Euro Bund Future December 2007

Trading Metrics calculated at close of trading on 08-Oct-2007

Day Change Summary
	Previous	Current
	05-Oct-2007	08-Oct-2007	Change	Change %	Previous Week
Open	112.93	112.39	-0.54	-0.5%	112.56
High	113.09	112.48	-0.61	-0.5%	113.09
Low	112.26	112.20	-0.06	-0.1%	112.26
Close	112.41	112.34	-0.07	-0.1%	112.41
Range	0.83	0.28	-0.55	-66.3%	0.83
ATR	0.57	0.55	-0.02	-3.7%	0.00
Volume	1,291,575	450,081	-841,494	-65.2%	5,336,522

Daily Pivots for day following 08-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	113.18	113.04	112.49
R3	112.90	112.76	112.42
R2	112.62	112.62	112.39
R1	112.48	112.48	112.37	112.41
PP	112.34	112.34	112.34	112.31
S1	112.20	112.20	112.31	112.13
S2	112.06	112.06	112.29
S3	111.78	111.92	112.26
S4	111.50	111.64	112.19

Weekly Pivots for week ending 05-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	115.08	114.57	112.87
R3	114.25	113.74	112.64
R2	113.42	113.42	112.56
R1	112.91	112.91	112.49	112.75
PP	112.59	112.59	112.59	112.51
S1	112.08	112.08	112.33	111.92
S2	111.76	111.76	112.26
S3	110.93	111.25	112.18
S4	110.10	110.42	111.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113.09	112.20	0.89	0.8%	0.56	0.5%	16%	False	True	974,028
10	113.09	112.03	1.06	0.9%	0.50	0.4%	29%	False	False	1,028,501
20	114.79	112.03	2.76	2.5%	0.54	0.5%	11%	False	False	1,094,958
40	114.98	111.85	3.13	2.8%	0.55	0.5%	16%	False	False	725,527
60	114.98	110.05	4.93	4.4%	0.52	0.5%	46%	False	False	484,448
80	114.98	109.40	5.58	5.0%	0.50	0.4%	53%	False	False	363,596
100	114.98	109.30	5.68	5.1%	0.44	0.4%	54%	False	False	291,131
120	114.98	109.30	5.68	5.1%	0.37	0.3%	54%	False	False	242,662

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	0.14
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	113.67
2.618	113.21
1.618	112.93
1.000	112.76
0.618	112.65
HIGH	112.48
0.618	112.37
0.500	112.34
0.382	112.31
LOW	112.20
0.618	112.03
1.000	111.92
1.618	111.75
2.618	111.47
4.250	111.01

Fisher Pivots for day following 08-Oct-2007
Pivot	1 day	3 day
R1	112.34	112.65
PP	112.34	112.54
S1	112.34	112.44

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

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