Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 02-Nov-2009

Day Change Summary
	Previous	Current
	30-Oct-2009	02-Nov-2009	Change	Change %	Previous Week
Open	121.20	121.98	0.78	0.6%	120.69
High	122.14	122.12	-0.02	0.0%	122.14
Low	121.20	121.77	0.57	0.5%	120.51
Close	121.90	121.91	0.01	0.0%	121.90
Range	0.94	0.35	-0.59	-62.8%	1.63
ATR	0.66	0.63	-0.02	-3.3%	0.00
Volume	918,983	646,772	-272,211	-29.6%	4,178,135

Daily Pivots for day following 02-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	122.98	122.80	122.10
R3	122.63	122.45	122.01
R2	122.28	122.28	121.97
R1	122.10	122.10	121.94	122.02
PP	121.93	121.93	121.93	121.89
S1	121.75	121.75	121.88	121.67
S2	121.58	121.58	121.85
S3	121.23	121.40	121.81
S4	120.88	121.05	121.72

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	126.41	125.78	122.80
R3	124.78	124.15	122.35
R2	123.15	123.15	122.20
R1	122.52	122.52	122.05	122.84
PP	121.52	121.52	121.52	121.67
S1	120.89	120.89	121.75	121.21
S2	119.89	119.89	121.60
S3	118.26	119.26	121.45
S4	116.63	117.63	121.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.14	120.72	1.42	1.2%	0.70	0.6%	84%	False	False	820,985
10	122.14	120.51	1.63	1.3%	0.65	0.5%	86%	False	False	822,573
20	123.04	120.51	2.53	2.1%	0.60	0.5%	55%	False	False	775,385
40	123.04	119.85	3.19	2.6%	0.62	0.5%	65%	False	False	741,317
60	123.04	118.70	4.34	3.6%	0.60	0.5%	74%	False	False	526,082
80	123.04	118.61	4.43	3.6%	0.60	0.5%	74%	False	False	394,893
100	123.04	117.52	5.52	4.5%	0.56	0.5%	80%	False	False	315,928
120	123.04	116.37	6.67	5.5%	0.48	0.4%	83%	False	False	263,295

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	0.10
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	123.61
2.618	123.04
1.618	122.69
1.000	122.47
0.618	122.34
HIGH	122.12
0.618	121.99
0.500	121.95
0.382	121.90
LOW	121.77
0.618	121.55
1.000	121.42
1.618	121.20
2.618	120.85
4.250	120.28

Fisher Pivots for day following 02-Nov-2009
Pivot	1 day	3 day
R1	121.95	121.79
PP	121.93	121.68
S1	121.92	121.56

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

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