Euro Bund Future December 2007

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

Day Change Summary
	Previous	Current
	08-Oct-2007	09-Oct-2007	Change	Change %	Previous Week
Open	112.39	112.43	0.04	0.0%	112.56
High	112.48	112.74	0.26	0.2%	113.09
Low	112.20	112.30	0.10	0.1%	112.26
Close	112.34	112.68	0.34	0.3%	112.41
Range	0.28	0.44	0.16	57.1%	0.83
ATR	0.55	0.54	-0.01	-1.5%	0.00
Volume	450,081	993,501	543,420	120.7%	5,336,522

Daily Pivots for day following 09-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	113.89	113.73	112.92
R3	113.45	113.29	112.80
R2	113.01	113.01	112.76
R1	112.85	112.85	112.72	112.93
PP	112.57	112.57	112.57	112.62
S1	112.41	112.41	112.64	112.49
S2	112.13	112.13	112.60
S3	111.69	111.97	112.56
S4	111.25	111.53	112.44

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%	0.53	0.5%	54%	False	False	967,708
10	113.09	112.03	1.06	0.9%	0.50	0.4%	61%	False	False	1,015,844
20	114.75	112.03	2.72	2.4%	0.54	0.5%	24%	False	False	1,087,217
40	114.98	112.03	2.95	2.6%	0.55	0.5%	22%	False	False	750,321
60	114.98	110.37	4.61	4.1%	0.52	0.5%	50%	False	False	500,998
80	114.98	109.40	5.58	5.0%	0.50	0.4%	59%	False	False	376,014
100	114.98	109.30	5.68	5.0%	0.45	0.4%	60%	False	False	301,058
120	114.98	109.30	5.68	5.0%	0.37	0.3%	60%	False	False	250,940

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114.61
2.618	113.89
1.618	113.45
1.000	113.18
0.618	113.01
HIGH	112.74
0.618	112.57
0.500	112.52
0.382	112.47
LOW	112.30
0.618	112.03
1.000	111.86
1.618	111.59
2.618	111.15
4.250	110.43

Fisher Pivots for day following 09-Oct-2007
Pivot	1 day	3 day
R1	112.63	112.67
PP	112.57	112.66
S1	112.52	112.65

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

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