Euro Bund Future March 2009

Trading Metrics calculated at close of trading on 04-Nov-2008

Day Change Summary
	Previous	Current
	03-Nov-2008	04-Nov-2008	Change	Change %	Previous Week
Open	116.30	116.78	0.48	0.4%	117.74
High	116.99	116.82	-0.17	-0.1%	117.92
Low	116.00	116.63	0.63	0.5%	116.10
Close	116.71	116.84	0.13	0.1%	116.06
Range	0.99	0.19	-0.80	-80.8%	1.82
ATR	0.94	0.88	-0.05	-5.7%	0.00
Volume	853	1,313	460	53.9%	5,779

Daily Pivots for day following 04-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	117.33	117.28	116.94
R3	117.14	117.09	116.89
R2	116.95	116.95	116.87
R1	116.90	116.90	116.86	116.93
PP	116.76	116.76	116.76	116.78
S1	116.71	116.71	116.82	116.74
S2	116.57	116.57	116.81
S3	116.38	116.52	116.79
S4	116.19	116.33	116.74

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	117.58	116.00	1.58	1.4%	0.82	0.7%	53%	False	False	1,191
10	118.13	116.00	2.13	1.8%	0.87	0.7%	39%	False	False	975
20	118.19	114.18	4.01	3.4%	0.81	0.7%	66%	False	False	953
40	118.19	113.48	4.71	4.0%	0.78	0.7%	71%	False	False	689

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	117.63
2.618	117.32
1.618	117.13
1.000	117.01
0.618	116.94
HIGH	116.82
0.618	116.75
0.500	116.73
0.382	116.70
LOW	116.63
0.618	116.51
1.000	116.44
1.618	116.32
2.618	116.13
4.250	115.82

Fisher Pivots for day following 04-Nov-2008
Pivot	1 day	3 day
R1	116.80	116.82
PP	116.76	116.81
S1	116.73	116.79

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

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