Euro Bund Future March 2008

Trading Metrics calculated at close of trading on 05-Sep-2007

Day Change Summary
	Previous	Current
	04-Sep-2007	05-Sep-2007	Change	Change %	Previous Week
Open	113.47	113.24	-0.23	-0.2%	113.17
High	113.54	113.97	0.43	0.4%	113.87
Low	113.50	113.24	-0.26	-0.2%	113.17
Close	113.23	113.89	0.66	0.6%	113.74
Range	0.04	0.73	0.69	1,725.0%	0.70
ATR	0.25	0.28	0.04	14.1%	0.00
Volume	363	173	-190	-52.3%	1,178

Daily Pivots for day following 05-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	115.89	115.62	114.29
R3	115.16	114.89	114.09
R2	114.43	114.43	114.02
R1	114.16	114.16	113.96	114.30
PP	113.70	113.70	113.70	113.77
S1	113.43	113.43	113.82	113.57
S2	112.97	112.97	113.76
S3	112.24	112.70	113.69
S4	111.51	111.97	113.49

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	113.97	113.21	0.76	0.7%	0.16	0.1%	89%	True	False	267
10	113.97	113.17	0.80	0.7%	0.08	0.1%	90%	True	False	269
20	113.97	112.17	1.80	1.6%	0.04	0.0%	96%	True	False	422
40	113.97	109.97	4.00	3.5%	0.02	0.0%	98%	True	False	580
60	113.97	109.45	4.52	4.0%	0.02	0.0%	98%	True	False	605

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.01
Widest range in 65 trading days

Fibonacci Retracements and Extensions
4.250	117.07
2.618	115.88
1.618	115.15
1.000	114.70
0.618	114.42
HIGH	113.97
0.618	113.69
0.500	113.61
0.382	113.52
LOW	113.24
0.618	112.79
1.000	112.51
1.618	112.06
2.618	111.33
4.250	110.14

Fisher Pivots for day following 05-Sep-2007
Pivot	1 day	3 day
R1	113.80	113.79
PP	113.70	113.69
S1	113.61	113.59

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

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