Euro Bund Future December 2007

Trading Metrics calculated at close of trading on 21-Sep-2007

Day Change Summary
	Previous	Current
	20-Sep-2007	21-Sep-2007	Change	Change %	Previous Week
Open	112.98	112.41	-0.57	-0.5%	113.99
High	113.24	112.64	-0.60	-0.5%	114.37
Low	112.28	112.24	-0.04	0.0%	112.24
Close	112.69	112.50	-0.19	-0.2%	112.50
Range	0.96	0.40	-0.56	-58.3%	2.13
ATR	0.61	0.60	-0.01	-1.9%	0.00
Volume	1,376,946	1,052,431	-324,515	-23.6%	6,174,753

Daily Pivots for day following 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	113.66	113.48	112.72
R3	113.26	113.08	112.61
R2	112.86	112.86	112.57
R1	112.68	112.68	112.54	112.77
PP	112.46	112.46	112.46	112.51
S1	112.28	112.28	112.46	112.37
S2	112.06	112.06	112.43
S3	111.66	111.88	112.39
S4	111.26	111.48	112.28

Weekly Pivots for week ending 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	119.43	118.09	113.67
R3	117.30	115.96	113.09
R2	115.17	115.17	112.89
R1	113.83	113.83	112.70	113.44
PP	113.04	113.04	113.04	112.84
S1	111.70	111.70	112.30	111.31
S2	110.91	110.91	112.11
S3	108.78	109.57	111.91
S4	106.65	107.44	111.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114.37	112.24	2.13	1.9%	0.68	0.6%	12%	False	True	1,234,950
10	114.98	112.24	2.74	2.4%	0.59	0.5%	9%	False	True	1,187,984
20	114.98	112.24	2.74	2.4%	0.57	0.5%	9%	False	True	885,861
40	114.98	111.65	3.33	3.0%	0.54	0.5%	26%	False	False	445,962
60	114.98	109.40	5.58	5.0%	0.52	0.5%	56%	False	False	297,906
80	114.98	109.30	5.68	5.0%	0.48	0.4%	56%	False	False	223,722
100	114.98	109.30	5.68	5.0%	0.39	0.3%	56%	False	False	179,063
120	114.98	109.30	5.68	5.0%	0.32	0.3%	56%	False	False	149,308

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	114.34
2.618	113.69
1.618	113.29
1.000	113.04
0.618	112.89
HIGH	112.64
0.618	112.49
0.500	112.44
0.382	112.39
LOW	112.24
0.618	111.99
1.000	111.84
1.618	111.59
2.618	111.19
4.250	110.54

Fisher Pivots for day following 21-Sep-2007
Pivot	1 day	3 day
R1	112.48	112.98
PP	112.46	112.82
S1	112.44	112.66

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

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