Euro Bund Future December 2007

Trading Metrics calculated at close of trading on 09-Aug-2007

Day Change Summary
	Previous	Current
	08-Aug-2007	09-Aug-2007	Change	Change %	Previous Week
Open	112.10	111.78	-0.32	-0.3%	112.50
High	112.15	112.36	0.21	0.2%	112.96
Low	111.65	111.78	0.13	0.1%	112.03
Close	111.73	112.01	0.28	0.3%	112.58
Range	0.50	0.58	0.08	16.0%	0.93
ATR	0.50	0.51	0.01	1.9%	0.00
Volume	2,253	396	-1,857	-82.4%	13,970

Daily Pivots for day following 09-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	113.79	113.48	112.33
R3	113.21	112.90	112.17
R2	112.63	112.63	112.12
R1	112.32	112.32	112.06	112.48
PP	112.05	112.05	112.05	112.13
S1	111.74	111.74	111.96	111.90
S2	111.47	111.47	111.90
S3	110.89	111.16	111.85
S4	110.31	110.58	111.69

Weekly Pivots for week ending 03-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	115.31	114.88	113.09
R3	114.38	113.95	112.84
R2	113.45	113.45	112.75
R1	113.02	113.02	112.67	113.24
PP	112.52	112.52	112.52	112.63
S1	112.09	112.09	112.49	112.31
S2	111.59	111.59	112.41
S3	110.66	111.16	112.32
S4	109.73	110.23	112.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112.82	111.65	1.17	1.0%	0.44	0.4%	31%	False	False	1,305
10	112.96	111.65	1.31	1.2%	0.44	0.4%	27%	False	False	2,602
20	112.96	109.73	3.23	2.9%	0.46	0.4%	71%	False	False	1,915
40	112.96	109.40	3.56	3.2%	0.43	0.4%	73%	False	False	1,461
60	112.96	109.30	3.66	3.3%	0.35	0.3%	74%	False	False	1,401
80	113.69	109.30	4.39	3.9%	0.27	0.2%	62%	False	False	1,178

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.07
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	114.83
2.618	113.88
1.618	113.30
1.000	112.94
0.618	112.72
HIGH	112.36
0.618	112.14
0.500	112.07
0.382	112.00
LOW	111.78
0.618	111.42
1.000	111.20
1.618	110.84
2.618	110.26
4.250	109.32

Fisher Pivots for day following 09-Aug-2007
Pivot	1 day	3 day
R1	112.07	112.03
PP	112.05	112.02
S1	112.03	112.02

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

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