Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	122.86	122.86	0.00	0.0%	121.90
High	123.12	122.91	-0.21	-0.2%	122.94
Low	122.72	122.52	-0.20	-0.2%	121.76
Close	122.90	122.76	-0.14	-0.1%	122.63
Range	0.40	0.39	-0.01	-2.5%	1.18
ATR	0.69	0.67	-0.02	-3.1%	0.00
Volume	944,593	1,156,913	212,320	22.5%	2,857,640

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	123.90	123.72	122.97
R3	123.51	123.33	122.87
R2	123.12	123.12	122.83
R1	122.94	122.94	122.80	122.84
PP	122.73	122.73	122.73	122.68
S1	122.55	122.55	122.72	122.45
S2	122.34	122.34	122.69
S3	121.95	122.16	122.65
S4	121.56	121.77	122.55

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	123.12	122.18	0.94	0.8%	0.54	0.4%	62%	False	False	741,050
10	123.12	121.76	1.36	1.1%	0.60	0.5%	74%	False	False	670,893
20	123.12	119.96	3.16	2.6%	0.66	0.5%	89%	False	False	624,179
40	123.12	119.92	3.20	2.6%	0.70	0.6%	89%	False	False	640,753
60	123.12	117.52	5.60	4.6%	0.68	0.6%	94%	False	False	624,228
80	123.12	117.47	5.65	4.6%	0.70	0.6%	94%	False	False	506,119
100	123.12	117.47	5.65	4.6%	0.66	0.5%	94%	False	False	405,031
120	124.05	117.47	6.58	5.4%	0.65	0.5%	80%	False	False	337,646

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	124.57
2.618	123.93
1.618	123.54
1.000	123.30
0.618	123.15
HIGH	122.91
0.618	122.76
0.500	122.72
0.382	122.67
LOW	122.52
0.618	122.28
1.000	122.13
1.618	121.89
2.618	121.50
4.250	120.86

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	122.75	122.75
PP	122.73	122.73
S1	122.72	122.72

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

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