Euro Bund Future December 2009

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

Day Change Summary
	Previous	Current
	20-Nov-2009	23-Nov-2009	Change	Change %	Previous Week
Open	122.49	122.56	0.07	0.1%	121.38
High	122.70	122.59	-0.11	-0.1%	122.70
Low	122.21	122.27	0.06	0.0%	121.33
Close	122.56	122.45	-0.11	-0.1%	122.56
Range	0.49	0.32	-0.17	-34.7%	1.37
ATR	0.62	0.60	-0.02	-3.5%	0.00
Volume	680,045	470,352	-209,693	-30.8%	3,364,569

Daily Pivots for day following 23-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	123.40	123.24	122.63
R3	123.08	122.92	122.54
R2	122.76	122.76	122.51
R1	122.60	122.60	122.48	122.52
PP	122.44	122.44	122.44	122.40
S1	122.28	122.28	122.42	122.20
S2	122.12	122.12	122.39
S3	121.80	121.96	122.36
S4	121.48	121.64	122.27

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	126.31	125.80	123.31
R3	124.94	124.43	122.94
R2	123.57	123.57	122.81
R1	123.06	123.06	122.69	123.32
PP	122.20	122.20	122.20	122.32
S1	121.69	121.69	122.43	121.95
S2	120.83	120.83	122.31
S3	119.46	120.32	122.18
S4	118.09	118.95	121.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.70	121.82	0.88	0.7%	0.44	0.4%	72%	False	False	639,345
10	122.70	121.16	1.54	1.3%	0.55	0.5%	84%	False	False	674,308
20	122.70	120.66	2.04	1.7%	0.64	0.5%	88%	False	False	742,136
40	123.04	120.51	2.53	2.1%	0.60	0.5%	77%	False	False	761,158
60	123.04	119.85	3.19	2.6%	0.61	0.5%	82%	False	False	702,859
80	123.04	118.61	4.43	3.6%	0.61	0.5%	87%	False	False	528,923
100	123.04	118.61	4.43	3.6%	0.59	0.5%	87%	False	False	423,295
120	123.04	116.44	6.60	5.4%	0.55	0.5%	91%	False	False	352,758

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	123.95
2.618	123.43
1.618	123.11
1.000	122.91
0.618	122.79
HIGH	122.59
0.618	122.47
0.500	122.43
0.382	122.39
LOW	122.27
0.618	122.07
1.000	121.95
1.618	121.75
2.618	121.43
4.250	120.91

Fisher Pivots for day following 23-Nov-2009
Pivot	1 day	3 day
R1	122.44	122.43
PP	122.44	122.40
S1	122.43	122.38

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

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