Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 01-Jul-2009

Day Change Summary
	Previous	Current
	30-Jun-2009	01-Jul-2009	Change	Change %	Previous Week
Open	119.85	119.61	-0.24	-0.2%	118.48
High	119.85	119.61	-0.24	-0.2%	119.66
Low	119.50	119.55	0.05	0.0%	118.48
Close	119.76	119.60	-0.16	-0.1%	119.64
Range	0.35	0.06	-0.29	-82.9%	1.18
ATR	0.48	0.46	-0.02	-4.0%	0.00
Volume	17	59	42	247.1%	379

Daily Pivots for day following 01-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	119.77	119.74	119.63
R3	119.71	119.68	119.62
R2	119.65	119.65	119.61
R1	119.62	119.62	119.61	119.61
PP	119.59	119.59	119.59	119.58
S1	119.56	119.56	119.59	119.55
S2	119.53	119.53	119.59
S3	119.47	119.50	119.58
S4	119.41	119.44	119.57

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	122.80	122.40	120.29
R3	121.62	121.22	119.96
R2	120.44	120.44	119.86
R1	120.04	120.04	119.75	120.24
PP	119.26	119.26	119.26	119.36
S1	118.86	118.86	119.53	119.06
S2	118.08	118.08	119.42
S3	116.90	117.68	119.32
S4	115.72	116.50	118.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119.90	118.70	1.20	1.0%	0.35	0.3%	75%	False	False	78
10	119.90	117.54	2.36	2.0%	0.41	0.3%	87%	False	False	90
20	119.90	116.37	3.53	3.0%	0.38	0.3%	92%	False	False	103
40	120.93	116.37	4.56	3.8%	0.19	0.2%	71%	False	False	108
60	122.19	116.37	5.82	4.9%	0.13	0.1%	55%	False	False	253

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.01
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	119.87
2.618	119.77
1.618	119.71
1.000	119.67
0.618	119.65
HIGH	119.61
0.618	119.59
0.500	119.58
0.382	119.57
LOW	119.55
0.618	119.51
1.000	119.49
1.618	119.45
2.618	119.39
4.250	119.30

Fisher Pivots for day following 01-Jul-2009
Pivot	1 day	3 day
R1	119.59	119.70
PP	119.59	119.67
S1	119.58	119.63

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

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