Extreme points of the set of quantum states with bounded energy

We show that for any energy observable every extreme point of the set of quantum states with bounded energy is a pure state. This allows us to write every state with bounded energy in terms of a continuous convex combination of pure states of bounded energy. Furthermore, we prove that any quantum state with finite energy can be represented as a continuous convex combination of pure states with the same energy. We discuss examples from quantum information theory.
Comment: Preliminary version. Any comments and references are welcome