Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 02-Jul-2009

Day Change Summary
	Previous	Current
	01-Jul-2009	02-Jul-2009	Change	Change %	Previous Week
Open	119.61	119.81	0.20	0.2%	118.48
High	119.61	120.24	0.63	0.5%	119.66
Low	119.55	119.81	0.26	0.2%	118.48
Close	119.60	120.32	0.72	0.6%	119.64
Range	0.06	0.43	0.37	616.7%	1.18
ATR	0.46	0.48	0.01	2.7%	0.00
Volume	59	8	-51	-86.4%	379

Daily Pivots for day following 02-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	121.41	121.30	120.56
R3	120.98	120.87	120.44
R2	120.55	120.55	120.40
R1	120.44	120.44	120.36	120.50
PP	120.12	120.12	120.12	120.15
S1	120.01	120.01	120.28	120.07
S2	119.69	119.69	120.24
S3	119.26	119.58	120.20
S4	118.83	119.15	120.08

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	120.24	119.19	1.05	0.9%	0.31	0.3%	108%	True	False	60
10	120.24	117.54	2.70	2.2%	0.41	0.3%	103%	True	False	48
20	120.24	116.37	3.87	3.2%	0.41	0.3%	102%	True	False	91
40	120.90	116.37	4.53	3.8%	0.20	0.2%	87%	False	False	105
60	122.19	116.37	5.82	4.8%	0.14	0.1%	68%	False	False	235

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.01
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122.07
2.618	121.37
1.618	120.94
1.000	120.67
0.618	120.51
HIGH	120.24
0.618	120.08
0.500	120.03
0.382	119.97
LOW	119.81
0.618	119.54
1.000	119.38
1.618	119.11
2.618	118.68
4.250	117.98

Fisher Pivots for day following 02-Jul-2009
Pivot	1 day	3 day
R1	120.22	120.17
PP	120.12	120.02
S1	120.03	119.87

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

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