Euro Bund Future March 2008

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Trading Metrics calculated at close of trading on 05-Jul-2007
Day Change Summary Previous Current 04-Jul-2007 05-Jul-2007 Change Change % Previous Week Open 110.31 109.98 -0.33 -0.3% 109.84 High 110.31 109.98 -0.33 -0.3% 110.72 Low 110.31 109.98 -0.33 -0.3% 109.84 Close 110.31 109.98 -0.33 -0.3% 110.41 Range ATR 0.23 0.24 0.01 3.2% 0.00 Volume 894 751 -143 -16.0% 4,912
Daily Pivots for day following 05-Jul-2007 Classic Woodie Camarilla DeMark R4 109.98 109.98 109.98 R3 109.98 109.98 109.98 R2 109.98 109.98 109.98 R1 109.98 109.98 109.98 109.98 PP 109.98 109.98 109.98 109.98 S1 109.98 109.98 109.98 109.98 S2 109.98 109.98 109.98 S3 109.98 109.98 109.98 S4 109.98 109.98 109.98	Weekly Pivots for week ending 29-Jun-2007 Classic Woodie Camarilla DeMark R4 112.96 112.57 110.89 R3 112.08 111.69 110.65 R2 111.20 111.20 110.57 R1 110.81 110.81 110.49 111.01 PP 110.32 110.32 110.32 110.42 S1 109.93 109.93 110.33 110.13 S2 109.44 109.44 110.25 S3 108.56 109.05 110.17 S4 107.68 108.17 109.93
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 111.05 109.98 1.07 1.0% 0.01 0.0% 0% False True 634 10 111.05 109.51 1.54 1.4% 0.01 0.0% 31% False False 795 20 111.05 109.45 1.60 1.5% 0.00 0.0% 33% False False 695
Crabel Price Patterns NR False NR4 False NR5 False 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 0.00	Fibonacci Retracements and Extensions 4.250 109.98 2.618 109.98 1.618 109.98 1.000 109.98 0.618 109.98 HIGH 109.98 0.618 109.98 0.500 109.98 0.382 109.98 LOW 109.98 0.618 109.98 1.000 109.98 1.618 109.98 2.618 109.98 4.250 109.98
Fisher Pivots for day following 05-Jul-2007 Pivot 1 day 3 day R1 109.98 110.29 PP 109.98 110.19 S1 109.98 110.08

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