Euro Bund Future December 2007

Trading Metrics calculated at close of trading on 06-Jul-2007

Day Change Summary
	Previous	Current
	05-Jul-2007	06-Jul-2007	Change	Change %	Previous Week
Open	109.95	109.60	-0.35	-0.3%	110.65
High	110.02	109.73	-0.29	-0.3%	111.14
Low	109.75	109.40	-0.35	-0.3%	109.40
Close	109.84	109.53	-0.31	-0.3%	109.53
Range	0.27	0.33	0.06	22.2%	1.74
ATR	0.41	0.42	0.00	0.4%	0.00
Volume	6,666	2,612	-4,054	-60.8%	14,819

Daily Pivots for day following 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	110.54	110.37	109.71
R3	110.21	110.04	109.62
R2	109.88	109.88	109.59
R1	109.71	109.71	109.56	109.63
PP	109.55	109.55	109.55	109.52
S1	109.38	109.38	109.50	109.30
S2	109.22	109.22	109.47
S3	108.89	109.05	109.44
S4	108.56	108.72	109.35

Weekly Pivots for week ending 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	115.24	114.13	110.49
R3	113.50	112.39	110.01
R2	111.76	111.76	109.85
R1	110.65	110.65	109.69	110.34
PP	110.02	110.02	110.02	109.87
S1	108.91	108.91	109.37	108.60
S2	108.28	108.28	109.21
S3	106.54	107.17	109.05
S4	104.80	105.43	108.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111.14	109.40	1.74	1.6%	0.41	0.4%	7%	False	True	2,963
10	111.14	109.40	1.74	1.6%	0.34	0.3%	7%	False	True	1,610
20	111.14	109.30	1.84	1.7%	0.38	0.3%	13%	False	False	1,369
40	113.29	109.30	3.99	3.6%	0.25	0.2%	6%	False	False	1,085
60	113.69	109.30	4.39	4.0%	0.16	0.1%	5%	False	False	922

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.06
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111.13
2.618	110.59
1.618	110.26
1.000	110.06
0.618	109.93
HIGH	109.73
0.618	109.60
0.500	109.57
0.382	109.53
LOW	109.40
0.618	109.20
1.000	109.07
1.618	108.87
2.618	108.54
4.250	108.00

Fisher Pivots for day following 06-Jul-2007
Pivot	1 day	3 day
R1	109.57	109.92
PP	109.55	109.79
S1	109.54	109.66

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

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