Euro Bund Future December 2008

Trading Metrics calculated at close of trading on 03-Nov-2008

Day Change Summary
	Previous	Current
	31-Oct-2008	03-Nov-2008	Change	Change %	Previous Week
Open	117.31	116.04	-1.27	-1.1%	117.22
High	117.46	116.94	-0.52	-0.4%	117.53
Low	115.88	115.96	0.08	0.1%	115.88
Close	115.93	116.57	0.64	0.6%	115.93
Range	1.58	0.98	-0.60	-38.0%	1.65
ATR	1.14	1.13	-0.01	-0.8%	0.00
Volume	866,651	492,745	-373,906	-43.1%	3,437,909

Daily Pivots for day following 03-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	119.43	118.98	117.11
R3	118.45	118.00	116.84
R2	117.47	117.47	116.75
R1	117.02	117.02	116.66	117.25
PP	116.49	116.49	116.49	116.60
S1	116.04	116.04	116.48	116.27
S2	115.51	115.51	116.39
S3	114.53	115.06	116.30
S4	113.55	114.08	116.03

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	121.40	120.31	116.84
R3	119.75	118.66	116.38
R2	118.10	118.10	116.23
R1	117.01	117.01	116.08	116.73
PP	116.45	116.45	116.45	116.31
S1	115.36	115.36	115.78	115.08
S2	114.80	114.80	115.63
S3	113.15	113.71	115.48
S4	111.50	112.06	115.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117.53	115.88	1.65	1.4%	1.09	0.9%	42%	False	False	677,494
10	117.72	114.25	3.47	3.0%	0.96	0.8%	67%	False	False	575,275
20	117.82	113.67	4.15	3.6%	1.07	0.9%	70%	False	False	287,637
40	117.82	112.91	4.91	4.2%	0.98	0.8%	75%	False	False	502,628
60	117.82	112.91	4.91	4.2%	0.88	0.8%	75%	False	False	408,300
80	117.82	109.55	8.27	7.1%	0.80	0.7%	85%	False	False	306,458
100	117.82	109.40	8.42	7.2%	0.74	0.6%	85%	False	False	245,259
120	117.82	109.40	8.42	7.2%	0.65	0.6%	85%	False	False	204,419

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121.11
2.618	119.51
1.618	118.53
1.000	117.92
0.618	117.55
HIGH	116.94
0.618	116.57
0.500	116.45
0.382	116.33
LOW	115.96
0.618	115.35
1.000	114.98
1.618	114.37
2.618	113.39
4.250	111.80

Fisher Pivots for day following 03-Nov-2008
Pivot	1 day	3 day
R1	116.53	116.67
PP	116.49	116.64
S1	116.45	116.60

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

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