Euro Bund Future March 2010

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	119.83	120.08	0.25	0.2%	121.28
High	119.83	120.35	0.52	0.4%	121.30
Low	119.83	119.97	0.14	0.1%	119.96
Close	119.88	120.12	0.24	0.2%	120.15
Range	0.00	0.38	0.38		1.34
ATR	0.34	0.35	0.01	2.9%	0.00
Volume	116	1,176	1,060	913.8%	235

Daily Pivots for day following 23-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	121.29	121.08	120.33
R3	120.91	120.70	120.22
R2	120.53	120.53	120.19
R1	120.32	120.32	120.15	120.43
PP	120.15	120.15	120.15	120.20
S1	119.94	119.94	120.09	120.05
S2	119.77	119.77	120.05
S3	119.39	119.56	120.02
S4	119.01	119.18	119.91

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.49	123.66	120.89
R3	123.15	122.32	120.52
R2	121.81	121.81	120.40
R1	120.98	120.98	120.27	120.73
PP	120.47	120.47	120.47	120.34
S1	119.64	119.64	120.03	119.39
S2	119.13	119.13	119.90
S3	117.79	118.30	119.78
S4	116.45	116.96	119.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120.63	119.83	0.80	0.7%	0.26	0.2%	36%	False	False	292
10	121.30	119.83	1.47	1.2%	0.26	0.2%	20%	False	False	166
20	121.33	119.83	1.50	1.2%	0.23	0.2%	19%	False	False	116

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	0.02
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121.97
2.618	121.34
1.618	120.96
1.000	120.73
0.618	120.58
HIGH	120.35
0.618	120.20
0.500	120.16
0.382	120.12
LOW	119.97
0.618	119.74
1.000	119.59
1.618	119.36
2.618	118.98
4.250	118.36

Fisher Pivots for day following 23-Sep-2009
Pivot	1 day	3 day
R1	120.16	120.11
PP	120.15	120.10
S1	120.13	120.09

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

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