Euro Bund Future December 2007

Trading Metrics calculated at close of trading on 17-Sep-2007

Day Change Summary
	Previous	Current
	14-Sep-2007	17-Sep-2007	Change	Change %	Previous Week
Open	114.19	113.99	-0.20	-0.2%	114.49
High	114.46	114.37	-0.09	-0.1%	114.98
Low	113.93	113.91	-0.02	0.0%	113.93
Close	114.06	114.11	0.05	0.0%	114.06
Range	0.53	0.46	-0.07	-13.2%	1.05
ATR	0.56	0.55	-0.01	-1.2%	0.00
Volume	1,117,992	899,671	-218,321	-19.5%	5,705,096

Daily Pivots for day following 17-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	115.51	115.27	114.36
R3	115.05	114.81	114.24
R2	114.59	114.59	114.19
R1	114.35	114.35	114.15	114.47
PP	114.13	114.13	114.13	114.19
S1	113.89	113.89	114.07	114.01
S2	113.67	113.67	114.03
S3	113.21	113.43	113.98
S4	112.75	112.97	113.86

Weekly Pivots for week ending 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	117.47	116.82	114.64
R3	116.42	115.77	114.35
R2	115.37	115.37	114.25
R1	114.72	114.72	114.16	114.52
PP	114.32	114.32	114.32	114.23
S1	113.67	113.67	113.96	113.47
S2	113.27	113.27	113.87
S3	112.22	112.62	113.77
S4	111.17	111.57	113.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114.79	113.91	0.88	0.8%	0.47	0.4%	23%	False	True	1,082,575
10	114.98	112.96	2.02	1.8%	0.55	0.5%	57%	False	False	1,168,054
20	114.98	112.49	2.49	2.2%	0.53	0.5%	65%	False	False	624,986
40	114.98	111.49	3.49	3.1%	0.51	0.4%	75%	False	False	314,316
60	114.98	109.40	5.58	4.9%	0.49	0.4%	84%	False	False	210,009
80	114.98	109.30	5.68	5.0%	0.45	0.4%	85%	False	False	157,807
100	114.98	109.30	5.68	5.0%	0.36	0.3%	85%	False	False	126,318
120	115.00	109.30	5.70	5.0%	0.30	0.3%	84%	False	False	105,364

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	0.13
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116.33
2.618	115.57
1.618	115.11
1.000	114.83
0.618	114.65
HIGH	114.37
0.618	114.19
0.500	114.14
0.382	114.09
LOW	113.91
0.618	113.63
1.000	113.45
1.618	113.17
2.618	112.71
4.250	111.96

Fisher Pivots for day following 17-Sep-2007
Pivot	1 day	3 day
R1	114.14	114.27
PP	114.13	114.21
S1	114.12	114.16

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

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