Euro Bund Future June 2010

Trading Metrics calculated at close of trading on 14-Dec-2009

Day Change Summary
	Previous	Current
	11-Dec-2009	14-Dec-2009	Change	Change %	Previous Week
Open	121.55	121.62	0.07	0.1%	121.52
High	121.55	121.66	0.11	0.1%	122.23
Low	121.11	121.48	0.37	0.3%	121.11
Close	121.30	121.58	0.28	0.2%	121.30
Range	0.44	0.18	-0.26	-59.1%	1.12
ATR	0.36	0.36	0.00	0.1%	0.00
Volume	41	6	-35	-85.4%	146

Daily Pivots for day following 14-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	122.11	122.03	121.68
R3	121.93	121.85	121.63
R2	121.75	121.75	121.61
R1	121.67	121.67	121.60	121.62
PP	121.57	121.57	121.57	121.55
S1	121.49	121.49	121.56	121.44
S2	121.39	121.39	121.55
S3	121.21	121.31	121.53
S4	121.03	121.13	121.48

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.91	124.22	121.92
R3	123.79	123.10	121.61
R2	122.67	122.67	121.51
R1	121.98	121.98	121.40	121.77
PP	121.55	121.55	121.55	121.44
S1	120.86	120.86	121.20	120.65
S2	120.43	120.43	121.09
S3	119.31	119.74	120.99
S4	118.19	118.62	120.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.23	121.11	1.12	0.9%	0.39	0.3%	42%	False	False	29
10	122.66	121.11	1.55	1.3%	0.21	0.2%	30%	False	False	67
20	122.66	120.55	2.11	1.7%	0.10	0.1%	49%	False	False	78
40	122.66	119.80	2.86	2.4%	0.05	0.0%	62%	False	False	84

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.04
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122.43
2.618	122.13
1.618	121.95
1.000	121.84
0.618	121.77
HIGH	121.66
0.618	121.59
0.500	121.57
0.382	121.55
LOW	121.48
0.618	121.37
1.000	121.30
1.618	121.19
2.618	121.01
4.250	120.72

Fisher Pivots for day following 14-Dec-2009
Pivot	1 day	3 day
R1	121.58	121.56
PP	121.57	121.54
S1	121.57	121.52

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

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