Euro Bund Future December 2007

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

Day Change Summary
	Previous	Current
	05-Sep-2007	06-Sep-2007	Change	Change %	Previous Week
Open	113.18	113.53	0.35	0.3%	113.11
High	113.74	113.80	0.06	0.1%	113.84
Low	113.05	113.43	0.38	0.3%	112.79
Close	113.63	113.75	0.12	0.1%	113.37
Range	0.69	0.37	-0.32	-46.4%	1.05
ATR	0.55	0.54	-0.01	-2.3%	0.00
Volume	1,679,520	1,071,469	-608,051	-36.2%	423,081

Daily Pivots for day following 06-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	114.77	114.63	113.95
R3	114.40	114.26	113.85
R2	114.03	114.03	113.82
R1	113.89	113.89	113.78	113.96
PP	113.66	113.66	113.66	113.70
S1	113.52	113.52	113.72	113.59
S2	113.29	113.29	113.68
S3	112.92	113.15	113.65
S4	112.55	112.78	113.55

Weekly Pivots for week ending 31-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	116.48	115.98	113.95
R3	115.43	114.93	113.66
R2	114.38	114.38	113.56
R1	113.88	113.88	113.47	114.13
PP	113.33	113.33	113.33	113.46
S1	112.83	112.83	113.27	113.08
S2	112.28	112.28	113.18
S3	111.23	111.78	113.08
S4	110.18	110.73	112.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113.80	112.83	0.97	0.9%	0.51	0.5%	95%	True	False	854,653
10	113.84	112.79	1.05	0.9%	0.49	0.4%	91%	False	False	453,552
20	113.84	111.85	1.99	1.7%	0.54	0.5%	95%	False	False	230,874
40	113.84	109.73	4.11	3.6%	0.50	0.4%	98%	False	False	116,395
60	113.84	109.40	4.44	3.9%	0.47	0.4%	98%	False	False	77,932
80	113.84	109.30	4.54	4.0%	0.40	0.4%	98%	False	False	58,769
100	113.84	109.30	4.54	4.0%	0.32	0.3%	98%	False	False	47,117

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.17
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115.37
2.618	114.77
1.618	114.40
1.000	114.17
0.618	114.03
HIGH	113.80
0.618	113.66
0.500	113.62
0.382	113.57
LOW	113.43
0.618	113.20
1.000	113.06
1.618	112.83
2.618	112.46
4.250	111.86

Fisher Pivots for day following 06-Sep-2007
Pivot	1 day	3 day
R1	113.71	113.63
PP	113.66	113.50
S1	113.62	113.38

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

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