Euro Bund Future March 2008

Trading Metrics calculated at close of trading on 11-Dec-2007

Day Change Summary
	Previous	Current
	10-Dec-2007	11-Dec-2007	Change	Change %	Previous Week
Open	114.32	113.59	-0.73	-0.6%	114.92
High	114.36	114.16	-0.20	-0.2%	115.89
Low	113.42	113.38	-0.04	0.0%	114.03
Close	113.52	113.74	0.22	0.2%	114.10
Range	0.94	0.78	-0.16	-17.0%	1.86
ATR	0.65	0.66	0.01	1.4%	0.00
Volume	1,015,963	837,140	-178,823	-17.6%	5,550,384

Daily Pivots for day following 11-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	116.10	115.70	114.17
R3	115.32	114.92	113.95
R2	114.54	114.54	113.88
R1	114.14	114.14	113.81	114.34
PP	113.76	113.76	113.76	113.86
S1	113.36	113.36	113.67	113.56
S2	112.98	112.98	113.60
S3	112.20	112.58	113.53
S4	111.42	111.80	113.31

Weekly Pivots for week ending 07-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	120.25	119.04	115.12
R3	118.39	117.18	114.61
R2	116.53	116.53	114.44
R1	115.32	115.32	114.27	115.00
PP	114.67	114.67	114.67	114.51
S1	113.46	113.46	113.93	113.14
S2	112.81	112.81	113.76
S3	110.95	111.60	113.59
S4	109.09	109.74	113.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115.89	113.38	2.51	2.2%	0.79	0.7%	14%	False	True	1,099,271
10	115.89	113.38	2.51	2.2%	0.75	0.7%	14%	False	True	770,627
20	116.33	113.38	2.95	2.6%	0.65	0.6%	12%	False	True	393,146
40	116.33	112.05	4.28	3.8%	0.56	0.5%	39%	False	False	197,443
60	116.33	112.00	4.33	3.8%	0.48	0.4%	40%	False	False	131,789
80	116.33	112.00	4.33	3.8%	0.41	0.4%	40%	False	False	98,909
100	116.33	111.88	4.45	3.9%	0.33	0.3%	42%	False	False	79,277
120	116.33	109.67	6.66	5.9%	0.28	0.2%	61%	False	False	66,154

Crabel Price Patterns
NR	True
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	0.11
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117.48
2.618	116.20
1.618	115.42
1.000	114.94
0.618	114.64
HIGH	114.16
0.618	113.86
0.500	113.77
0.382	113.68
LOW	113.38
0.618	112.90
1.000	112.60
1.618	112.12
2.618	111.34
4.250	110.07

Fisher Pivots for day following 11-Dec-2007
Pivot	1 day	3 day
R1	113.77	114.27
PP	113.76	114.09
S1	113.75	113.92

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

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