Euro Bund Future June 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Dec-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Dec-2007 | 
                    19-Dec-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        112.88 | 
                        113.03 | 
                        0.15 | 
                        0.1% | 
                        113.84 | 
                     
                    
                        | High | 
                        112.89 | 
                        113.13 | 
                        0.24 | 
                        0.2% | 
                        113.84 | 
                     
                    
                        | Low | 
                        112.56 | 
                        112.67 | 
                        0.11 | 
                        0.1% | 
                        112.46 | 
                     
                    
                        | Close | 
                        112.78 | 
                        112.70 | 
                        -0.08 | 
                        -0.1% | 
                        112.59 | 
                     
                    
                        | Range | 
                        0.33 | 
                        0.46 | 
                        0.13 | 
                        39.4% | 
                        1.38 | 
                     
                    
                        | ATR | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | Volume | 
                        161 | 
                        23 | 
                        -138 | 
                        -85.7% | 
                        859 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Dec-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                114.21 | 
                113.92 | 
                112.95 | 
                 | 
             
            
                | R3 | 
                113.75 | 
                113.46 | 
                112.83 | 
                 | 
             
            
                | R2 | 
                113.29 | 
                113.29 | 
                112.78 | 
                 | 
             
            
                | R1 | 
                113.00 | 
                113.00 | 
                112.74 | 
                112.92 | 
             
            
                | PP | 
                112.83 | 
                112.83 | 
                112.83 | 
                112.79 | 
             
            
                | S1 | 
                112.54 | 
                112.54 | 
                112.66 | 
                112.46 | 
             
            
                | S2 | 
                112.37 | 
                112.37 | 
                112.62 | 
                 | 
             
            
                | S3 | 
                111.91 | 
                112.08 | 
                112.57 | 
                 | 
             
            
                | S4 | 
                111.45 | 
                111.62 | 
                112.45 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Dec-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                117.10 | 
                116.23 | 
                113.35 | 
                 | 
             
            
                | R3 | 
                115.72 | 
                114.85 | 
                112.97 | 
                 | 
             
            
                | R2 | 
                114.34 | 
                114.34 | 
                112.84 | 
                 | 
             
            
                | R1 | 
                113.47 | 
                113.47 | 
                112.72 | 
                113.22 | 
             
            
                | PP | 
                112.96 | 
                112.96 | 
                112.96 | 
                112.84 | 
             
            
                | S1 | 
                112.09 | 
                112.09 | 
                112.46 | 
                111.84 | 
             
            
                | S2 | 
                111.58 | 
                111.58 | 
                112.34 | 
                 | 
             
            
                | S3 | 
                110.20 | 
                110.71 | 
                112.21 | 
                 | 
             
            
                | S4 | 
                108.82 | 
                109.33 | 
                111.83 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            115.09 | 
         
        
            | 
2.618             | 
            114.33 | 
         
        
            | 
1.618             | 
            113.87 | 
         
        
            | 
1.000             | 
            113.59 | 
         
        
            | 
0.618             | 
            113.41 | 
         
        
            | 
HIGH             | 
            113.13 | 
         
        
            | 
0.618             | 
            112.95 | 
         
        
            | 
0.500             | 
            112.90 | 
         
        
            | 
0.382             | 
            112.85 | 
         
        
            | 
LOW             | 
            112.67 | 
         
        
            | 
0.618             | 
            112.39 | 
         
        
            | 
1.000             | 
            112.21 | 
         
        
            | 
1.618             | 
            111.93 | 
         
        
            | 
2.618             | 
            111.47 | 
         
        
            | 
4.250             | 
            110.72 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Dec-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                112.90 | 
                                112.85 | 
                             
                            
                                | PP | 
                                112.83 | 
                                112.80 | 
                             
                            
                                | S1 | 
                                112.77 | 
                                112.75 | 
                             
             
         |