Euro Bund Future December 2008

Trading Metrics calculated at close of trading on 17-Nov-2008

Day Change Summary
	Previous	Current
	14-Nov-2008	17-Nov-2008	Change	Change %	Previous Week
Open	118.15	118.61	0.46	0.4%	117.54
High	118.82	118.84	0.02	0.0%	118.82
Low	117.78	118.39	0.61	0.5%	117.18
Close	118.76	118.74	-0.02	0.0%	118.76
Range	1.04	0.45	-0.59	-56.7%	1.64
ATR	0.99	0.95	-0.04	-3.9%	0.00
Volume	583,770	394,474	-189,296	-32.4%	2,847,600

Daily Pivots for day following 17-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	120.01	119.82	118.99
R3	119.56	119.37	118.86
R2	119.11	119.11	118.82
R1	118.92	118.92	118.78	119.02
PP	118.66	118.66	118.66	118.70
S1	118.47	118.47	118.70	118.57
S2	118.21	118.21	118.66
S3	117.76	118.02	118.62
S4	117.31	117.57	118.49

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	123.17	122.61	119.66
R3	121.53	120.97	119.21
R2	119.89	119.89	119.06
R1	119.33	119.33	118.91	119.61
PP	118.25	118.25	118.25	118.40
S1	117.69	117.69	118.61	117.97
S2	116.61	116.61	118.46
S3	114.97	116.05	118.31
S4	113.33	114.41	117.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.84	117.56	1.28	1.1%	0.74	0.6%	92%	True	False	567,564
10	118.84	116.01	2.83	2.4%	0.81	0.7%	96%	True	False	583,714
20	118.84	114.25	4.59	3.9%	0.89	0.7%	98%	True	False	579,495
40	118.84	113.21	5.63	4.7%	0.95	0.8%	98%	True	False	488,108
60	118.84	112.91	5.93	5.0%	0.92	0.8%	98%	True	False	504,812
80	118.84	110.81	8.03	6.8%	0.83	0.7%	99%	True	False	379,333
100	118.84	109.55	9.29	7.8%	0.79	0.7%	99%	True	False	303,602
120	118.84	109.40	9.44	8.0%	0.72	0.6%	99%	True	False	253,032

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	120.75
2.618	120.02
1.618	119.57
1.000	119.29
0.618	119.12
HIGH	118.84
0.618	118.67
0.500	118.62
0.382	118.56
LOW	118.39
0.618	118.11
1.000	117.94
1.618	117.66
2.618	117.21
4.250	116.48

Fisher Pivots for day following 17-Nov-2008
Pivot	1 day	3 day
R1	118.70	118.60
PP	118.66	118.45
S1	118.62	118.31

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

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