Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Mar-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Mar-2008 | 
                    13-Mar-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        117.18 | 
                        117.95 | 
                        0.77 | 
                        0.7% | 
                        116.82 | 
                     
                    
                        | High | 
                        117.81 | 
                        117.95 | 
                        0.14 | 
                        0.1% | 
                        117.77 | 
                     
                    
                        | Low | 
                        117.18 | 
                        117.77 | 
                        0.59 | 
                        0.5% | 
                        116.82 | 
                     
                    
                        | Close | 
                        117.64 | 
                        117.80 | 
                        0.16 | 
                        0.1% | 
                        117.41 | 
                     
                    
                        | Range | 
                        0.63 | 
                        0.18 | 
                        -0.45 | 
                        -71.4% | 
                        0.95 | 
                     
                    
                        | ATR | 
                        0.43 | 
                        0.42 | 
                        -0.01 | 
                        -2.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        95 | 
                        63 | 
                        -32 | 
                        -33.7% | 
                        1,058 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Mar-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                118.38 | 
                118.27 | 
                117.90 | 
                 | 
             
            
                | R3 | 
                118.20 | 
                118.09 | 
                117.85 | 
                 | 
             
            
                | R2 | 
                118.02 | 
                118.02 | 
                117.83 | 
                 | 
             
            
                | R1 | 
                117.91 | 
                117.91 | 
                117.82 | 
                117.88 | 
             
            
                | PP | 
                117.84 | 
                117.84 | 
                117.84 | 
                117.82 | 
             
            
                | S1 | 
                117.73 | 
                117.73 | 
                117.78 | 
                117.70 | 
             
            
                | S2 | 
                117.66 | 
                117.66 | 
                117.77 | 
                 | 
             
            
                | S3 | 
                117.48 | 
                117.55 | 
                117.75 | 
                 | 
             
            
                | S4 | 
                117.30 | 
                117.37 | 
                117.70 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            118.72 | 
         
        
            | 
2.618             | 
            118.42 | 
         
        
            | 
1.618             | 
            118.24 | 
         
        
            | 
1.000             | 
            118.13 | 
         
        
            | 
0.618             | 
            118.06 | 
         
        
            | 
HIGH             | 
            117.95 | 
         
        
            | 
0.618             | 
            117.88 | 
         
        
            | 
0.500             | 
            117.86 | 
         
        
            | 
0.382             | 
            117.84 | 
         
        
            | 
LOW             | 
            117.77 | 
         
        
            | 
0.618             | 
            117.66 | 
         
        
            | 
1.000             | 
            117.59 | 
         
        
            | 
1.618             | 
            117.48 | 
         
        
            | 
2.618             | 
            117.30 | 
         
        
            | 
4.250             | 
            117.01 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Mar-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                117.86 | 
                                117.72 | 
                             
                            
                                | PP | 
                                117.84 | 
                                117.64 | 
                             
                            
                                | S1 | 
                                117.82 | 
                                117.57 | 
                             
             
         |