Euro Bund Future December 2008

Trading Metrics calculated at close of trading on 26-Jun-2008

Day Change Summary
	Previous	Current
	25-Jun-2008	26-Jun-2008	Change	Change %	Previous Week
Open	110.01	110.20	0.19	0.2%	109.75
High	110.29	111.14	0.85	0.8%	110.33
Low	110.01	110.17	0.16	0.1%	109.40
Close	110.17	110.93	0.76	0.7%	109.98
Range	0.28	0.97	0.69	246.4%	0.93
ATR	0.44	0.47	0.04	8.8%	0.00
Volume	22	241	219	995.5%	1,987

Daily Pivots for day following 26-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	113.66	113.26	111.46
R3	112.69	112.29	111.20
R2	111.72	111.72	111.11
R1	111.32	111.32	111.02	111.52
PP	110.75	110.75	110.75	110.85
S1	110.35	110.35	110.84	110.55
S2	109.78	109.78	110.75
S3	108.81	109.38	110.66
S4	107.84	108.41	110.40

Weekly Pivots for week ending 20-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	112.69	112.27	110.49
R3	111.76	111.34	110.24
R2	110.83	110.83	110.15
R1	110.41	110.41	110.07	110.62
PP	109.90	109.90	109.90	110.01
S1	109.48	109.48	109.89	109.69
S2	108.97	108.97	109.81
S3	108.04	108.55	109.72
S4	107.11	107.62	109.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111.14	109.90	1.24	1.1%	0.31	0.3%	83%	True	False	74
10	111.14	109.40	1.74	1.6%	0.30	0.3%	88%	True	False	232
20	112.98	109.40	3.58	3.2%	0.36	0.3%	43%	False	False	207

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	0.03
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	115.26
2.618	113.68
1.618	112.71
1.000	112.11
0.618	111.74
HIGH	111.14
0.618	110.77
0.500	110.66
0.382	110.54
LOW	110.17
0.618	109.57
1.000	109.20
1.618	108.60
2.618	107.63
4.250	106.05

Fisher Pivots for day following 26-Jun-2008
Pivot	1 day	3 day
R1	110.84	110.81
PP	110.75	110.69
S1	110.66	110.58

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

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