Euro Bund Future March 2008

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

Day Change Summary
	Previous	Current
	19-Dec-2007	20-Dec-2007	Change	Change %	Previous Week
Open	113.17	113.33	0.16	0.1%	114.32
High	113.60	113.65	0.05	0.0%	114.36
Low	112.97	113.19	0.22	0.2%	112.85
Close	113.10	113.50	0.40	0.4%	112.98
Range	0.63	0.46	-0.17	-27.0%	1.51
ATR	0.63	0.62	-0.01	-0.9%	0.00
Volume	725,781	525,113	-200,668	-27.6%	4,896,030

Daily Pivots for day following 20-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	114.83	114.62	113.75
R3	114.37	114.16	113.63
R2	113.91	113.91	113.58
R1	113.70	113.70	113.54	113.81
PP	113.45	113.45	113.45	113.50
S1	113.24	113.24	113.46	113.35
S2	112.99	112.99	113.42
S3	112.53	112.78	113.37
S4	112.07	112.32	113.25

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	113.65	112.90	0.75	0.7%	0.46	0.4%	80%	True	False	620,324
10	115.15	112.85	2.30	2.0%	0.68	0.6%	28%	False	False	854,705
20	116.33	112.85	3.48	3.1%	0.68	0.6%	19%	False	False	656,761
40	116.33	112.85	3.48	3.1%	0.57	0.5%	19%	False	False	330,778
60	116.33	112.00	4.33	3.8%	0.51	0.4%	35%	False	False	220,763
80	116.33	112.00	4.33	3.8%	0.46	0.4%	35%	False	False	165,616
100	116.33	111.88	4.45	3.9%	0.37	0.3%	36%	False	False	132,590
120	116.33	109.67	6.66	5.9%	0.31	0.3%	58%	False	False	110,606

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	0.14
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115.61
2.618	114.85
1.618	114.39
1.000	114.11
0.618	113.93
HIGH	113.65
0.618	113.47
0.500	113.42
0.382	113.37
LOW	113.19
0.618	112.91
1.000	112.73
1.618	112.45
2.618	111.99
4.250	111.24

Fisher Pivots for day following 20-Dec-2007
Pivot	1 day	3 day
R1	113.47	113.43
PP	113.45	113.35
S1	113.42	113.28

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

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