Euro Bund Future March 2009

Trading Metrics calculated at close of trading on 27-Oct-2008

Day Change Summary
	Previous	Current
	24-Oct-2008	27-Oct-2008	Change	Change %	Previous Week
Open	117.36	117.74	0.38	0.3%	114.78
High	118.13	117.92	-0.21	-0.2%	118.13
Low	117.36	117.24	-0.12	-0.1%	114.76
Close	117.51	117.44	-0.07	-0.1%	117.51
Range	0.77	0.68	-0.09	-11.7%	3.37
ATR	0.93	0.91	-0.02	-1.9%	0.00
Volume	216	1,686	1,470	680.6%	5,064

Daily Pivots for day following 27-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	119.57	119.19	117.81
R3	118.89	118.51	117.63
R2	118.21	118.21	117.56
R1	117.83	117.83	117.50	117.68
PP	117.53	117.53	117.53	117.46
S1	117.15	117.15	117.38	117.00
S2	116.85	116.85	117.32
S3	116.17	116.47	117.25
S4	115.49	115.79	117.07

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	126.91	125.58	119.36
R3	123.54	122.21	118.44
R2	120.17	120.17	118.13
R1	118.84	118.84	117.82	119.51
PP	116.80	116.80	116.80	117.13
S1	115.47	115.47	117.20	116.14
S2	113.43	113.43	116.89
S3	110.06	112.10	116.58
S4	106.69	108.73	115.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.13	115.27	2.86	2.4%	0.87	0.7%	76%	False	False	1,346
10	118.13	114.18	3.95	3.4%	0.71	0.6%	83%	False	False	801
20	118.19	114.18	4.01	3.4%	0.81	0.7%	81%	False	False	733
40	118.19	113.48	4.71	4.0%	0.69	0.6%	84%	False	False	591

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.08
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120.81
2.618	119.70
1.618	119.02
1.000	118.60
0.618	118.34
HIGH	117.92
0.618	117.66
0.500	117.58
0.382	117.50
LOW	117.24
0.618	116.82
1.000	116.56
1.618	116.14
2.618	115.46
4.250	114.35

Fisher Pivots for day following 27-Oct-2008
Pivot	1 day	3 day
R1	117.58	117.49
PP	117.53	117.47
S1	117.49	117.46

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

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