Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 07-Oct-2009

Day Change Summary
	Previous	Current
	06-Oct-2009	07-Oct-2009	Change	Change %	Previous Week
Open	122.54	122.41	-0.13	-0.1%	121.80
High	122.59	122.91	0.32	0.3%	122.97
Low	122.35	122.31	-0.04	0.0%	121.25
Close	122.43	122.79	0.36	0.3%	122.67
Range	0.24	0.60	0.36	150.0%	1.72
ATR	0.61	0.61	0.00	-0.1%	0.00
Volume	595,246	732,808	137,562	23.1%	4,237,201

Daily Pivots for day following 07-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.47	124.23	123.12
R3	123.87	123.63	122.96
R2	123.27	123.27	122.90
R1	123.03	123.03	122.85	123.15
PP	122.67	122.67	122.67	122.73
S1	122.43	122.43	122.74	122.55
S2	122.07	122.07	122.68
S3	121.47	121.83	122.63
S4	120.87	121.23	122.46

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	127.46	126.78	123.62
R3	125.74	125.06	123.14
R2	124.02	124.02	122.99
R1	123.34	123.34	122.83	123.68
PP	122.30	122.30	122.30	122.47
S1	121.62	121.62	122.51	121.96
S2	120.58	120.58	122.35
S3	118.86	119.90	122.20
S4	117.14	118.18	121.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.97	121.51	1.46	1.2%	0.53	0.4%	88%	False	False	765,462
10	122.97	120.66	2.31	1.9%	0.55	0.4%	92%	False	False	760,550
20	122.97	119.85	3.12	2.5%	0.61	0.5%	94%	False	False	746,024
40	122.97	118.74	4.23	3.4%	0.59	0.5%	96%	False	False	434,597
60	122.97	118.61	4.36	3.6%	0.61	0.5%	96%	False	False	290,196
80	122.97	117.54	5.43	4.4%	0.54	0.4%	97%	False	False	217,662
100	122.97	116.37	6.60	5.4%	0.47	0.4%	97%	False	False	174,155
120	122.97	116.37	6.60	5.4%	0.39	0.3%	97%	False	False	145,153

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125.46
2.618	124.48
1.618	123.88
1.000	123.51
0.618	123.28
HIGH	122.91
0.618	122.68
0.500	122.61
0.382	122.54
LOW	122.31
0.618	121.94
1.000	121.71
1.618	121.34
2.618	120.74
4.250	119.76

Fisher Pivots for day following 07-Oct-2009
Pivot	1 day	3 day
R1	122.73	122.73
PP	122.67	122.67
S1	122.61	122.61

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

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