Euro Bund Future December 2008

Trading Metrics calculated at close of trading on 30-Jul-2008

Day Change Summary
	Previous	Current
	29-Jul-2008	30-Jul-2008	Change	Change %	Previous Week
Open	111.02	111.54	0.52	0.5%	110.49
High	111.43	112.04	0.61	0.5%	111.06
Low	110.81	111.36	0.55	0.5%	109.55
Close	111.37	111.78	0.41	0.4%	110.34
Range	0.62	0.68	0.06	9.7%	1.51
ATR	0.67	0.67	0.00	0.1%	0.00
Volume	1,619	673	-946	-58.4%	2,163

Daily Pivots for day following 30-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	113.77	113.45	112.15
R3	113.09	112.77	111.97
R2	112.41	112.41	111.90
R1	112.09	112.09	111.84	112.25
PP	111.73	111.73	111.73	111.81
S1	111.41	111.41	111.72	111.57
S2	111.05	111.05	111.66
S3	110.37	110.73	111.59
S4	109.69	110.05	111.41

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114.85	114.10	111.17
R3	113.34	112.59	110.76
R2	111.83	111.83	110.62
R1	111.08	111.08	110.48	110.70
PP	110.32	110.32	110.32	110.13
S1	109.57	109.57	110.20	109.19
S2	108.81	108.81	110.06
S3	107.30	108.06	109.92
S4	105.79	106.55	109.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112.04	109.87	2.17	1.9%	0.75	0.7%	88%	True	False	756
10	112.04	109.55	2.49	2.2%	0.63	0.6%	90%	True	False	514
20	112.49	109.55	2.94	2.6%	0.66	0.6%	76%	False	False	767
40	112.98	109.40	3.58	3.2%	0.54	0.5%	66%	False	False	485

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	0.07
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114.93
2.618	113.82
1.618	113.14
1.000	112.72
0.618	112.46
HIGH	112.04
0.618	111.78
0.500	111.70
0.382	111.62
LOW	111.36
0.618	110.94
1.000	110.68
1.618	110.26
2.618	109.58
4.250	108.47

Fisher Pivots for day following 30-Jul-2008
Pivot	1 day	3 day
R1	111.75	111.57
PP	111.73	111.36
S1	111.70	111.16

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

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