Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 25-Aug-2009

Day Change Summary
	Previous	Current
	24-Aug-2009	25-Aug-2009	Change	Change %	Previous Week
Open	121.90	122.43	0.53	0.4%	122.15
High	122.40	122.63	0.23	0.2%	122.85
Low	121.76	122.17	0.41	0.3%	121.80
Close	122.01	122.44	0.43	0.4%	122.03
Range	0.64	0.46	-0.18	-28.1%	1.05
ATR	0.75	0.74	-0.01	-1.2%	0.00
Volume	493,839	544,851	51,012	10.3%	2,914,883

Daily Pivots for day following 25-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	123.79	123.58	122.69
R3	123.33	123.12	122.57
R2	122.87	122.87	122.52
R1	122.66	122.66	122.48	122.77
PP	122.41	122.41	122.41	122.47
S1	122.20	122.20	122.40	122.31
S2	121.95	121.95	122.36
S3	121.49	121.74	122.31
S4	121.03	121.28	122.19

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	125.38	124.75	122.61
R3	124.33	123.70	122.32
R2	123.28	123.28	122.22
R1	122.65	122.65	122.13	122.44
PP	122.23	122.23	122.23	122.12
S1	121.60	121.60	121.93	121.39
S2	121.18	121.18	121.84
S3	120.13	120.55	121.74
S4	119.08	119.50	121.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.85	121.76	1.09	0.9%	0.64	0.5%	62%	False	False	574,447
10	122.85	120.13	2.72	2.2%	0.66	0.5%	85%	False	False	579,164
20	122.85	119.96	2.89	2.4%	0.75	0.6%	86%	False	False	624,971
40	122.85	119.92	2.93	2.4%	0.70	0.6%	86%	False	False	609,822
60	122.85	117.47	5.38	4.4%	0.72	0.6%	92%	False	False	588,071
80	122.85	117.47	5.38	4.4%	0.71	0.6%	92%	False	False	443,406
100	124.05	117.47	6.58	5.4%	0.67	0.5%	76%	False	False	354,823
120	124.80	117.47	7.33	6.0%	0.62	0.5%	68%	False	False	295,892

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124.59
2.618	123.83
1.618	123.37
1.000	123.09
0.618	122.91
HIGH	122.63
0.618	122.45
0.500	122.40
0.382	122.35
LOW	122.17
0.618	121.89
1.000	121.71
1.618	121.43
2.618	120.97
4.250	120.22

Fisher Pivots for day following 25-Aug-2009
Pivot	1 day	3 day
R1	122.43	122.40
PP	122.41	122.35
S1	122.40	122.31

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

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