122.04	1.22	1.0%	122.04
Range	1.03	1.14	0.11	10.7%	2.36
ATR	0.73	0.78	0.05	7.2%	0.00
Volume	649,778	822,792	173,014	26.6%	3,377,215

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	125.24	124.78	122.67
R3	124.10	123.64	122.35
R2	122.96	122.96	122.25
R1	122.50	122.50	122.14	122.73
PP	121.82	121.82	121.82	121.94
S1	121.36	121.36	121.94	121.59
S2	120.68	120.68	121.83
S3	119.54	120.22	121.73
S4	118.40	119.08	121.41

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	128.49	127.63	123.34
R3	126.13	125.27	122.69
R2	123.77	123.77	122.47
R1	122.91	122.91	122.26	123.34
PP	121.41	121.41	121.41	121.63
S1	120.55	120.55	121.82	120.98
S2	119.05	119.05	121.61
S3	116.69	118.19	121.39
S4	114.33	115.83	120.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.28	119.92	2.36	1.9%	0.82	0.7%	90%	True	False	675,443
10	122.28	119.92	2.36	1.9%	0.80	0.7%	90%	True	False	678,775
20	122.49	119.92	2.57	2.1%	0.70	0.6%	82%	False	False	621,538
40	122.49	117.47	5.02	4.1%	0.71	0.6%	91%	False	False	614,825
60	122.49	117.47	5.02	4.1%	0.71	0.6%	91%	False	False	417,963
80	122.88	117.47	5.41	4.4%	0.65	0.5%	84%	False	False	313,599
100	124.80	117.47	7.33	6.0%	0.62	0.5%	62%	False	False	251,133
120	124.80	117.47	7.33	6.0%	0.52	0.4%	62%	False	False	209,302

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	0.18
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	127.13
2.618	125.26
1.618	124.12
1.000	123.42
0.618	122.98
HIGH	122.28
0.618	121.84
0.500	121.71
0.382	121.58
LOW	121.14
0.618	120.44
1.000	120.00
1.618	119.30
2.618	118.16
4.250	116.30

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	121.93	121.80
PP	121.82	121.56
S1	121.71	121.33

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

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