Euro Bund Future December 2007

Trading Metrics calculated at close of trading on 20-Nov-2007

Day Change Summary
	Previous	Current
	19-Nov-2007	20-Nov-2007	Change	Change %	Previous Week
Open	114.42	114.94	0.52	0.5%	114.75
High	115.22	115.13	-0.09	-0.1%	114.82
Low	114.31	114.67	0.36	0.3%	113.80
Close	115.00	114.72	-0.28	-0.2%	114.52
Range	0.91	0.46	-0.45	-49.5%	1.02
ATR	0.60	0.59	-0.01	-1.7%	0.00
Volume	1,214,686	1,492,842	278,156	22.9%	5,497,817

Daily Pivots for day following 20-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	116.22	115.93	114.97
R3	115.76	115.47	114.85
R2	115.30	115.30	114.80
R1	115.01	115.01	114.76	114.93
PP	114.84	114.84	114.84	114.80
S1	114.55	114.55	114.68	114.47
S2	114.38	114.38	114.64
S3	113.92	114.09	114.59
S4	113.46	113.63	114.47

Weekly Pivots for week ending 16-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	117.44	117.00	115.08
R3	116.42	115.98	114.80
R2	115.40	115.40	114.71
R1	114.96	114.96	114.61	114.67
PP	114.38	114.38	114.38	114.24
S1	113.94	113.94	114.43	113.65
S2	113.36	113.36	114.33
S3	112.34	112.92	114.24
S4	111.32	111.90	113.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115.22	113.80	1.42	1.2%	0.58	0.5%	65%	False	False	1,318,863
10	115.22	113.77	1.45	1.3%	0.56	0.5%	66%	False	False	1,233,673
20	115.22	112.58	2.64	2.3%	0.59	0.5%	81%	False	False	1,105,993
40	115.22	111.54	3.68	3.2%	0.55	0.5%	86%	False	False	1,120,627
60	115.22	111.54	3.68	3.2%	0.56	0.5%	86%	False	False	1,075,676
80	115.22	111.54	3.68	3.2%	0.55	0.5%	86%	False	False	808,819
100	115.22	109.40	5.82	5.1%	0.53	0.5%	91%	False	False	647,432
120	115.22	109.30	5.92	5.2%	0.51	0.4%	92%	False	False	539,721

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	117.09
2.618	116.33
1.618	115.87
1.000	115.59
0.618	115.41
HIGH	115.13
0.618	114.95
0.500	114.90
0.382	114.85
LOW	114.67
0.618	114.39
1.000	114.21
1.618	113.93
2.618	113.47
4.250	112.72

Fisher Pivots for day following 20-Nov-2007
Pivot	1 day	3 day
R1	114.90	114.76
PP	114.84	114.74
S1	114.78	114.73

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

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