Euro Bund Future June 2008

Trading Metrics calculated at close of trading on 20-Feb-2008

Day Change Summary
	Previous	Current
	19-Feb-2008	20-Feb-2008	Change	Change %	Previous Week
Open	115.47	115.54	0.07	0.1%	116.79
High	115.92	115.65	-0.27	-0.2%	117.24
Low	115.30	115.26	-0.04	0.0%	115.40
Close	115.77	115.50	-0.27	-0.2%	115.99
Range	0.62	0.39	-0.23	-37.1%	1.84
ATR	0.69	0.68	-0.01	-1.9%	0.00
Volume	12,295	11,317	-978	-8.0%	16,224

Daily Pivots for day following 20-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	116.64	116.46	115.71
R3	116.25	116.07	115.61
R2	115.86	115.86	115.57
R1	115.68	115.68	115.54	115.58
PP	115.47	115.47	115.47	115.42
S1	115.29	115.29	115.46	115.19
S2	115.08	115.08	115.43
S3	114.69	114.90	115.39
S4	114.30	114.51	115.29

Weekly Pivots for week ending 15-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	121.73	120.70	117.00
R3	119.89	118.86	116.50
R2	118.05	118.05	116.33
R1	117.02	117.02	116.16	116.62
PP	116.21	116.21	116.21	116.01
S1	115.18	115.18	115.82	114.78
S2	114.37	114.37	115.65
S3	112.53	113.34	115.48
S4	110.69	111.50	114.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116.15	115.26	0.89	0.8%	0.52	0.5%	27%	False	True	6,878
10	117.24	115.26	1.98	1.7%	0.68	0.6%	12%	False	True	5,154
20	117.24	115.18	2.06	1.8%	0.62	0.5%	16%	False	False	3,191
40	117.65	112.26	5.39	4.7%	0.57	0.5%	60%	False	False	1,779

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	117.31
2.618	116.67
1.618	116.28
1.000	116.04
0.618	115.89
HIGH	115.65
0.618	115.50
0.500	115.46
0.382	115.41
LOW	115.26
0.618	115.02
1.000	114.87
1.618	114.63
2.618	114.24
4.250	113.60

Fisher Pivots for day following 20-Feb-2008
Pivot	1 day	3 day
R1	115.49	115.59
PP	115.47	115.56
S1	115.46	115.53

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

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