Euro Bund Future March 2008

Trading Metrics calculated at close of trading on 01-Feb-2008

Day Change Summary
	Previous	Current
	31-Jan-2008	01-Feb-2008	Change	Change %	Previous Week
Open	116.18	116.74	0.56	0.5%	116.64
High	116.81	116.87	0.06	0.1%	116.87
Low	116.03	116.23	0.20	0.2%	115.60
Close	116.69	116.78	0.09	0.1%	116.78
Range	0.78	0.64	-0.14	-17.9%	1.27
ATR	0.78	0.77	-0.01	-1.3%	0.00
Volume	1,484,563	1,334,474	-150,089	-10.1%	5,956,028

Daily Pivots for day following 01-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	118.55	118.30	117.13
R3	117.91	117.66	116.96
R2	117.27	117.27	116.90
R1	117.02	117.02	116.84	117.15
PP	116.63	116.63	116.63	116.69
S1	116.38	116.38	116.72	116.51
S2	115.99	115.99	116.66
S3	115.35	115.74	116.60
S4	114.71	115.10	116.43

Weekly Pivots for week ending 01-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	120.23	119.77	117.48
R3	118.96	118.50	117.13
R2	117.69	117.69	117.01
R1	117.23	117.23	116.90	117.46
PP	116.42	116.42	116.42	116.53
S1	115.96	115.96	116.66	116.19
S2	115.15	115.15	116.55
S3	113.88	114.69	116.43
S4	112.61	113.42	116.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116.87	115.60	1.27	1.1%	0.61	0.5%	93%	True	False	1,191,205
10	118.08	115.58	2.50	2.1%	0.88	0.8%	48%	False	False	1,448,693
20	118.08	114.58	3.50	3.0%	0.69	0.6%	63%	False	False	1,347,845
40	118.08	112.60	5.48	4.7%	0.68	0.6%	76%	False	False	1,083,500
60	118.08	112.60	5.48	4.7%	0.63	0.5%	76%	False	False	730,339
80	118.08	112.00	6.08	5.2%	0.58	0.5%	79%	False	False	547,994
100	118.08	112.00	6.08	5.2%	0.53	0.5%	79%	False	False	438,454
120	118.08	112.00	6.08	5.2%	0.46	0.4%	79%	False	False	365,447

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.22
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119.59
2.618	118.55
1.618	117.91
1.000	117.51
0.618	117.27
HIGH	116.87
0.618	116.63
0.500	116.55
0.382	116.47
LOW	116.23
0.618	115.83
1.000	115.59
1.618	115.19
2.618	114.55
4.250	113.51

Fisher Pivots for day following 01-Feb-2008
Pivot	1 day	3 day
R1	116.70	116.60
PP	116.63	116.42
S1	116.55	116.24

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

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