Euro Bund Future December 2008

Trading Metrics calculated at close of trading on 11-Nov-2008

Day Change Summary
	Previous	Current
	10-Nov-2008	11-Nov-2008	Change	Change %	Previous Week
Open	117.54	117.93	0.39	0.3%	116.04
High	117.96	118.11	0.15	0.1%	118.01
Low	117.18	117.56	0.38	0.3%	115.96
Close	117.87	118.04	0.17	0.1%	117.74
Range	0.78	0.55	-0.23	-29.5%	2.05
ATR	1.05	1.01	-0.04	-3.4%	0.00
Volume	404,250	461,929	57,679	14.3%	3,087,818

Daily Pivots for day following 11-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	119.55	119.35	118.34
R3	119.00	118.80	118.19
R2	118.45	118.45	118.14
R1	118.25	118.25	118.09	118.35
PP	117.90	117.90	117.90	117.96
S1	117.70	117.70	117.99	117.80
S2	117.35	117.35	117.94
S3	116.80	117.15	117.89
S4	116.25	116.60	117.74

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	123.39	122.61	118.87
R3	121.34	120.56	118.30
R2	119.29	119.29	118.12
R1	118.51	118.51	117.93	118.90
PP	117.24	117.24	117.24	117.43
S1	116.46	116.46	117.55	116.85
S2	115.19	115.19	117.36
S3	113.14	114.41	117.18
S4	111.09	112.36	116.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.11	116.01	2.10	1.8%	0.86	0.7%	97%	True	False	597,556
10	118.11	115.88	2.23	1.9%	0.92	0.8%	97%	True	False	608,048
20	118.11	113.67	4.44	3.8%	0.93	0.8%	98%	True	False	460,700
40	118.11	112.91	5.20	4.4%	0.97	0.8%	99%	True	False	451,798
60	118.11	112.91	5.20	4.4%	0.92	0.8%	99%	True	False	465,889
80	118.11	109.55	8.56	7.3%	0.82	0.7%	99%	True	False	349,655
100	118.11	109.55	8.56	7.3%	0.78	0.7%	99%	True	False	279,851
120	118.11	109.40	8.71	7.4%	0.70	0.6%	99%	True	False	233,246

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	120.45
2.618	119.55
1.618	119.00
1.000	118.66
0.618	118.45
HIGH	118.11
0.618	117.90
0.500	117.84
0.382	117.77
LOW	117.56
0.618	117.22
1.000	117.01
1.618	116.67
2.618	116.12
4.250	115.22

Fisher Pivots for day following 11-Nov-2008
Pivot	1 day	3 day
R1	117.97	117.91
PP	117.90	117.78
S1	117.84	117.65

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

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