Euro Bund Future December 2007

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

Day Change Summary
	Previous	Current
	16-Oct-2007	17-Oct-2007	Change	Change %	Previous Week
Open	111.78	111.80	0.02	0.0%	112.39
High	111.91	112.23	0.32	0.3%	112.74
Low	111.61	111.64	0.03	0.0%	111.59
Close	111.70	112.06	0.36	0.3%	111.76
Range	0.30	0.59	0.29	96.7%	1.15
ATR	0.52	0.52	0.01	1.0%	0.00
Volume	1,247,223	1,295,028	47,805	3.8%	5,100,063

Daily Pivots for day following 17-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	113.75	113.49	112.38
R3	113.16	112.90	112.22
R2	112.57	112.57	112.17
R1	112.31	112.31	112.11	112.44
PP	111.98	111.98	111.98	112.04
S1	111.72	111.72	112.01	111.85
S2	111.39	111.39	111.95
S3	110.80	111.13	111.90
S4	110.21	110.54	111.74

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	112.39	111.54	0.85	0.8%	0.49	0.4%	61%	False	False	1,209,236
10	113.09	111.54	1.55	1.4%	0.49	0.4%	34%	False	False	1,090,033
20	113.24	111.54	1.70	1.5%	0.50	0.4%	31%	False	False	1,086,787
40	114.98	111.54	3.44	3.1%	0.53	0.5%	15%	False	False	926,431
60	114.98	111.54	3.44	3.1%	0.52	0.5%	15%	False	False	619,195
80	114.98	109.40	5.58	5.0%	0.51	0.5%	48%	False	False	464,769
100	114.98	109.30	5.68	5.1%	0.47	0.4%	49%	False	False	372,057
120	114.98	109.30	5.68	5.1%	0.40	0.4%	49%	False	False	310,109

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114.74
2.618	113.77
1.618	113.18
1.000	112.82
0.618	112.59
HIGH	112.23
0.618	112.00
0.500	111.94
0.382	111.87
LOW	111.64
0.618	111.28
1.000	111.05
1.618	110.69
2.618	110.10
4.250	109.13

Fisher Pivots for day following 17-Oct-2007
Pivot	1 day	3 day
R1	112.02	112.00
PP	111.98	111.94
S1	111.94	111.89

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

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