Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	118.31	117.54	-0.77	-0.7%	117.52
High	118.31	118.56	0.25	0.2%	118.56
Low	117.89	117.54	-0.35	-0.3%	117.52
Close	117.97	118.39	0.42	0.4%	118.39
Range	0.42	1.02	0.60	142.9%	1.04
ATR	0.52	0.56	0.04	6.9%	0.00
Volume	431	9	-422	-97.9%	602

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	121.22	120.83	118.95
R3	120.20	119.81	118.67
R2	119.18	119.18	118.58
R1	118.79	118.79	118.48	118.99
PP	118.16	118.16	118.16	118.26
S1	117.77	117.77	118.30	117.97
S2	117.14	117.14	118.20
S3	116.12	116.75	118.11
S4	115.10	115.73	117.83

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	121.28	120.87	118.96
R3	120.24	119.83	118.68
R2	119.20	119.20	118.58
R1	118.79	118.79	118.49	119.00
PP	118.16	118.16	118.16	118.26
S1	117.75	117.75	118.29	117.96
S2	117.12	117.12	118.20
S3	116.08	116.71	118.10
S4	115.04	115.67	117.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.56	117.52	1.04	0.9%	0.53	0.4%	84%	True	False	120
10	118.56	116.44	2.12	1.8%	0.40	0.3%	92%	True	False	97
20	118.56	116.37	2.19	1.8%	0.25	0.2%	92%	True	False	137
40	122.08	116.37	5.71	4.8%	0.13	0.1%	35%	False	False	137
60	123.48	116.37	7.11	6.0%	0.08	0.1%	28%	False	False	291

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.02
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	122.90
2.618	121.23
1.618	120.21
1.000	119.58
0.618	119.19
HIGH	118.56
0.618	118.17
0.500	118.05
0.382	117.93
LOW	117.54
0.618	116.91
1.000	116.52
1.618	115.89
2.618	114.87
4.250	113.21

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	118.28	118.28
PP	118.16	118.16
S1	118.05	118.05

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

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