Euro Bund Future March 2008

Trading Metrics calculated at close of trading on 28-Jan-2008

Day Change Summary
	Previous	Current
	25-Jan-2008	28-Jan-2008	Change	Change %	Previous Week
Open	115.70	116.64	0.94	0.8%	116.44
High	116.64	116.73	0.09	0.1%	118.08
Low	115.58	116.39	0.81	0.7%	115.58
Close	116.33	116.55	0.22	0.2%	116.33
Range	1.06	0.34	-0.72	-67.9%	2.50
ATR	0.82	0.79	-0.03	-3.6%	0.00
Volume	1,326,610	960,258	-366,352	-27.6%	8,530,907

Daily Pivots for day following 28-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	117.58	117.40	116.74
R3	117.24	117.06	116.64
R2	116.90	116.90	116.61
R1	116.72	116.72	116.58	116.64
PP	116.56	116.56	116.56	116.52
S1	116.38	116.38	116.52	116.30
S2	116.22	116.22	116.49
S3	115.88	116.04	116.46
S4	115.54	115.70	116.36

Weekly Pivots for week ending 25-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	124.16	122.75	117.71
R3	121.66	120.25	117.02
R2	119.16	119.16	116.79
R1	117.75	117.75	116.56	117.21
PP	116.66	116.66	116.66	116.39
S1	115.25	115.25	116.10	114.71
S2	114.16	114.16	115.87
S3	111.66	112.75	115.64
S4	109.16	110.25	114.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.08	115.58	2.50	2.1%	1.11	0.9%	39%	False	False	1,713,118
10	118.08	115.49	2.59	2.2%	0.84	0.7%	41%	False	False	1,519,533
20	118.08	112.67	5.41	4.6%	0.73	0.6%	72%	False	False	1,248,376
40	118.08	112.60	5.48	4.7%	0.69	0.6%	72%	False	False	967,011
60	118.08	112.60	5.48	4.7%	0.63	0.5%	72%	False	False	647,179
80	118.08	112.00	6.08	5.2%	0.57	0.5%	75%	False	False	485,575
100	118.08	112.00	6.08	5.2%	0.52	0.4%	75%	False	False	388,504
120	118.08	111.88	6.20	5.3%	0.44	0.4%	75%	False	False	323,829

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.25
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	118.18
2.618	117.62
1.618	117.28
1.000	117.07
0.618	116.94
HIGH	116.73
0.618	116.60
0.500	116.56
0.382	116.52
LOW	116.39
0.618	116.18
1.000	116.05
1.618	115.84
2.618	115.50
4.250	114.95

Fisher Pivots for day following 28-Jan-2008
Pivot	1 day	3 day
R1	116.56	116.43
PP	116.56	116.30
S1	116.55	116.18

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

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