Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Mar-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Feb-2008 | 
                    03-Mar-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        116.23 | 
                        116.82 | 
                        0.59 | 
                        0.5% | 
                        115.41 | 
                     
                    
                        | High | 
                        116.33 | 
                        117.00 | 
                        0.67 | 
                        0.6% | 
                        116.33 | 
                     
                    
                        | Low | 
                        116.23 | 
                        116.82 | 
                        0.59 | 
                        0.5% | 
                        114.95 | 
                     
                    
                        | Close | 
                        116.62 | 
                        117.09 | 
                        0.47 | 
                        0.4% | 
                        116.62 | 
                     
                    
                        | Range | 
                        0.10 | 
                        0.18 | 
                        0.08 | 
                        80.0% | 
                        1.38 | 
                     
                    
                        | ATR | 
                        0.36 | 
                        0.36 | 
                        0.00 | 
                        0.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        146 | 
                        17 | 
                        -129 | 
                        -88.4% | 
                        850 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Mar-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                117.51 | 
                117.48 | 
                117.19 | 
                 | 
             
            
                | R3 | 
                117.33 | 
                117.30 | 
                117.14 | 
                 | 
             
            
                | R2 | 
                117.15 | 
                117.15 | 
                117.12 | 
                 | 
             
            
                | R1 | 
                117.12 | 
                117.12 | 
                117.11 | 
                117.14 | 
             
            
                | PP | 
                116.97 | 
                116.97 | 
                116.97 | 
                116.98 | 
             
            
                | S1 | 
                116.94 | 
                116.94 | 
                117.07 | 
                116.96 | 
             
            
                | S2 | 
                116.79 | 
                116.79 | 
                117.06 | 
                 | 
             
            
                | S3 | 
                116.61 | 
                116.76 | 
                117.04 | 
                 | 
             
            
                | S4 | 
                116.43 | 
                116.58 | 
                116.99 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Feb-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120.11 | 
                119.74 | 
                117.38 | 
                 | 
             
            
                | R3 | 
                118.73 | 
                118.36 | 
                117.00 | 
                 | 
             
            
                | R2 | 
                117.35 | 
                117.35 | 
                116.87 | 
                 | 
             
            
                | R1 | 
                116.98 | 
                116.98 | 
                116.75 | 
                117.17 | 
             
            
                | PP | 
                115.97 | 
                115.97 | 
                115.97 | 
                116.06 | 
             
            
                | S1 | 
                115.60 | 
                115.60 | 
                116.49 | 
                115.79 | 
             
            
                | S2 | 
                114.59 | 
                114.59 | 
                116.37 | 
                 | 
             
            
                | S3 | 
                113.21 | 
                114.22 | 
                116.24 | 
                 | 
             
            
                | S4 | 
                111.83 | 
                112.84 | 
                115.86 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            117.77 | 
         
        
            | 
2.618             | 
            117.47 | 
         
        
            | 
1.618             | 
            117.29 | 
         
        
            | 
1.000             | 
            117.18 | 
         
        
            | 
0.618             | 
            117.11 | 
         
        
            | 
HIGH             | 
            117.00 | 
         
        
            | 
0.618             | 
            116.93 | 
         
        
            | 
0.500             | 
            116.91 | 
         
        
            | 
0.382             | 
            116.89 | 
         
        
            | 
LOW             | 
            116.82 | 
         
        
            | 
0.618             | 
            116.71 | 
         
        
            | 
1.000             | 
            116.64 | 
         
        
            | 
1.618             | 
            116.53 | 
         
        
            | 
2.618             | 
            116.35 | 
         
        
            | 
4.250             | 
            116.06 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Mar-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                117.03 | 
                                116.85 | 
                             
                            
                                | PP | 
                                116.97 | 
                                116.61 | 
                             
                            
                                | S1 | 
                                116.91 | 
                                116.37 | 
                             
             
         |