Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	121.63	121.59	-0.04	0.0%	120.15
High	122.01	121.86	-0.15	-0.1%	122.28
Low	121.46	121.09	-0.37	-0.3%	119.92
Close	121.59	121.67	0.08	0.1%	122.04
Range	0.55	0.77	0.22	40.0%	2.36
ATR	0.76	0.76	0.00	0.1%	0.00
Volume	634,134	821,046	186,912	29.5%	3,377,215

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	123.85	123.53	122.09
R3	123.08	122.76	121.88
R2	122.31	122.31	121.81
R1	121.99	121.99	121.74	122.15
PP	121.54	121.54	121.54	121.62
S1	121.22	121.22	121.60	121.38
S2	120.77	120.77	121.53
S3	120.00	120.45	121.46
S4	119.23	119.68	121.25

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	120.37	1.91	1.6%	0.85	0.7%	68%	False	False	713,281
10	122.28	119.92	2.36	1.9%	0.75	0.6%	74%	False	False	688,874
20	122.49	119.92	2.57	2.1%	0.73	0.6%	68%	False	False	645,142
40	122.49	117.47	5.02	4.1%	0.68	0.6%	84%	False	False	615,947
60	122.49	117.47	5.02	4.1%	0.70	0.6%	84%	False	False	452,793
80	122.88	117.47	5.41	4.4%	0.65	0.5%	78%	False	False	339,752
100	124.05	117.47	6.58	5.4%	0.64	0.5%	64%	False	False	271,955
120	124.80	117.47	7.33	6.0%	0.54	0.4%	57%	False	False	226,748

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.17
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125.13
2.618	123.88
1.618	123.11
1.000	122.63
0.618	122.34
HIGH	121.86
0.618	121.57
0.500	121.48
0.382	121.38
LOW	121.09
0.618	120.61
1.000	120.32
1.618	119.84
2.618	119.07
4.250	117.82

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	121.61	121.66
PP	121.54	121.65
S1	121.48	121.64

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

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