Euro Bund Future March 2009

Trading Metrics calculated at close of trading on 08-Oct-2008

Day Change Summary
	Previous	Current
	07-Oct-2008	08-Oct-2008	Change	Change %	Previous Week
Open	117.27	117.99	0.72	0.6%	114.43
High	117.77	118.19	0.42	0.4%	117.11
Low	117.05	116.67	-0.38	-0.3%	114.34
Close	117.47	117.35	-0.12	-0.1%	116.08
Range	0.72	1.52	0.80	111.1%	2.77
ATR	0.83	0.88	0.05	5.9%	0.00
Volume	72	4,615	4,543	6,309.7%	1,968

Daily Pivots for day following 08-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	121.96	121.18	118.19
R3	120.44	119.66	117.77
R2	118.92	118.92	117.63
R1	118.14	118.14	117.49	117.77
PP	117.40	117.40	117.40	117.22
S1	116.62	116.62	117.21	116.25
S2	115.88	115.88	117.07
S3	114.36	115.10	116.93
S4	112.84	113.58	116.51

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	124.15	122.89	117.60
R3	121.38	120.12	116.84
R2	118.61	118.61	116.59
R1	117.35	117.35	116.33	117.98
PP	115.84	115.84	115.84	116.16
S1	114.58	114.58	115.83	115.21
S2	113.07	113.07	115.57
S3	110.30	111.81	115.32
S4	107.53	109.04	114.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.19	115.46	2.73	2.3%	1.01	0.9%	69%	True	False	1,025
10	118.19	113.74	4.45	3.8%	0.96	0.8%	81%	True	False	946
20	118.19	113.48	4.71	4.0%	0.81	0.7%	82%	True	False	655

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	124.65
2.618	122.17
1.618	120.65
1.000	119.71
0.618	119.13
HIGH	118.19
0.618	117.61
0.500	117.43
0.382	117.25
LOW	116.67
0.618	115.73
1.000	115.15
1.618	114.21
2.618	112.69
4.250	110.21

Fisher Pivots for day following 08-Oct-2008
Pivot	1 day	3 day
R1	117.43	117.43
PP	117.40	117.40
S1	117.38	117.38

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

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