Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 21-Sep-2009

Day Change Summary
	Previous	Current
	18-Sep-2009	21-Sep-2009	Change	Change %	Previous Week
Open	120.67	120.18	-0.49	-0.4%	121.59
High	120.97	120.54	-0.43	-0.4%	121.62
Low	120.08	120.04	-0.04	0.0%	120.08
Close	120.44	120.35	-0.09	-0.1%	120.44
Range	0.89	0.50	-0.39	-43.8%	1.54
ATR	0.65	0.64	-0.01	-1.6%	0.00
Volume	589,479	603,491	14,012	2.4%	3,607,594

Daily Pivots for day following 21-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	121.81	121.58	120.63
R3	121.31	121.08	120.49
R2	120.81	120.81	120.44
R1	120.58	120.58	120.40	120.70
PP	120.31	120.31	120.31	120.37
S1	120.08	120.08	120.30	120.20
S2	119.81	119.81	120.26
S3	119.31	119.58	120.21
S4	118.81	119.08	120.08

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	125.33	124.43	121.29
R3	123.79	122.89	120.86
R2	122.25	122.25	120.72
R1	121.35	121.35	120.58	121.03
PP	120.71	120.71	120.71	120.56
S1	119.81	119.81	120.30	119.49
S2	119.17	119.17	120.16
S3	117.63	118.27	120.02
S4	116.09	116.73	119.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.38	120.04	1.34	1.1%	0.65	0.5%	23%	False	True	741,924
10	121.74	120.04	1.70	1.4%	0.66	0.6%	18%	False	True	638,562
20	121.74	120.04	1.70	1.4%	0.60	0.5%	18%	False	True	413,578
40	121.74	118.61	3.13	2.6%	0.61	0.5%	56%	False	False	208,000
60	121.74	118.61	3.13	2.6%	0.55	0.5%	56%	False	False	138,746
80	121.74	116.37	5.37	4.5%	0.50	0.4%	74%	False	False	104,092
100	121.74	116.37	5.37	4.5%	0.40	0.3%	74%	False	False	83,294
120	123.43	116.37	7.06	5.9%	0.33	0.3%	56%	False	False	69,512

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122.67
2.618	121.85
1.618	121.35
1.000	121.04
0.618	120.85
HIGH	120.54
0.618	120.35
0.500	120.29
0.382	120.23
LOW	120.04
0.618	119.73
1.000	119.54
1.618	119.23
2.618	118.73
4.250	117.92

Fisher Pivots for day following 21-Sep-2009
Pivot	1 day	3 day
R1	120.33	120.51
PP	120.31	120.45
S1	120.29	120.40

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

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