Euro Bund Future March 2008

Trading Metrics calculated at close of trading on 27-Dec-2007

Day Change Summary
	Previous	Current
	21-Dec-2007	27-Dec-2007	Change	Change %	Previous Week
Open	113.39	112.90	-0.49	-0.4%	113.13
High	113.47	112.93	-0.54	-0.5%	113.65
Low	112.87	112.60	-0.27	-0.2%	112.87
Close	112.95	112.71	-0.24	-0.2%	112.95
Range	0.60	0.33	-0.27	-45.0%	0.78
ATR	0.62	0.60	-0.02	-3.1%	0.00
Volume	394,563	239,425	-155,138	-39.3%	2,690,906

Daily Pivots for day following 27-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	113.74	113.55	112.89
R3	113.41	113.22	112.80
R2	113.08	113.08	112.77
R1	112.89	112.89	112.74	112.82
PP	112.75	112.75	112.75	112.71
S1	112.56	112.56	112.68	112.49
S2	112.42	112.42	112.65
S3	112.09	112.23	112.62
S4	111.76	111.90	112.53

Weekly Pivots for week ending 21-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	115.50	115.00	113.38
R3	114.72	114.22	113.16
R2	113.94	113.94	113.09
R1	113.44	113.44	113.02	113.30
PP	113.16	113.16	113.16	113.09
S1	112.66	112.66	112.88	112.52
S2	112.38	112.38	112.81
S3	111.60	111.88	112.74
S4	110.82	111.10	112.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113.65	112.60	1.05	0.9%	0.50	0.4%	10%	False	True	498,485
10	114.16	112.60	1.56	1.4%	0.56	0.5%	7%	False	True	681,039
20	116.06	112.60	3.46	3.1%	0.65	0.6%	3%	False	True	685,647
40	116.33	112.60	3.73	3.3%	0.59	0.5%	3%	False	True	346,580
60	116.33	112.00	4.33	3.8%	0.52	0.5%	16%	False	False	231,307
80	116.33	112.00	4.33	3.8%	0.47	0.4%	16%	False	False	173,536
100	116.33	111.88	4.45	3.9%	0.38	0.3%	19%	False	False	138,920
120	116.33	109.80	6.53	5.8%	0.32	0.3%	45%	False	False	115,882

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	114.33
2.618	113.79
1.618	113.46
1.000	113.26
0.618	113.13
HIGH	112.93
0.618	112.80
0.500	112.77
0.382	112.73
LOW	112.60
0.618	112.40
1.000	112.27
1.618	112.07
2.618	111.74
4.250	111.20

Fisher Pivots for day following 27-Dec-2007
Pivot	1 day	3 day
R1	112.77	113.13
PP	112.75	112.99
S1	112.73	112.85

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

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