Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 19-Oct-2009

Day Change Summary
	Previous	Current
	16-Oct-2009	19-Oct-2009	Change	Change %	Previous Week
Open	121.25	121.34	0.09	0.1%	122.00
High	121.58	121.46	-0.12	-0.1%	122.60
Low	121.06	121.10	0.04	0.0%	121.06
Close	121.46	121.30	-0.16	-0.1%	121.46
Range	0.52	0.36	-0.16	-30.8%	1.54
ATR	0.64	0.62	-0.02	-3.1%	0.00
Volume	767,757	436,369	-331,388	-43.2%	3,927,908

Daily Pivots for day following 19-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	122.37	122.19	121.50
R3	122.01	121.83	121.40
R2	121.65	121.65	121.37
R1	121.47	121.47	121.33	121.38
PP	121.29	121.29	121.29	121.24
S1	121.11	121.11	121.27	121.02
S2	120.93	120.93	121.23
S3	120.57	120.75	121.20
S4	120.21	120.39	121.10

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	126.33	125.43	122.31
R3	124.79	123.89	121.88
R2	123.25	123.25	121.74
R1	122.35	122.35	121.60	122.03
PP	121.71	121.71	121.71	121.55
S1	120.81	120.81	121.32	120.49
S2	120.17	120.17	121.18
S3	118.63	119.27	121.04
S4	117.09	117.73	120.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.60	121.06	1.54	1.3%	0.50	0.4%	16%	False	False	759,089
10	123.04	121.06	1.98	1.6%	0.56	0.5%	12%	False	False	728,198
20	123.04	119.85	3.19	2.6%	0.58	0.5%	45%	False	False	752,066
40	123.04	119.85	3.19	2.6%	0.59	0.5%	45%	False	False	582,822
60	123.04	118.61	4.43	3.7%	0.60	0.5%	61%	False	False	389,356
80	123.04	118.61	4.43	3.7%	0.56	0.5%	61%	False	False	292,076
100	123.04	116.37	6.67	5.5%	0.52	0.4%	74%	False	False	233,687
120	123.04	116.37	6.67	5.5%	0.43	0.4%	74%	False	False	194,756

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 9 trading days

Fibonacci Retracements and Extensions
4.250	122.99
2.618	122.40
1.618	122.04
1.000	121.82
0.618	121.68
HIGH	121.46
0.618	121.32
0.500	121.28
0.382	121.24
LOW	121.10
0.618	120.88
1.000	120.74
1.618	120.52
2.618	120.16
4.250	119.57

Fisher Pivots for day following 19-Oct-2009
Pivot	1 day	3 day
R1	121.29	121.41
PP	121.29	121.37
S1	121.28	121.34

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

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