Euro Bund Future March 2008

Trading Metrics calculated at close of trading on 28-Dec-2007

Day Change Summary
	Previous	Current
	27-Dec-2007	28-Dec-2007	Change	Change %	Previous Week
Open	112.90	112.74	-0.16	-0.1%	112.90
High	112.93	113.19	0.26	0.2%	113.19
Low	112.60	112.67	0.07	0.1%	112.60
Close	112.71	113.11	0.40	0.4%	113.11
Range	0.33	0.52	0.19	57.6%	0.59
ATR	0.60	0.60	-0.01	-1.0%	0.00
Volume	239,425	269,160	29,735	12.4%	508,585

Daily Pivots for day following 28-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	114.55	114.35	113.40
R3	114.03	113.83	113.25
R2	113.51	113.51	113.21
R1	113.31	113.31	113.16	113.41
PP	112.99	112.99	112.99	113.04
S1	112.79	112.79	113.06	112.89
S2	112.47	112.47	113.01
S3	111.95	112.27	112.97
S4	111.43	111.75	112.82

Weekly Pivots for week ending 28-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	114.74	114.51	113.43
R3	114.15	113.92	113.27
R2	113.56	113.56	113.22
R1	113.33	113.33	113.16	113.45
PP	112.97	112.97	112.97	113.02
S1	112.74	112.74	113.06	112.86
S2	112.38	112.38	113.00
S3	111.79	112.15	112.95
S4	111.20	111.56	112.79

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%	0.51	0.4%	49%	False	False	430,808
10	113.97	112.60	1.37	1.2%	0.54	0.5%	37%	False	False	624,241
20	115.89	112.60	3.29	2.9%	0.64	0.6%	16%	False	False	697,434
40	116.33	112.60	3.73	3.3%	0.60	0.5%	14%	False	False	353,303
60	116.33	112.00	4.33	3.8%	0.52	0.5%	26%	False	False	235,788
80	116.33	112.00	4.33	3.8%	0.48	0.4%	26%	False	False	176,896
100	116.33	111.88	4.45	3.9%	0.38	0.3%	28%	False	False	141,606
120	116.33	109.97	6.36	5.6%	0.32	0.3%	49%	False	False	118,125

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115.40
2.618	114.55
1.618	114.03
1.000	113.71
0.618	113.51
HIGH	113.19
0.618	112.99
0.500	112.93
0.382	112.87
LOW	112.67
0.618	112.35
1.000	112.15
1.618	111.83
2.618	111.31
4.250	110.46

Fisher Pivots for day following 28-Dec-2007
Pivot	1 day	3 day
R1	113.05	113.09
PP	112.99	113.06
S1	112.93	113.04

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

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