Euro Bund Future March 2008

Trading Metrics calculated at close of trading on 03-Sep-2007

Day Change Summary
	Previous	Current
	31-Aug-2007	03-Sep-2007	Change	Change %	Previous Week
Open	113.63	113.32	-0.31	-0.3%	113.17
High	113.63	113.23	-0.40	-0.4%	113.87
Low	113.63	113.21	-0.42	-0.4%	113.17
Close	113.74	113.23	-0.51	-0.4%	113.74
Range	0.00	0.02	0.02		0.70
ATR	0.22	0.24	0.02	9.9%	0.00
Volume	254	86	-168	-66.1%	1,178

Daily Pivots for day following 03-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	113.28	113.28	113.24
R3	113.26	113.26	113.24
R2	113.24	113.24	113.23
R1	113.24	113.24	113.23	113.23
PP	113.22	113.22	113.22	113.22
S1	113.22	113.22	113.23	113.21
S2	113.20	113.20	113.23
S3	113.18	113.20	113.22
S4	113.16	113.18	113.22

Weekly Pivots for week ending 31-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	115.69	115.42	114.13
R3	114.99	114.72	113.93
R2	114.29	114.29	113.87
R1	114.02	114.02	113.80	114.16
PP	113.59	113.59	113.59	113.66
S1	113.32	113.32	113.68	113.46
S2	112.89	112.89	113.61
S3	112.19	112.62	113.55
S4	111.49	111.92	113.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113.87	113.21	0.66	0.6%	0.00	0.0%	3%	False	True	252
10	113.87	113.14	0.73	0.6%	0.00	0.0%	12%	False	False	339
20	113.87	111.88	1.99	1.8%	0.00	0.0%	68%	False	False	453
40	113.87	109.80	4.07	3.6%	0.00	0.0%	84%	False	False	573
60	113.87	109.45	4.42	3.9%	0.00	0.0%	86%	False	False	626

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.01
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	113.32
2.618	113.28
1.618	113.26
1.000	113.25
0.618	113.24
HIGH	113.23
0.618	113.22
0.500	113.22
0.382	113.22
LOW	113.21
0.618	113.20
1.000	113.19
1.618	113.18
2.618	113.16
4.250	113.13

Fisher Pivots for day following 03-Sep-2007
Pivot	1 day	3 day
R1	113.23	113.49
PP	113.22	113.40
S1	113.22	113.32

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

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