Euro Bund Future March 2008

Trading Metrics calculated at close of trading on 11-Jul-2007

Day Change Summary
	Previous	Current
	10-Jul-2007	11-Jul-2007	Change	Change %	Previous Week
Open	109.80	110.37	0.57	0.5%	111.05
High	109.86	110.37	0.51	0.5%	111.05
Low	109.80	110.37	0.57	0.5%	109.67
Close	110.29	110.37	0.08	0.1%	109.67
Range	0.06	0.00	-0.06	-100.0%	1.38
ATR	0.22	0.21	-0.01	-4.6%	0.00
Volume	49	216	167	340.8%	3,297

Daily Pivots for day following 11-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	110.37	110.37	110.37
R3	110.37	110.37	110.37
R2	110.37	110.37	110.37
R1	110.37	110.37	110.37	110.37
PP	110.37	110.37	110.37	110.37
S1	110.37	110.37	110.37	110.37
S2	110.37	110.37	110.37
S3	110.37	110.37	110.37
S4	110.37	110.37	110.37

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	110.37	109.67	0.70	0.6%	0.01	0.0%	100%	True	False	373
10	111.05	109.67	1.38	1.3%	0.01	0.0%	51%	False	False	518
20	111.05	109.45	1.60	1.4%	0.01	0.0%	58%	False	False	655

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110.37
2.618	110.37
1.618	110.37
1.000	110.37
0.618	110.37
HIGH	110.37
0.618	110.37
0.500	110.37
0.382	110.37
LOW	110.37
0.618	110.37
1.000	110.37
1.618	110.37
2.618	110.37
4.250	110.37

Fisher Pivots for day following 11-Jul-2007
Pivot	1 day	3 day
R1	110.37	110.27
PP	110.37	110.16
S1	110.37	110.06

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

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