Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Feb-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Feb-2008 | 
                    27-Feb-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        115.13 | 
                        114.95 | 
                        -0.18 | 
                        -0.2% | 
                        115.85 | 
                     
                    
                        | High | 
                        115.13 | 
                        114.95 | 
                        -0.18 | 
                        -0.2% | 
                        115.86 | 
                     
                    
                        | Low | 
                        115.13 | 
                        114.95 | 
                        -0.18 | 
                        -0.2% | 
                        115.72 | 
                     
                    
                        | Close | 
                        115.13 | 
                        114.95 | 
                        -0.18 | 
                        -0.2% | 
                        115.84 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.32 | 
                        0.31 | 
                        -0.01 | 
                        -3.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        60 | 
                        262 | 
                        202 | 
                        336.7% | 
                        1,992 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Feb-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                114.95 | 
                114.95 | 
                114.95 | 
                 | 
             
            
                | R3 | 
                114.95 | 
                114.95 | 
                114.95 | 
                 | 
             
            
                | R2 | 
                114.95 | 
                114.95 | 
                114.95 | 
                 | 
             
            
                | R1 | 
                114.95 | 
                114.95 | 
                114.95 | 
                114.95 | 
             
            
                | PP | 
                114.95 | 
                114.95 | 
                114.95 | 
                114.95 | 
             
            
                | S1 | 
                114.95 | 
                114.95 | 
                114.95 | 
                114.95 | 
             
            
                | S2 | 
                114.95 | 
                114.95 | 
                114.95 | 
                 | 
             
            
                | S3 | 
                114.95 | 
                114.95 | 
                114.95 | 
                 | 
             
            
                | S4 | 
                114.95 | 
                114.95 | 
                114.95 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Feb-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116.23 | 
                116.17 | 
                115.92 | 
                 | 
             
            
                | R3 | 
                116.09 | 
                116.03 | 
                115.88 | 
                 | 
             
            
                | R2 | 
                115.95 | 
                115.95 | 
                115.87 | 
                 | 
             
            
                | R1 | 
                115.89 | 
                115.89 | 
                115.85 | 
                115.85 | 
             
            
                | PP | 
                115.81 | 
                115.81 | 
                115.81 | 
                115.79 | 
             
            
                | S1 | 
                115.75 | 
                115.75 | 
                115.83 | 
                115.71 | 
             
            
                | S2 | 
                115.67 | 
                115.67 | 
                115.81 | 
                 | 
             
            
                | S3 | 
                115.53 | 
                115.61 | 
                115.80 | 
                 | 
             
            
                | S4 | 
                115.39 | 
                115.47 | 
                115.76 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            114.95 | 
         
        
            | 
2.618             | 
            114.95 | 
         
        
            | 
1.618             | 
            114.95 | 
         
        
            | 
1.000             | 
            114.95 | 
         
        
            | 
0.618             | 
            114.95 | 
         
        
            | 
HIGH             | 
            114.95 | 
         
        
            | 
0.618             | 
            114.95 | 
         
        
            | 
0.500             | 
            114.95 | 
         
        
            | 
0.382             | 
            114.95 | 
         
        
            | 
LOW             | 
            114.95 | 
         
        
            | 
0.618             | 
            114.95 | 
         
        
            | 
1.000             | 
            114.95 | 
         
        
            | 
1.618             | 
            114.95 | 
         
        
            | 
2.618             | 
            114.95 | 
         
        
            | 
4.250             | 
            114.95 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Feb-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                114.95 | 
                                115.18 | 
                             
                            
                                | PP | 
                                114.95 | 
                                115.10 | 
                             
                            
                                | S1 | 
                                114.95 | 
                                115.03 | 
                             
             
         |