Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 16-Sep-2009

Day Change Summary
	Previous	Current
	15-Sep-2009	16-Sep-2009	Change	Change %	Previous Week
Open	121.28	121.04	-0.24	-0.2%	121.24
High	121.38	121.32	-0.06	0.0%	121.74
Low	120.78	120.54	-0.24	-0.2%	120.17
Close	121.07	120.76	-0.31	-0.3%	121.61
Range	0.60	0.78	0.18	30.0%	1.57
ATR	0.63	0.64	0.01	1.8%	0.00
Volume	821,551	902,225	80,674	9.8%	2,174,544

Daily Pivots for day following 16-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	123.21	122.77	121.19
R3	122.43	121.99	120.97
R2	121.65	121.65	120.90
R1	121.21	121.21	120.83	121.04
PP	120.87	120.87	120.87	120.79
S1	120.43	120.43	120.69	120.26
S2	120.09	120.09	120.62
S3	119.31	119.65	120.55
S4	118.53	118.87	120.33

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%	0.70	0.6%	38%	False	False	769,447
10	121.74	120.17	1.57	1.3%	0.62	0.5%	38%	False	False	601,935
20	121.74	120.17	1.57	1.3%	0.60	0.5%	38%	False	False	314,803
40	121.74	118.61	3.13	2.6%	0.60	0.5%	69%	False	False	158,451
60	121.74	118.61	3.13	2.6%	0.54	0.5%	69%	False	False	105,654
80	121.74	116.37	5.37	4.4%	0.48	0.4%	82%	False	False	79,274
100	122.08	116.37	5.71	4.7%	0.38	0.3%	77%	False	False	63,445
120	123.48	116.37	7.11	5.9%	0.32	0.3%	62%	False	False	52,969

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	0.16
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124.64
2.618	123.36
1.618	122.58
1.000	122.10
0.618	121.80
HIGH	121.32
0.618	121.02
0.500	120.93
0.382	120.84
LOW	120.54
0.618	120.06
1.000	119.76
1.618	119.28
2.618	118.50
4.250	117.23

Fisher Pivots for day following 16-Sep-2009
Pivot	1 day	3 day
R1	120.93	121.08
PP	120.87	120.97
S1	120.82	120.87

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

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