Euro Bund Future June 2008

Trading Metrics calculated at close of trading on 17-Jan-2008

Day Change Summary
	Previous	Current
	16-Jan-2008	17-Jan-2008	Change	Change %	Previous Week
Open	115.63	115.61	-0.02	0.0%	114.42
High	115.86	116.14	0.28	0.2%	114.97
Low	115.39	115.41	0.02	0.0%	114.18
Close	115.84	115.78	-0.06	-0.1%	114.85
Range	0.47	0.73	0.26	55.3%	0.79
ATR	0.49	0.50	0.02	3.6%	0.00
Volume	164	1,833	1,669	1,017.7%	1,708

Daily Pivots for day following 17-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	117.97	117.60	116.18
R3	117.24	116.87	115.98
R2	116.51	116.51	115.91
R1	116.14	116.14	115.85	116.33
PP	115.78	115.78	115.78	115.87
S1	115.41	115.41	115.71	115.60
S2	115.05	115.05	115.65
S3	114.32	114.68	115.58
S4	113.59	113.95	115.38

Weekly Pivots for week ending 11-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	117.04	116.73	115.28
R3	116.25	115.94	115.07
R2	115.46	115.46	114.99
R1	115.15	115.15	114.92	115.31
PP	114.67	114.67	114.67	114.74
S1	114.36	114.36	114.78	114.52
S2	113.88	113.88	114.71
S3	113.09	113.57	114.63
S4	112.30	112.78	114.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116.14	114.51	1.63	1.4%	0.41	0.4%	78%	True	False	671
10	116.14	114.00	2.14	1.8%	0.38	0.3%	83%	True	False	472
20	116.14	112.26	3.88	3.4%	0.40	0.3%	91%	True	False	350

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	0.08
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	119.24
2.618	118.05
1.618	117.32
1.000	116.87
0.618	116.59
HIGH	116.14
0.618	115.86
0.500	115.78
0.382	115.69
LOW	115.41
0.618	114.96
1.000	114.68
1.618	114.23
2.618	113.50
4.250	112.31

Fisher Pivots for day following 17-Jan-2008
Pivot	1 day	3 day
R1	115.78	115.74
PP	115.78	115.70
S1	115.78	115.66

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

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