Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 25-Jun-2009

Day Change Summary
	Previous	Current
	24-Jun-2009	25-Jun-2009	Change	Change %	Previous Week
Open	119.07	118.70	-0.37	-0.3%	117.52
High	119.09	119.34	0.25	0.2%	118.56
Low	118.83	118.70	-0.13	-0.1%	117.52
Close	119.03	119.30	0.27	0.2%	118.39
Range	0.26	0.64	0.38	146.2%	1.04
ATR	0.51	0.52	0.01	1.9%	0.00
Volume	26	94	68	261.5%	602

Daily Pivots for day following 25-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	121.03	120.81	119.65
R3	120.39	120.17	119.48
R2	119.75	119.75	119.42
R1	119.53	119.53	119.36	119.64
PP	119.11	119.11	119.11	119.17
S1	118.89	118.89	119.24	119.00
S2	118.47	118.47	119.18
S3	117.83	118.25	119.12
S4	117.19	117.61	118.95

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	119.34	117.54	1.80	1.5%	0.50	0.4%	98%	True	False	35
10	119.34	117.09	2.25	1.9%	0.44	0.4%	98%	True	False	92
20	119.34	116.37	2.97	2.5%	0.33	0.3%	99%	True	False	124
40	121.70	116.37	5.33	4.5%	0.16	0.1%	55%	False	False	110
60	123.48	116.37	7.11	6.0%	0.11	0.1%	41%	False	False	279

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
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 4 trading days

Fibonacci Retracements and Extensions
4.250	122.06
2.618	121.02
1.618	120.38
1.000	119.98
0.618	119.74
HIGH	119.34
0.618	119.10
0.500	119.02
0.382	118.94
LOW	118.70
0.618	118.30
1.000	118.06
1.618	117.66
2.618	117.02
4.250	115.98

Fisher Pivots for day following 25-Jun-2009
Pivot	1 day	3 day
R1	119.21	119.21
PP	119.11	119.11
S1	119.02	119.02

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

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