Euro Bund Future March 2009

Trading Metrics calculated at close of trading on 31-Oct-2008

Day Change Summary
	Previous	Current
	30-Oct-2008	31-Oct-2008	Change	Change %	Previous Week
Open	116.65	117.29	0.64	0.5%	117.74
High	117.36	117.58	0.22	0.2%	117.92
Low	116.42	116.10	-0.32	-0.3%	116.10
Close	117.34	116.06	-1.28	-1.1%	116.06
Range	0.94	1.48	0.54	57.4%	1.82
ATR	0.89	0.93	0.04	4.8%	0.00
Volume	923	838	-85	-9.2%	5,779

Daily Pivots for day following 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	121.02	120.02	116.87
R3	119.54	118.54	116.47
R2	118.06	118.06	116.33
R1	117.06	117.06	116.20	116.82
PP	116.58	116.58	116.58	116.46
S1	115.58	115.58	115.92	115.34
S2	115.10	115.10	115.79
S3	113.62	114.10	115.65
S4	112.14	112.62	115.25

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	122.15	120.93	117.06
R3	120.33	119.11	116.56
R2	118.51	118.51	116.39
R1	117.29	117.29	116.23	116.99
PP	116.69	116.69	116.69	116.55
S1	115.47	115.47	115.89	115.17
S2	114.87	114.87	115.73
S3	113.05	113.65	115.56
S4	111.23	111.83	115.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117.92	116.10	1.82	1.6%	0.92	0.8%	-2%	False	True	1,155
10	118.13	114.76	3.37	2.9%	0.88	0.8%	39%	False	False	1,084
20	118.19	114.18	4.01	3.5%	0.84	0.7%	47%	False	False	861
40	118.19	113.48	4.71	4.1%	0.79	0.7%	55%	False	False	653

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	0.17
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	123.87
2.618	121.45
1.618	119.97
1.000	119.06
0.618	118.49
HIGH	117.58
0.618	117.01
0.500	116.84
0.382	116.67
LOW	116.10
0.618	115.19
1.000	114.62
1.618	113.71
2.618	112.23
4.250	109.81

Fisher Pivots for day following 31-Oct-2008
Pivot	1 day	3 day
R1	116.84	116.84
PP	116.58	116.58
S1	116.32	116.32

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

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