Euro Bund Future March 2008

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Trading Metrics calculated at close of trading on 06-Jul-2007
Day Change Summary Previous Current 05-Jul-2007 06-Jul-2007 Change Change % Previous Week Open 109.98 109.67 -0.31 -0.3% 111.05 High 109.98 109.67 -0.31 -0.3% 111.05 Low 109.98 109.67 -0.31 -0.3% 109.67 Close 109.98 109.67 -0.31 -0.3% 109.67 Range ATR 0.24 0.24 0.01 2.3% 0.00 Volume 751 405 -346 -46.1% 3,297
Daily Pivots for day following 06-Jul-2007 Classic Woodie Camarilla DeMark R4 109.67 109.67 109.67 R3 109.67 109.67 109.67 R2 109.67 109.67 109.67 R1 109.67 109.67 109.67 109.67 PP 109.67 109.67 109.67 109.67 S1 109.67 109.67 109.67 109.67 S2 109.67 109.67 109.67 S3 109.67 109.67 109.67 S4 109.67 109.67 109.67	Weekly Pivots for week ending 06-Jul-2007 Classic Woodie Camarilla DeMark R4 114.27 113.35 110.43 R3 112.89 111.97 110.05 R2 111.51 111.51 109.92 R1 110.59 110.59 109.80 110.36 PP 110.13 110.13 110.13 110.02 S1 109.21 109.21 109.54 108.98 S2 108.75 108.75 109.42 S3 107.37 107.83 109.29 S4 105.99 106.45 108.91
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 111.05 109.67 1.38 1.3% 0.00 0.0% 0% False True 659 10 111.05 109.67 1.38 1.3% 0.01 0.0% 0% False True 820 20 111.05 109.45 1.60 1.5% 0.00 0.0% 14% False False 716
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 4.250 109.67 2.618 109.67 1.618 109.67 1.000 109.67 0.618 109.67 HIGH 109.67 0.618 109.67 0.500 109.67 0.382 109.67 LOW 109.67 0.618 109.67 1.000 109.67 1.618 109.67 2.618 109.67 4.250 109.67
Fisher Pivots for day following 06-Jul-2007 Pivot 1 day 3 day R1 109.67 109.99 PP 109.67 109.88 S1 109.67 109.78

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