Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 10-Jun-2009

Day Change Summary
	Previous	Current
	09-Jun-2009	10-Jun-2009	Change	Change %	Previous Week
Open	117.09	116.96	-0.13	-0.1%	117.19
High	117.35	117.10	-0.25	-0.2%	118.08
Low	117.08	116.96	-0.12	-0.1%	116.37
Close	117.33	116.96	-0.37	-0.3%	116.37
Range	0.27	0.14	-0.13	-48.1%	1.71
ATR	0.47	0.47	-0.01	-1.6%	0.00
Volume	83	130	47	56.6%	1,259

Daily Pivots for day following 10-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	117.43	117.33	117.04
R3	117.29	117.19	117.00
R2	117.15	117.15	116.99
R1	117.05	117.05	116.97	117.03
PP	117.01	117.01	117.01	117.00
S1	116.91	116.91	116.95	116.89
S2	116.87	116.87	116.93
S3	116.73	116.77	116.92
S4	116.59	116.63	116.88

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	117.49	116.37	1.12	1.0%	0.30	0.3%	53%	False	False	167
10	118.08	116.37	1.71	1.5%	0.15	0.1%	35%	False	False	155
20	120.00	116.37	3.63	3.1%	0.07	0.1%	16%	False	False	129
40	122.19	116.37	5.82	5.0%	0.04	0.0%	10%	False	False	211

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	0.00
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117.70
2.618	117.47
1.618	117.33
1.000	117.24
0.618	117.19
HIGH	117.10
0.618	117.05
0.500	117.03
0.382	117.01
LOW	116.96
0.618	116.87
1.000	116.82
1.618	116.73
2.618	116.59
4.250	116.37

Fisher Pivots for day following 10-Jun-2009
Pivot	1 day	3 day
R1	117.03	117.13
PP	117.01	117.07
S1	116.98	117.02

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

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