Euro Bund Future March 2008

Trading Metrics calculated at close of trading on 02-Jan-2008

Day Change Summary
	Previous	Current
	28-Dec-2007	02-Jan-2008	Change	Change %	Previous Week
Open	112.74	113.14	0.40	0.4%	112.90
High	113.19	114.41	1.22	1.1%	113.19
Low	112.67	112.85	0.18	0.2%	112.60
Close	113.11	114.13	1.02	0.9%	113.11
Range	0.52	1.56	1.04	200.0%	0.59
ATR	0.60	0.66	0.07	11.6%	0.00
Volume	269,160	749,150	479,990	178.3%	508,585

Daily Pivots for day following 02-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	118.48	117.86	114.99
R3	116.92	116.30	114.56
R2	115.36	115.36	114.42
R1	114.74	114.74	114.27	115.05
PP	113.80	113.80	113.80	113.95
S1	113.18	113.18	113.99	113.49
S2	112.24	112.24	113.84
S3	110.68	111.62	113.70
S4	109.12	110.06	113.27

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	114.41	112.60	1.81	1.6%	0.69	0.6%	85%	True	False	435,482
10	114.41	112.60	1.81	1.6%	0.59	0.5%	85%	True	False	581,544
20	115.89	112.60	3.29	2.9%	0.68	0.6%	47%	False	False	730,638
40	116.33	112.60	3.73	3.3%	0.61	0.5%	41%	False	False	371,959
60	116.33	112.00	4.33	3.8%	0.54	0.5%	49%	False	False	248,265
80	116.33	112.00	4.33	3.8%	0.49	0.4%	49%	False	False	186,259
100	116.33	112.00	4.33	3.8%	0.40	0.3%	49%	False	False	149,091
120	116.33	109.97	6.36	5.6%	0.33	0.3%	65%	False	False	124,366

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 145 trading days

Fibonacci Retracements and Extensions
4.250	121.04
2.618	118.49
1.618	116.93
1.000	115.97
0.618	115.37
HIGH	114.41
0.618	113.81
0.500	113.63
0.382	113.45
LOW	112.85
0.618	111.89
1.000	111.29
1.618	110.33
2.618	108.77
4.250	106.22

Fisher Pivots for day following 02-Jan-2008
Pivot	1 day	3 day
R1	113.96	113.92
PP	113.80	113.71
S1	113.63	113.51

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

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