Euro Bund Future December 2007

Trading Metrics calculated at close of trading on 23-May-2007

Day Change Summary
	Previous	Current
	22-May-2007	23-May-2007	Change	Change %	Previous Week
Open	112.26	112.20	-0.06	-0.1%	112.81
High	112.26	112.20	-0.06	-0.1%	112.81
Low	112.26	112.17	-0.09	-0.1%	112.44
Close	112.26	112.06	-0.20	-0.2%	112.56
Range	0.00	0.03	0.03		0.37
ATR	0.17	0.16	-0.01	-3.3%	0.00
Volume	832	221	-611	-73.4%	619

Daily Pivots for day following 23-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	112.23	112.18	112.08
R3	112.20	112.15	112.07
R2	112.17	112.17	112.07
R1	112.12	112.12	112.06	112.13
PP	112.14	112.14	112.14	112.15
S1	112.09	112.09	112.06	112.10
S2	112.11	112.11	112.05
S3	112.08	112.06	112.05
S4	112.05	112.03	112.04

Weekly Pivots for week ending 18-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	113.71	113.51	112.76
R3	113.34	113.14	112.66
R2	112.97	112.97	112.63
R1	112.77	112.77	112.59	112.69
PP	112.60	112.60	112.60	112.56
S1	112.40	112.40	112.53	112.32
S2	112.23	112.23	112.49
S3	111.86	112.03	112.46
S4	111.49	111.66	112.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112.47	112.17	0.30	0.3%	0.01	0.0%	-37%	False	True	448
10	113.29	112.17	1.12	1.0%	0.00	0.0%	-10%	False	True	398
20	113.69	112.17	1.52	1.4%	0.00	0.0%	-7%	False	True	369
40	115.26	112.17	3.09	2.8%	0.00	0.0%	-4%	False	True	548

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	112.33
2.618	112.28
1.618	112.25
1.000	112.23
0.618	112.22
HIGH	112.20
0.618	112.19
0.500	112.19
0.382	112.18
LOW	112.17
0.618	112.15
1.000	112.14
1.618	112.12
2.618	112.09
4.250	112.04

Fisher Pivots for day following 23-May-2007
Pivot	1 day	3 day
R1	112.19	112.27
PP	112.14	112.20
S1	112.10	112.13

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

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