Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Mar-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Mar-2008 | 
                    11-Mar-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        117.69 | 
                        117.61 | 
                        -0.08 | 
                        -0.1% | 
                        116.82 | 
                     
                    
                        | High | 
                        118.10 | 
                        117.61 | 
                        -0.49 | 
                        -0.4% | 
                        117.77 | 
                     
                    
                        | Low | 
                        117.69 | 
                        117.32 | 
                        -0.37 | 
                        -0.3% | 
                        116.82 | 
                     
                    
                        | Close | 
                        118.04 | 
                        117.47 | 
                        -0.57 | 
                        -0.5% | 
                        117.41 | 
                     
                    
                        | Range | 
                        0.41 | 
                        0.29 | 
                        -0.12 | 
                        -29.3% | 
                        0.95 | 
                     
                    
                        | ATR | 
                        0.39 | 
                        0.41 | 
                        0.02 | 
                        6.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        909 | 
                        231 | 
                        -678 | 
                        -74.6% | 
                        1,058 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Mar-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                118.34 | 
                118.19 | 
                117.63 | 
                 | 
             
            
                | R3 | 
                118.05 | 
                117.90 | 
                117.55 | 
                 | 
             
            
                | R2 | 
                117.76 | 
                117.76 | 
                117.52 | 
                 | 
             
            
                | R1 | 
                117.61 | 
                117.61 | 
                117.50 | 
                117.54 | 
             
            
                | PP | 
                117.47 | 
                117.47 | 
                117.47 | 
                117.43 | 
             
            
                | S1 | 
                117.32 | 
                117.32 | 
                117.44 | 
                117.25 | 
             
            
                | S2 | 
                117.18 | 
                117.18 | 
                117.42 | 
                 | 
             
            
                | S3 | 
                116.89 | 
                117.03 | 
                117.39 | 
                 | 
             
            
                | S4 | 
                116.60 | 
                116.74 | 
                117.31 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Mar-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120.18 | 
                119.75 | 
                117.93 | 
                 | 
             
            
                | R3 | 
                119.23 | 
                118.80 | 
                117.67 | 
                 | 
             
            
                | R2 | 
                118.28 | 
                118.28 | 
                117.58 | 
                 | 
             
            
                | R1 | 
                117.85 | 
                117.85 | 
                117.50 | 
                118.07 | 
             
            
                | PP | 
                117.33 | 
                117.33 | 
                117.33 | 
                117.44 | 
             
            
                | S1 | 
                116.90 | 
                116.90 | 
                117.32 | 
                117.12 | 
             
            
                | S2 | 
                116.38 | 
                116.38 | 
                117.24 | 
                 | 
             
            
                | S3 | 
                115.43 | 
                115.95 | 
                117.15 | 
                 | 
             
            
                | S4 | 
                114.48 | 
                115.00 | 
                116.89 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            118.84 | 
         
        
            | 
2.618             | 
            118.37 | 
         
        
            | 
1.618             | 
            118.08 | 
         
        
            | 
1.000             | 
            117.90 | 
         
        
            | 
0.618             | 
            117.79 | 
         
        
            | 
HIGH             | 
            117.61 | 
         
        
            | 
0.618             | 
            117.50 | 
         
        
            | 
0.500             | 
            117.47 | 
         
        
            | 
0.382             | 
            117.43 | 
         
        
            | 
LOW             | 
            117.32 | 
         
        
            | 
0.618             | 
            117.14 | 
         
        
            | 
1.000             | 
            117.03 | 
         
        
            | 
1.618             | 
            116.85 | 
         
        
            | 
2.618             | 
            116.56 | 
         
        
            | 
4.250             | 
            116.09 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Mar-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                117.47 | 
                                117.65 | 
                             
                            
                                | PP | 
                                117.47 | 
                                117.59 | 
                             
                            
                                | S1 | 
                                117.47 | 
                                117.53 | 
                             
             
         |