Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 22-Jun-2009

Day Change Summary
	Previous	Current
	19-Jun-2009	22-Jun-2009	Change	Change %	Previous Week
Open	117.54	118.48	0.94	0.8%	117.52
High	118.56	118.92	0.36	0.3%	118.56
Low	117.54	118.48	0.94	0.8%	117.52
Close	118.39	118.88	0.49	0.4%	118.39
Range	1.02	0.44	-0.58	-56.9%	1.04
ATR	0.56	0.55	0.00	-0.3%	0.00
Volume	9	6	-3	-33.3%	602

Daily Pivots for day following 22-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	120.08	119.92	119.12
R3	119.64	119.48	119.00
R2	119.20	119.20	118.96
R1	119.04	119.04	118.92	119.12
PP	118.76	118.76	118.76	118.80
S1	118.60	118.60	118.84	118.68
S2	118.32	118.32	118.80
S3	117.88	118.16	118.76
S4	117.44	117.72	118.64

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	118.92	117.54	1.38	1.2%	0.49	0.4%	97%	True	False	103
10	118.92	116.44	2.48	2.1%	0.44	0.4%	98%	True	False	98
20	118.92	116.37	2.55	2.1%	0.28	0.2%	98%	True	False	135
40	122.08	116.37	5.71	4.8%	0.14	0.1%	44%	False	False	134
60	123.48	116.37	7.11	6.0%	0.09	0.1%	35%	False	False	287

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	0.02
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120.79
2.618	120.07
1.618	119.63
1.000	119.36
0.618	119.19
HIGH	118.92
0.618	118.75
0.500	118.70
0.382	118.65
LOW	118.48
0.618	118.21
1.000	118.04
1.618	117.77
2.618	117.33
4.250	116.61

Fisher Pivots for day following 22-Jun-2009
Pivot	1 day	3 day
R1	118.82	118.66
PP	118.76	118.45
S1	118.70	118.23

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

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