Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	121.59	121.31	-0.28	-0.2%	120.15
High	121.86	122.04	0.18	0.1%	122.28
Low	121.09	121.06	-0.03	0.0%	119.92
Close	121.67	121.43	-0.24	-0.2%	122.04
Range	0.77	0.98	0.21	27.3%	2.36
ATR	0.76	0.78	0.02	2.1%	0.00
Volume	821,046	839,525	18,479	2.3%	3,377,215

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.45	123.92	121.97
R3	123.47	122.94	121.70
R2	122.49	122.49	121.61
R1	121.96	121.96	121.52	122.23
PP	121.51	121.51	121.51	121.64
S1	120.98	120.98	121.34	121.25
S2	120.53	120.53	121.25
S3	119.55	120.00	121.16
S4	118.57	119.02	120.89

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	121.06	1.22	1.0%	0.84	0.7%	30%	False	True	751,230
10	122.28	119.92	2.36	1.9%	0.76	0.6%	64%	False	False	689,494
20	122.47	119.92	2.55	2.1%	0.75	0.6%	59%	False	False	657,327
40	122.49	117.52	4.97	4.1%	0.68	0.6%	79%	False	False	624,252
60	122.49	117.47	5.02	4.1%	0.71	0.6%	79%	False	False	466,765
80	122.88	117.47	5.41	4.5%	0.66	0.5%	73%	False	False	350,244
100	124.05	117.47	6.58	5.4%	0.65	0.5%	60%	False	False	280,339
120	124.80	117.47	7.33	6.0%	0.54	0.4%	54%	False	False	233,742

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126.21
2.618	124.61
1.618	123.63
1.000	123.02
0.618	122.65
HIGH	122.04
0.618	121.67
0.500	121.55
0.382	121.43
LOW	121.06
0.618	120.45
1.000	120.08
1.618	119.47
2.618	118.49
4.250	116.90

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	121.55	121.55
PP	121.51	121.51
S1	121.47	121.47

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

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