Euro Bund Future March 2008

Trading Metrics calculated at close of trading on 20-Sep-2007

Day Change Summary
	Previous	Current
	19-Sep-2007	20-Sep-2007	Change	Change %	Previous Week
Open	113.88	113.51	-0.37	-0.3%	114.74
High	113.95	113.52	-0.43	-0.4%	115.21
Low	113.54	113.02	-0.52	-0.5%	114.40
Close	113.53	113.07	-0.46	-0.4%	114.50
Range	0.41	0.50	0.09	22.0%	0.81
ATR	0.38	0.39	0.01	2.4%	0.00
Volume	47	431	384	817.0%	1,546

Daily Pivots for day following 20-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	114.70	114.39	113.35
R3	114.20	113.89	113.21
R2	113.70	113.70	113.16
R1	113.39	113.39	113.12	113.30
PP	113.20	113.20	113.20	113.16
S1	112.89	112.89	113.02	112.80
S2	112.70	112.70	112.98
S3	112.20	112.39	112.93
S4	111.70	111.89	112.80

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	114.83	113.02	1.81	1.6%	0.33	0.3%	3%	False	True	180
10	115.21	113.02	2.19	1.9%	0.40	0.4%	2%	False	True	210
20	115.21	113.02	2.19	1.9%	0.25	0.2%	2%	False	True	207
40	115.21	111.88	3.33	2.9%	0.13	0.1%	36%	False	False	486
60	115.21	109.67	5.54	4.9%	0.09	0.1%	61%	False	False	496

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	0.06
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	115.65
2.618	114.83
1.618	114.33
1.000	114.02
0.618	113.83
HIGH	113.52
0.618	113.33
0.500	113.27
0.382	113.21
LOW	113.02
0.618	112.71
1.000	112.52
1.618	112.21
2.618	111.71
4.250	110.90

Fisher Pivots for day following 20-Sep-2007
Pivot	1 day	3 day
R1	113.27	113.58
PP	113.20	113.41
S1	113.14	113.24

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

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