Euro Bund Future March 2008

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Trading Metrics calculated at close of trading on 09-Aug-2007
Day Change Summary Previous Current 08-Aug-2007 09-Aug-2007 Change Change % Previous Week Open 111.88 112.17 0.29 0.3% 112.92 High 111.88 112.17 0.29 0.3% 112.92 Low 111.88 112.17 0.29 0.3% 112.32 Close 111.88 112.17 0.29 0.3% 112.74 Range ATR 0.27 0.27 0.00 0.6% 0.00 Volume 632 142 -490 -77.5% 5,575
Daily Pivots for day following 09-Aug-2007 Classic Woodie Camarilla DeMark R4 112.17 112.17 112.17 R3 112.17 112.17 112.17 R2 112.17 112.17 112.17 R1 112.17 112.17 112.17 112.17 PP 112.17 112.17 112.17 112.17 S1 112.17 112.17 112.17 112.17 S2 112.17 112.17 112.17 S3 112.17 112.17 112.17 S4 112.17 112.17 112.17	Weekly Pivots for week ending 03-Aug-2007 Classic Woodie Camarilla DeMark R4 114.46 114.20 113.07 R3 113.86 113.60 112.91 R2 113.26 113.26 112.85 R1 113.00 113.00 112.80 112.83 PP 112.66 112.66 112.66 112.58 S1 112.40 112.40 112.69 112.23 S2 112.06 112.06 112.63 S3 111.46 111.80 112.58 S4 110.86 111.20 112.41
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 112.74 111.88 0.86 0.8% 0.00 0.0% 34% False False 472 10 112.92 111.88 1.04 0.9% 0.00 0.0% 28% False False 890 20 112.92 109.97 2.95 2.6% 0.00 0.0% 75% False False 734 40 112.92 109.45 3.47 3.1% 0.00 0.0% 78% False False 698
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 4.250 112.17 2.618 112.17 1.618 112.17 1.000 112.17 0.618 112.17 HIGH 112.17 0.618 112.17 0.500 112.17 0.382 112.17 LOW 112.17 0.618 112.17 1.000 112.17 1.618 112.17 2.618 112.17 4.250 112.17
Fisher Pivots for day following 09-Aug-2007 Pivot 1 day 3 day R1 112.17 112.21 PP 112.17 112.20 S1 112.17 112.18

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