Euro Bund Future June 2008

Trading Metrics calculated at close of trading on 29-Feb-2008

Day Change Summary
	Previous	Current
	28-Feb-2008	29-Feb-2008	Change	Change %	Previous Week
Open	114.97	115.86	0.89	0.8%	115.24
High	115.78	116.84	1.06	0.9%	116.84
Low	114.91	115.79	0.88	0.8%	114.69
Close	115.62	116.63	1.01	0.9%	116.63
Range	0.87	1.05	0.18	20.7%	2.15
ATR	0.66	0.70	0.04	6.0%	0.00
Volume	84,554	197,492	112,938	133.6%	419,100

Daily Pivots for day following 29-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	119.57	119.15	117.21
R3	118.52	118.10	116.92
R2	117.47	117.47	116.82
R1	117.05	117.05	116.73	117.26
PP	116.42	116.42	116.42	116.53
S1	116.00	116.00	116.53	116.21
S2	115.37	115.37	116.44
S3	114.32	114.95	116.34
S4	113.27	113.90	116.05

Weekly Pivots for week ending 29-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	122.50	121.72	117.81
R3	120.35	119.57	117.22
R2	118.20	118.20	117.02
R1	117.42	117.42	116.83	117.81
PP	116.05	116.05	116.05	116.25
S1	115.27	115.27	116.43	115.66
S2	113.90	113.90	116.24
S3	111.75	113.12	116.04
S4	109.60	110.97	115.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116.84	114.69	2.15	1.8%	0.69	0.6%	90%	True	False	83,820
10	116.84	114.69	2.15	1.8%	0.61	0.5%	90%	True	False	47,539
20	117.24	114.69	2.55	2.2%	0.66	0.6%	76%	False	False	25,433
40	117.65	114.18	3.47	3.0%	0.60	0.5%	71%	False	False	12,965

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	0.14
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	121.30
2.618	119.59
1.618	118.54
1.000	117.89
0.618	117.49
HIGH	116.84
0.618	116.44
0.500	116.32
0.382	116.19
LOW	115.79
0.618	115.14
1.000	114.74
1.618	114.09
2.618	113.04
4.250	111.33

Fisher Pivots for day following 29-Feb-2008
Pivot	1 day	3 day
R1	116.53	116.34
PP	116.42	116.05
S1	116.32	115.77

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

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