Euro Bund Future March 2008

Trading Metrics calculated at close of trading on 17-Dec-2007

Day Change Summary
	Previous	Current
	14-Dec-2007	17-Dec-2007	Change	Change %	Previous Week
Open	113.13	113.13	0.00	0.0%	114.32
High	113.34	113.29	-0.05	0.0%	114.36
Low	112.90	113.00	0.10	0.1%	112.85
Close	112.98	113.13	0.15	0.1%	112.98
Range	0.44	0.29	-0.15	-34.1%	1.51
ATR	0.66	0.64	-0.03	-3.8%	0.00
Volume	805,277	437,903	-367,374	-45.6%	4,896,030

Daily Pivots for day following 17-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	114.01	113.86	113.29
R3	113.72	113.57	113.21
R2	113.43	113.43	113.18
R1	113.28	113.28	113.16	113.28
PP	113.14	113.14	113.14	113.14
S1	112.99	112.99	113.10	112.99
S2	112.85	112.85	113.08
S3	112.56	112.70	113.05
S4	112.27	112.41	112.97

Weekly Pivots for week ending 14-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	117.93	116.96	113.81
R3	116.42	115.45	113.40
R2	114.91	114.91	113.26
R1	113.94	113.94	113.12	113.67
PP	113.40	113.40	113.40	113.26
S1	112.43	112.43	112.84	112.16
S2	111.89	111.89	112.70
S3	110.38	110.92	112.56
S4	108.87	109.41	112.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114.16	112.85	1.31	1.2%	0.62	0.5%	21%	False	False	863,594
10	115.89	112.85	3.04	2.7%	0.68	0.6%	9%	False	False	1,026,229
20	116.33	112.85	3.48	3.1%	0.66	0.6%	8%	False	False	565,594
40	116.33	112.85	3.48	3.1%	0.55	0.5%	8%	False	False	284,376
60	116.33	112.00	4.33	3.8%	0.50	0.4%	26%	False	False	189,790
80	116.33	112.00	4.33	3.8%	0.44	0.4%	26%	False	False	142,397
100	116.33	111.88	4.45	3.9%	0.35	0.3%	28%	False	False	114,032
120	116.33	109.67	6.66	5.9%	0.29	0.3%	52%	False	False	95,140

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	114.52
2.618	114.05
1.618	113.76
1.000	113.58
0.618	113.47
HIGH	113.29
0.618	113.18
0.500	113.15
0.382	113.11
LOW	113.00
0.618	112.82
1.000	112.71
1.618	112.53
2.618	112.24
4.250	111.77

Fisher Pivots for day following 17-Dec-2007
Pivot	1 day	3 day
R1	113.15	113.13
PP	113.14	113.13
S1	113.14	113.13

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

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