Euro Bund Future September 2009

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

Day Change Summary
	Previous	Current
	28-Aug-2009	31-Aug-2009	Change	Change %	Previous Week
Open	122.57	122.92	0.35	0.3%	121.90
High	122.84	123.02	0.18	0.1%	122.94
Low	122.18	122.37	0.19	0.2%	121.76
Close	122.63	122.63	0.00	0.0%	122.63
Range	0.66	0.65	-0.01	-1.5%	1.18
ATR	0.72	0.71	0.00	-0.7%	0.00
Volume	500,754	310,909	-189,845	-37.9%	2,857,640

Daily Pivots for day following 31-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.62	124.28	122.99
R3	123.97	123.63	122.81
R2	123.32	123.32	122.75
R1	122.98	122.98	122.69	122.83
PP	122.67	122.67	122.67	122.60
S1	122.33	122.33	122.57	122.18
S2	122.02	122.02	122.51
S3	121.37	121.68	122.45
S4	120.72	121.03	122.27

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	125.98	125.49	123.28
R3	124.80	124.31	122.95
R2	123.62	123.62	122.85
R1	123.13	123.13	122.74	123.38
PP	122.44	122.44	122.44	122.57
S1	121.95	121.95	122.52	122.20
S2	121.26	121.26	122.41
S3	120.08	120.77	122.31
S4	118.90	119.59	121.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.02	122.17	0.85	0.7%	0.59	0.5%	54%	True	False	534,942
10	123.02	121.76	1.26	1.0%	0.61	0.5%	69%	True	False	554,049
20	123.02	119.96	3.06	2.5%	0.70	0.6%	87%	True	False	594,235
40	123.02	119.92	3.10	2.5%	0.71	0.6%	87%	True	False	608,054
60	123.02	117.47	5.55	4.5%	0.70	0.6%	93%	True	False	610,591
80	123.02	117.47	5.55	4.5%	0.71	0.6%	93%	True	False	469,999
100	123.02	117.47	5.55	4.5%	0.66	0.5%	93%	True	False	376,104
120	124.73	117.47	7.26	5.9%	0.64	0.5%	71%	False	False	313,588

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125.78
2.618	124.72
1.618	124.07
1.000	123.67
0.618	123.42
HIGH	123.02
0.618	122.77
0.500	122.70
0.382	122.62
LOW	122.37
0.618	121.97
1.000	121.72
1.618	121.32
2.618	120.67
4.250	119.61

Fisher Pivots for day following 31-Aug-2009
Pivot	1 day	3 day
R1	122.70	122.62
PP	122.67	122.61
S1	122.65	122.60

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

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