Euro Bund Future December 2008

Trading Metrics calculated at close of trading on 05-Dec-2008

Day Change Summary
	Previous	Current
	04-Dec-2008	05-Dec-2008	Change	Change %	Previous Week
Open	124.27	123.63	-0.64	-0.5%	121.69
High	124.91	124.34	-0.57	-0.5%	124.91
Low	123.11	123.15	0.04	0.0%	121.53
Close	123.34	123.75	0.41	0.3%	123.75
Range	1.80	1.19	-0.61	-33.9%	3.38
ATR	1.10	1.11	0.01	0.6%	0.00
Volume	1,394,204	536,664	-857,540	-61.5%	4,428,024

Daily Pivots for day following 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	127.32	126.72	124.40
R3	126.13	125.53	124.08
R2	124.94	124.94	123.97
R1	124.34	124.34	123.86	124.64
PP	123.75	123.75	123.75	123.90
S1	123.15	123.15	123.64	123.45
S2	122.56	122.56	123.53
S3	121.37	121.96	123.42
S4	120.18	120.77	123.10

Weekly Pivots for week ending 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	133.54	132.02	125.61
R3	130.16	128.64	124.68
R2	126.78	126.78	124.37
R1	125.26	125.26	124.06	126.02
PP	123.40	123.40	123.40	123.78
S1	121.88	121.88	123.44	122.64
S2	120.02	120.02	123.13
S3	116.64	118.50	122.82
S4	113.26	115.12	121.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.91	121.53	3.38	2.7%	1.42	1.1%	66%	False	False	885,604
10	124.91	119.77	5.14	4.2%	1.11	0.9%	77%	False	False	738,841
20	124.91	117.18	7.73	6.2%	0.98	0.8%	85%	False	False	689,224
40	124.91	113.67	11.24	9.1%	1.00	0.8%	90%	False	False	553,307
60	124.91	112.91	12.00	9.7%	0.98	0.8%	90%	False	False	538,710
80	124.91	112.91	12.00	9.7%	0.93	0.8%	90%	False	False	510,924
100	124.91	109.55	15.36	12.4%	0.85	0.7%	92%	False	False	408,914
120	124.91	109.55	15.36	12.4%	0.80	0.6%	92%	False	False	340,862

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129.40
2.618	127.46
1.618	126.27
1.000	125.53
0.618	125.08
HIGH	124.34
0.618	123.89
0.500	123.75
0.382	123.60
LOW	123.15
0.618	122.41
1.000	121.96
1.618	121.22
2.618	120.03
4.250	118.09

Fisher Pivots for day following 05-Dec-2008
Pivot	1 day	3 day
R1	123.75	124.01
PP	123.75	123.92
S1	123.75	123.84

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

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