Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	117.49	117.44	-0.05	0.0%	117.19
High	117.49	117.44	-0.05	0.0%	118.08
Low	117.49	116.37	-1.12	-1.0%	116.37
Close	117.49	116.37	-1.12	-1.0%	116.37
Range	0.00	1.07	1.07		1.71
ATR	0.43	0.48	0.05	11.6%	0.00
Volume	240	384	144	60.0%	1,259

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	119.94	119.22	116.96
R3	118.87	118.15	116.66
R2	117.80	117.80	116.57
R1	117.08	117.08	116.47	116.91
PP	116.73	116.73	116.73	116.64
S1	116.01	116.01	116.27	115.84
S2	115.66	115.66	116.17
S3	114.59	114.94	116.08
S4	113.52	113.87	115.78

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	122.07	120.93	117.31
R3	120.36	119.22	116.84
R2	118.65	118.65	116.68
R1	117.51	117.51	116.53	117.23
PP	116.94	116.94	116.94	116.80
S1	115.80	115.80	116.21	115.52
S2	115.23	115.23	116.06
S3	113.52	114.09	115.90
S4	111.81	112.38	115.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.08	116.37	1.71	1.5%	0.21	0.2%	0%	False	True	251
10	118.08	116.37	1.71	1.5%	0.11	0.1%	0%	False	True	176
20	120.00	116.37	3.63	3.1%	0.05	0.0%	0%	False	True	138
40	122.19	116.37	5.82	5.0%	0.03	0.0%	0%	False	True	288

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Widest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	121.99
2.618	120.24
1.618	119.17
1.000	118.51
0.618	118.10
HIGH	117.44
0.618	117.03
0.500	116.91
0.382	116.78
LOW	116.37
0.618	115.71
1.000	115.30
1.618	114.64
2.618	113.57
4.250	111.82

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	116.91	117.23
PP	116.73	116.94
S1	116.55	116.66

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

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