Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Feb-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Feb-2008 | 
                    21-Feb-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        115.84 | 
                        115.72 | 
                        -0.12 | 
                        -0.1% | 
                        117.20 | 
                     
                    
                        | High | 
                        115.84 | 
                        115.72 | 
                        -0.12 | 
                        -0.1% | 
                        117.20 | 
                     
                    
                        | Low | 
                        115.84 | 
                        115.72 | 
                        -0.12 | 
                        -0.1% | 
                        116.07 | 
                     
                    
                        | Close | 
                        115.84 | 
                        115.72 | 
                        -0.12 | 
                        -0.1% | 
                        116.39 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.35 | 
                        0.33 | 
                        -0.02 | 
                        -4.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        653 | 
                        166 | 
                        -487 | 
                        -74.6% | 
                        1,765 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Feb-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                115.72 | 
                115.72 | 
                115.72 | 
                 | 
             
            
                | R3 | 
                115.72 | 
                115.72 | 
                115.72 | 
                 | 
             
            
                | R2 | 
                115.72 | 
                115.72 | 
                115.72 | 
                 | 
             
            
                | R1 | 
                115.72 | 
                115.72 | 
                115.72 | 
                115.72 | 
             
            
                | PP | 
                115.72 | 
                115.72 | 
                115.72 | 
                115.72 | 
             
            
                | S1 | 
                115.72 | 
                115.72 | 
                115.72 | 
                115.72 | 
             
            
                | S2 | 
                115.72 | 
                115.72 | 
                115.72 | 
                 | 
             
            
                | S3 | 
                115.72 | 
                115.72 | 
                115.72 | 
                 | 
             
            
                | S4 | 
                115.72 | 
                115.72 | 
                115.72 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Feb-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119.94 | 
                119.30 | 
                117.01 | 
                 | 
             
            
                | R3 | 
                118.81 | 
                118.17 | 
                116.70 | 
                 | 
             
            
                | R2 | 
                117.68 | 
                117.68 | 
                116.60 | 
                 | 
             
            
                | R1 | 
                117.04 | 
                117.04 | 
                116.49 | 
                116.80 | 
             
            
                | PP | 
                116.55 | 
                116.55 | 
                116.55 | 
                116.43 | 
             
            
                | S1 | 
                115.91 | 
                115.91 | 
                116.29 | 
                115.67 | 
             
            
                | S2 | 
                115.42 | 
                115.42 | 
                116.18 | 
                 | 
             
            
                | S3 | 
                114.29 | 
                114.78 | 
                116.08 | 
                 | 
             
            
                | S4 | 
                113.16 | 
                113.65 | 
                115.77 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            115.72 | 
         
        
            | 
2.618             | 
            115.72 | 
         
        
            | 
1.618             | 
            115.72 | 
         
        
            | 
1.000             | 
            115.72 | 
         
        
            | 
0.618             | 
            115.72 | 
         
        
            | 
HIGH             | 
            115.72 | 
         
        
            | 
0.618             | 
            115.72 | 
         
        
            | 
0.500             | 
            115.72 | 
         
        
            | 
0.382             | 
            115.72 | 
         
        
            | 
LOW             | 
            115.72 | 
         
        
            | 
0.618             | 
            115.72 | 
         
        
            | 
1.000             | 
            115.72 | 
         
        
            | 
1.618             | 
            115.72 | 
         
        
            | 
2.618             | 
            115.72 | 
         
        
            | 
4.250             | 
            115.72 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Feb-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                115.72 | 
                                115.79 | 
                             
                            
                                | PP | 
                                115.72 | 
                                115.77 | 
                             
                            
                                | S1 | 
                                115.72 | 
                                115.74 | 
                             
             
         |