Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 08-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	08-Sep-2009	Change	Change %	Previous Week
Open	122.74	122.97	0.23	0.2%	122.92
High	123.04	123.00	-0.04	0.0%	123.12
Low	122.42	122.67	0.25	0.2%	122.32
Close	122.92	122.75	-0.17	-0.1%	122.92
Range	0.62	0.33	-0.29	-46.8%	0.80
ATR	0.67	0.64	-0.02	-3.6%	0.00
Volume	1,096,328	25,988	-1,070,340	-97.6%	4,300,825

Daily Pivots for day following 08-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	123.80	123.60	122.93
R3	123.47	123.27	122.84
R2	123.14	123.14	122.81
R1	122.94	122.94	122.78	122.88
PP	122.81	122.81	122.81	122.77
S1	122.61	122.61	122.72	122.55
S2	122.48	122.48	122.69
S3	122.15	122.28	122.66
S4	121.82	121.95	122.57

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%	0.47	0.4%	54%	False	False	803,180
10	123.12	122.17	0.95	0.8%	0.53	0.4%	61%	False	False	669,061
20	123.12	120.13	2.99	2.4%	0.60	0.5%	88%	False	False	624,970
40	123.12	119.92	3.20	2.6%	0.70	0.6%	88%	False	False	641,907
60	123.12	117.52	5.60	4.6%	0.67	0.5%	93%	False	False	622,396
80	123.12	117.47	5.65	4.6%	0.69	0.6%	93%	False	False	519,948
100	123.12	117.47	5.65	4.6%	0.67	0.5%	93%	False	False	416,237
120	124.05	117.47	6.58	5.4%	0.65	0.5%	80%	False	False	346,977

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	124.40
2.618	123.86
1.618	123.53
1.000	123.33
0.618	123.20
HIGH	123.00
0.618	122.87
0.500	122.84
0.382	122.80
LOW	122.67
0.618	122.47
1.000	122.34
1.618	122.14
2.618	121.81
4.250	121.27

Fisher Pivots for day following 08-Sep-2009
Pivot	1 day	3 day
R1	122.84	122.74
PP	122.81	122.74
S1	122.78	122.73

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

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