Euro Bund Future March 2008

Trading Metrics calculated at close of trading on 08-Jan-2008

Day Change Summary
	Previous	Current
	07-Jan-2008	08-Jan-2008	Change	Change %	Previous Week
Open	114.85	114.94	0.09	0.1%	113.14
High	115.14	114.95	-0.19	-0.2%	115.08
Low	114.73	114.58	-0.15	-0.1%	112.85
Close	115.03	114.68	-0.35	-0.3%	114.90
Range	0.41	0.37	-0.04	-9.8%	2.23
ATR	0.64	0.63	-0.01	-2.1%	0.00
Volume	847,696	1,055,304	207,608	24.5%	2,737,231

Daily Pivots for day following 08-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	115.85	115.63	114.88
R3	115.48	115.26	114.78
R2	115.11	115.11	114.75
R1	114.89	114.89	114.71	114.82
PP	114.74	114.74	114.74	114.70
S1	114.52	114.52	114.65	114.45
S2	114.37	114.37	114.61
S3	114.00	114.15	114.58
S4	113.63	113.78	114.48

Weekly Pivots for week ending 04-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	120.97	120.16	116.13
R3	118.74	117.93	115.51
R2	116.51	116.51	115.31
R1	115.70	115.70	115.10	116.11
PP	114.28	114.28	114.28	114.48
S1	113.47	113.47	114.70	113.88
S2	112.05	112.05	114.49
S3	109.82	111.24	114.29
S4	107.59	109.01	113.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115.14	112.85	2.29	2.0%	0.71	0.6%	80%	False	False	928,046
10	115.14	112.60	2.54	2.2%	0.61	0.5%	82%	False	False	679,427
20	115.89	112.60	3.29	2.9%	0.64	0.6%	63%	False	False	818,950
40	116.33	112.60	3.73	3.3%	0.61	0.5%	56%	False	False	469,112
60	116.33	112.00	4.33	3.8%	0.54	0.5%	62%	False	False	313,088
80	116.33	112.00	4.33	3.8%	0.49	0.4%	62%	False	False	234,890
100	116.33	112.00	4.33	3.8%	0.42	0.4%	62%	False	False	187,991
120	116.33	110.60	5.73	5.0%	0.35	0.3%	71%	False	False	156,762

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	0.10
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	116.52
2.618	115.92
1.618	115.55
1.000	115.32
0.618	115.18
HIGH	114.95
0.618	114.81
0.500	114.77
0.382	114.72
LOW	114.58
0.618	114.35
1.000	114.21
1.618	113.98
2.618	113.61
4.250	113.01

Fisher Pivots for day following 08-Jan-2008
Pivot	1 day	3 day
R1	114.77	114.75
PP	114.74	114.73
S1	114.71	114.70

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

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