Euro Bund Future December 2007

Trading Metrics calculated at close of trading on 15-Oct-2007

Day Change Summary
	Previous	Current
	12-Oct-2007	15-Oct-2007	Change	Change %	Previous Week
Open	112.25	111.63	-0.62	-0.6%	112.39
High	112.35	111.85	-0.50	-0.4%	112.74
Low	111.59	111.54	-0.05	0.0%	111.59
Close	111.76	111.75	-0.01	0.0%	111.76
Range	0.76	0.31	-0.45	-59.2%	1.15
ATR	0.55	0.53	-0.02	-3.1%	0.00
Volume	1,318,207	902,938	-415,269	-31.5%	5,100,063

Daily Pivots for day following 15-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	112.64	112.51	111.92
R3	112.33	112.20	111.84
R2	112.02	112.02	111.81
R1	111.89	111.89	111.78	111.96
PP	111.71	111.71	111.71	111.75
S1	111.58	111.58	111.72	111.65
S2	111.40	111.40	111.69
S3	111.09	111.27	111.66
S4	110.78	110.96	111.58

Weekly Pivots for week ending 12-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	115.48	114.77	112.39
R3	114.33	113.62	112.08
R2	113.18	113.18	111.97
R1	112.47	112.47	111.87	112.25
PP	112.03	112.03	112.03	111.92
S1	111.32	111.32	111.65	111.10
S2	110.88	110.88	111.55
S3	109.73	110.17	111.44
S4	108.58	109.02	111.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112.74	111.54	1.20	1.1%	0.47	0.4%	18%	False	True	1,110,584
10	113.09	111.54	1.55	1.4%	0.51	0.5%	14%	False	True	1,042,306
20	114.32	111.54	2.78	2.5%	0.54	0.5%	8%	False	True	1,101,960
40	114.98	111.54	3.44	3.1%	0.54	0.5%	6%	False	True	863,473
60	114.98	111.49	3.49	3.1%	0.52	0.5%	7%	False	False	576,864
80	114.98	109.40	5.58	5.0%	0.50	0.4%	42%	False	False	432,997
100	114.98	109.30	5.68	5.1%	0.47	0.4%	43%	False	False	346,638
120	114.98	109.30	5.68	5.1%	0.39	0.3%	43%	False	False	288,925

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.12
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	113.17
2.618	112.66
1.618	112.35
1.000	112.16
0.618	112.04
HIGH	111.85
0.618	111.73
0.500	111.70
0.382	111.66
LOW	111.54
0.618	111.35
1.000	111.23
1.618	111.04
2.618	110.73
4.250	110.22

Fisher Pivots for day following 15-Oct-2007
Pivot	1 day	3 day
R1	111.73	111.97
PP	111.71	111.89
S1	111.70	111.82

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

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