Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 14-Sep-2009

Day Change Summary
	Previous	Current
	11-Sep-2009	14-Sep-2009	Change	Change %	Previous Week
Open	121.10	121.59	0.49	0.4%	121.24
High	121.74	121.62	-0.12	-0.1%	121.74
Low	121.02	121.31	0.29	0.2%	120.17
Close	121.61	121.38	-0.23	-0.2%	121.61
Range	0.72	0.31	-0.41	-56.9%	1.57
ATR	0.65	0.63	-0.02	-3.7%	0.00
Volume	762,059	501,465	-260,594	-34.2%	2,174,544

Daily Pivots for day following 14-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	122.37	122.18	121.55
R3	122.06	121.87	121.47
R2	121.75	121.75	121.44
R1	121.56	121.56	121.41	121.50
PP	121.44	121.44	121.44	121.41
S1	121.25	121.25	121.35	121.19
S2	121.13	121.13	121.32
S3	120.82	120.94	121.29
S4	120.51	120.63	121.21

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	125.88	125.32	122.47
R3	124.31	123.75	122.04
R2	122.74	122.74	121.90
R1	122.18	122.18	121.75	122.46
PP	121.17	121.17	121.17	121.32
S1	120.61	120.61	121.47	120.89
S2	119.60	119.60	121.32
S3	118.03	119.04	121.18
S4	116.46	117.47	120.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.74	120.17	1.57	1.3%	0.68	0.6%	77%	False	False	535,201
10	121.74	120.17	1.57	1.3%	0.61	0.5%	77%	False	False	445,705
20	121.74	120.17	1.57	1.3%	0.57	0.5%	77%	False	False	228,941
40	121.74	118.61	3.13	2.6%	0.61	0.5%	88%	False	False	115,362
60	121.74	118.48	3.26	2.7%	0.53	0.4%	89%	False	False	76,925
80	121.74	116.37	5.37	4.4%	0.46	0.4%	93%	False	False	57,728
100	122.08	116.37	5.71	4.7%	0.37	0.3%	88%	False	False	46,210
120	123.48	116.37	7.11	5.9%	0.31	0.3%	70%	False	False	38,608

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	122.94
2.618	122.43
1.618	122.12
1.000	121.93
0.618	121.81
HIGH	121.62
0.618	121.50
0.500	121.47
0.382	121.43
LOW	121.31
0.618	121.12
1.000	121.00
1.618	120.81
2.618	120.50
4.250	119.99

Fisher Pivots for day following 14-Sep-2009
Pivot	1 day	3 day
R1	121.47	121.24
PP	121.44	121.10
S1	121.41	120.96

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

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