Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 04-Sep-2009

Day Change Summary
	Previous	Current
	03-Sep-2009	04-Sep-2009	Change	Change %	Previous Week
Open	122.86	122.74	-0.12	-0.1%	122.92
High	122.91	123.04	0.13	0.1%	123.12
Low	122.52	122.42	-0.10	-0.1%	122.32
Close	122.76	122.92	0.16	0.1%	122.92
Range	0.39	0.62	0.23	59.0%	0.80
ATR	0.67	0.67	0.00	-0.5%	0.00
Volume	1,156,913	1,096,328	-60,585	-5.2%	4,300,825

Daily Pivots for day following 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.65	124.41	123.26
R3	124.03	123.79	123.09
R2	123.41	123.41	123.03
R1	123.17	123.17	122.98	123.29
PP	122.79	122.79	122.79	122.86
S1	122.55	122.55	122.86	122.67
S2	122.17	122.17	122.81
S3	121.55	121.93	122.75
S4	120.93	121.31	122.58

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	125.19	124.85	123.36
R3	124.39	124.05	123.14
R2	123.59	123.59	123.07
R1	123.25	123.25	122.99	123.32
PP	122.79	122.79	122.79	122.82
S1	122.45	122.45	122.85	122.52
S2	121.99	121.99	122.77
S3	121.19	121.65	122.70
S4	120.39	120.85	122.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.12	122.32	0.80	0.7%	0.54	0.4%	75%	False	False	860,165
10	123.12	121.76	1.36	1.1%	0.56	0.5%	85%	False	False	715,846
20	123.12	119.96	3.16	2.6%	0.62	0.5%	94%	False	False	643,319
40	123.12	119.92	3.20	2.6%	0.70	0.6%	94%	False	False	651,915
60	123.12	117.52	5.60	4.6%	0.68	0.5%	96%	False	False	632,490
80	123.12	117.47	5.65	4.6%	0.70	0.6%	96%	False	False	519,790
100	123.12	117.47	5.65	4.6%	0.66	0.5%	96%	False	False	415,986
120	124.05	117.47	6.58	5.4%	0.65	0.5%	83%	False	False	346,779

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

Fibonacci Retracements and Extensions
4.250	125.68
2.618	124.66
1.618	124.04
1.000	123.66
0.618	123.42
HIGH	123.04
0.618	122.80
0.500	122.73
0.382	122.66
LOW	122.42
0.618	122.04
1.000	121.80
1.618	121.42
2.618	120.80
4.250	119.79

Fisher Pivots for day following 04-Sep-2009
Pivot	1 day	3 day
R1	122.86	122.87
PP	122.79	122.82
S1	122.73	122.77

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

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