Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 23-Sep-2009

Day Change Summary
	Previous	Current
	22-Sep-2009	23-Sep-2009	Change	Change %	Previous Week
Open	120.13	120.15	0.02	0.0%	121.59
High	120.39	120.81	0.42	0.3%	121.62
Low	119.85	119.97	0.12	0.1%	120.08
Close	120.24	120.48	0.24	0.2%	120.44
Range	0.54	0.84	0.30	55.6%	1.54
ATR	0.63	0.64	0.02	2.4%	0.00
Volume	766,150	715,742	-50,408	-6.6%	3,607,594

Daily Pivots for day following 23-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	122.94	122.55	120.94
R3	122.10	121.71	120.71
R2	121.26	121.26	120.63
R1	120.87	120.87	120.56	121.07
PP	120.42	120.42	120.42	120.52
S1	120.03	120.03	120.40	120.23
S2	119.58	119.58	120.33
S3	118.74	119.19	120.25
S4	117.90	118.35	120.02

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	120.97	119.85	1.12	0.9%	0.65	0.5%	56%	False	False	693,547
10	121.74	119.85	1.89	1.6%	0.68	0.6%	33%	False	False	731,497
20	121.74	119.85	1.89	1.6%	0.62	0.5%	33%	False	False	486,316
40	121.74	118.61	3.13	2.6%	0.62	0.5%	60%	False	False	244,935
60	121.74	118.61	3.13	2.6%	0.56	0.5%	60%	False	False	163,444
80	121.74	116.37	5.37	4.5%	0.52	0.4%	77%	False	False	122,610
100	121.74	116.37	5.37	4.5%	0.42	0.3%	77%	False	False	98,110
120	122.19	116.37	5.82	4.8%	0.35	0.3%	71%	False	False	81,857

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124.38
2.618	123.01
1.618	122.17
1.000	121.65
0.618	121.33
HIGH	120.81
0.618	120.49
0.500	120.39
0.382	120.29
LOW	119.97
0.618	119.45
1.000	119.13
1.618	118.61
2.618	117.77
4.250	116.40

Fisher Pivots for day following 23-Sep-2009
Pivot	1 day	3 day
R1	120.45	120.43
PP	120.42	120.38
S1	120.39	120.33

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

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