Euro Bund Future March 2008

Trading Metrics calculated at close of trading on 18-Sep-2007

Day Change Summary
	Previous	Current
	17-Sep-2007	18-Sep-2007	Change	Change %	Previous Week
Open	114.74	114.08	-0.66	-0.6%	114.74
High	114.76	114.14	-0.62	-0.5%	115.21
Low	114.64	113.95	-0.69	-0.6%	114.40
Close	114.55	114.10	-0.45	-0.4%	114.50
Range	0.12	0.19	0.07	58.3%	0.81
ATR	0.35	0.37	0.02	5.1%	0.00
Volume	9	5	-4	-44.4%	1,546

Daily Pivots for day following 18-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	114.63	114.56	114.20
R3	114.44	114.37	114.15
R2	114.25	114.25	114.13
R1	114.18	114.18	114.12	114.22
PP	114.06	114.06	114.06	114.08
S1	113.99	113.99	114.08	114.03
S2	113.87	113.87	114.07
S3	113.68	113.80	114.05
S4	113.49	113.61	114.00

Weekly Pivots for week ending 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	117.13	116.63	114.95
R3	116.32	115.82	114.72
R2	115.51	115.51	114.65
R1	115.01	115.01	114.57	114.86
PP	114.70	114.70	114.70	114.63
S1	114.20	114.20	114.43	114.05
S2	113.89	113.89	114.35
S3	113.08	113.39	114.28
S4	112.27	112.58	114.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115.08	113.95	1.13	1.0%	0.31	0.3%	13%	False	True	247
10	115.21	113.24	1.97	1.7%	0.41	0.4%	44%	False	False	195
20	115.21	113.14	2.07	1.8%	0.21	0.2%	46%	False	False	270
40	115.21	111.88	3.33	2.9%	0.10	0.1%	67%	False	False	510
60	115.21	109.67	5.54	4.9%	0.07	0.1%	80%	False	False	519

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.06
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114.95
2.618	114.64
1.618	114.45
1.000	114.33
0.618	114.26
HIGH	114.14
0.618	114.07
0.500	114.05
0.382	114.02
LOW	113.95
0.618	113.83
1.000	113.76
1.618	113.64
2.618	113.45
4.250	113.14

Fisher Pivots for day following 18-Sep-2007
Pivot	1 day	3 day
R1	114.08	114.39
PP	114.06	114.29
S1	114.05	114.20

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

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