Euro Bund Future March 2010

Trading Metrics calculated at close of trading on 01-Oct-2009

Day Change Summary
	Previous	Current
	30-Sep-2009	01-Oct-2009	Change	Change %	Previous Week
Open	121.41	121.53	0.12	0.1%	120.04
High	121.77	122.23	0.46	0.4%	121.38
Low	121.41	121.42	0.01	0.0%	119.83
Close	121.69	122.13	0.44	0.4%	121.20
Range	0.36	0.81	0.45	125.0%	1.55
ATR	0.38	0.41	0.03	8.0%	0.00
Volume	147	27	-120	-81.6%	1,414

Daily Pivots for day following 01-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.36	124.05	122.58
R3	123.55	123.24	122.35
R2	122.74	122.74	122.28
R1	122.43	122.43	122.20	122.59
PP	121.93	121.93	121.93	122.00
S1	121.62	121.62	122.06	121.78
S2	121.12	121.12	121.98
S3	120.31	120.81	121.91
S4	119.50	120.00	121.68

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	125.45	124.88	122.05
R3	123.90	123.33	121.63
R2	122.35	122.35	121.48
R1	121.78	121.78	121.34	122.07
PP	120.80	120.80	120.80	120.95
S1	120.23	120.23	121.06	120.52
S2	119.25	119.25	120.92
S3	117.70	118.68	120.77
S4	116.15	117.13	120.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.23	120.68	1.55	1.3%	0.50	0.4%	94%	True	False	178
10	122.23	119.83	2.40	2.0%	0.40	0.3%	96%	True	False	225
20	122.23	119.83	2.40	2.0%	0.35	0.3%	96%	True	False	138
40	122.23	118.50	3.73	3.1%	0.19	0.2%	97%	True	False	117

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.07
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	125.67
2.618	124.35
1.618	123.54
1.000	123.04
0.618	122.73
HIGH	122.23
0.618	121.92
0.500	121.83
0.382	121.73
LOW	121.42
0.618	120.92
1.000	120.61
1.618	120.11
2.618	119.30
4.250	117.98

Fisher Pivots for day following 01-Oct-2009
Pivot	1 day	3 day
R1	122.03	121.98
PP	121.93	121.82
S1	121.83	121.67

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

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