Euro Bund Future June 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Apr-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Apr-2008 | 
                    15-Apr-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        115.96 | 
                        115.86 | 
                        -0.10 | 
                        -0.1% | 
                        115.28 | 
                     
                    
                        | High | 
                        116.13 | 
                        116.06 | 
                        -0.07 | 
                        -0.1% | 
                        116.04 | 
                     
                    
                        | Low | 
                        115.74 | 
                        115.32 | 
                        -0.42 | 
                        -0.4% | 
                        114.67 | 
                     
                    
                        | Close | 
                        115.97 | 
                        115.53 | 
                        -0.44 | 
                        -0.4% | 
                        115.87 | 
                     
                    
                        | Range | 
                        0.39 | 
                        0.74 | 
                        0.35 | 
                        89.7% | 
                        1.37 | 
                     
                    
                        | ATR | 
                        0.66 | 
                        0.67 | 
                        0.01 | 
                        0.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        923,451 | 
                        1,142,819 | 
                        219,368 | 
                        23.8% | 
                        4,310,541 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Apr-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                117.86 | 
                117.43 | 
                115.94 | 
                 | 
             
            
                | R3 | 
                117.12 | 
                116.69 | 
                115.73 | 
                 | 
             
            
                | R2 | 
                116.38 | 
                116.38 | 
                115.67 | 
                 | 
             
            
                | R1 | 
                115.95 | 
                115.95 | 
                115.60 | 
                115.80 | 
             
            
                | PP | 
                115.64 | 
                115.64 | 
                115.64 | 
                115.56 | 
             
            
                | S1 | 
                115.21 | 
                115.21 | 
                115.46 | 
                115.06 | 
             
            
                | S2 | 
                114.90 | 
                114.90 | 
                115.39 | 
                 | 
             
            
                | S3 | 
                114.16 | 
                114.47 | 
                115.33 | 
                 | 
             
            
                | S4 | 
                113.42 | 
                113.73 | 
                115.12 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Apr-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119.64 | 
                119.12 | 
                116.62 | 
                 | 
             
            
                | R3 | 
                118.27 | 
                117.75 | 
                116.25 | 
                 | 
             
            
                | R2 | 
                116.90 | 
                116.90 | 
                116.12 | 
                 | 
             
            
                | R1 | 
                116.38 | 
                116.38 | 
                116.00 | 
                116.64 | 
             
            
                | PP | 
                115.53 | 
                115.53 | 
                115.53 | 
                115.66 | 
             
            
                | S1 | 
                115.01 | 
                115.01 | 
                115.74 | 
                115.27 | 
             
            
                | S2 | 
                114.16 | 
                114.16 | 
                115.62 | 
                 | 
             
            
                | S3 | 
                112.79 | 
                113.64 | 
                115.49 | 
                 | 
             
            
                | S4 | 
                111.42 | 
                112.27 | 
                115.12 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                116.13 | 
                114.67 | 
                1.46 | 
                1.3% | 
                0.68 | 
                0.6% | 
                59% | 
                False | 
                False | 
                989,278 | 
                 
                
                | 10 | 
                116.13 | 
                114.67 | 
                1.46 | 
                1.3% | 
                0.57 | 
                0.5% | 
                59% | 
                False | 
                False | 
                926,246 | 
                 
                
                | 20 | 
                118.48 | 
                114.67 | 
                3.81 | 
                3.3% | 
                0.59 | 
                0.5% | 
                23% | 
                False | 
                False | 
                908,134 | 
                 
                
                | 40 | 
                118.48 | 
                114.67 | 
                3.81 | 
                3.3% | 
                0.61 | 
                0.5% | 
                23% | 
                False | 
                False | 
                745,986 | 
                 
                
                | 60 | 
                118.48 | 
                114.67 | 
                3.81 | 
                3.3% | 
                0.65 | 
                0.6% | 
                23% | 
                False | 
                False | 
                497,968 | 
                 
                
                | 80 | 
                118.48 | 
                112.26 | 
                6.22 | 
                5.4% | 
                0.59 | 
                0.5% | 
                53% | 
                False | 
                False | 
                373,563 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            119.21 | 
         
        
            | 
2.618             | 
            118.00 | 
         
        
            | 
1.618             | 
            117.26 | 
         
        
            | 
1.000             | 
            116.80 | 
         
        
            | 
0.618             | 
            116.52 | 
         
        
            | 
HIGH             | 
            116.06 | 
         
        
            | 
0.618             | 
            115.78 | 
         
        
            | 
0.500             | 
            115.69 | 
         
        
            | 
0.382             | 
            115.60 | 
         
        
            | 
LOW             | 
            115.32 | 
         
        
            | 
0.618             | 
            114.86 | 
         
        
            | 
1.000             | 
            114.58 | 
         
        
            | 
1.618             | 
            114.12 | 
         
        
            | 
2.618             | 
            113.38 | 
         
        
            | 
4.250             | 
            112.18 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Apr-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                115.69 | 
                                115.61 | 
                             
                            
                                | PP | 
                                115.64 | 
                                115.58 | 
                             
                            
                                | S1 | 
                                115.58 | 
                                115.56 | 
                             
             
         |