Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Mar-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Mar-2008 | 
                    17-Mar-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        118.04 | 
                        118.29 | 
                        0.25 | 
                        0.2% | 
                        117.69 | 
                     
                    
                        | High | 
                        118.30 | 
                        118.50 | 
                        0.20 | 
                        0.2% | 
                        118.30 | 
                     
                    
                        | Low | 
                        117.97 | 
                        118.24 | 
                        0.27 | 
                        0.2% | 
                        117.18 | 
                     
                    
                        | Close | 
                        117.97 | 
                        118.32 | 
                        0.35 | 
                        0.3% | 
                        117.97 | 
                     
                    
                        | Range | 
                        0.33 | 
                        0.26 | 
                        -0.07 | 
                        -21.2% | 
                        1.12 | 
                     
                    
                        | ATR | 
                        0.42 | 
                        0.43 | 
                        0.01 | 
                        1.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        529 | 
                        220 | 
                        -309 | 
                        -58.4% | 
                        1,827 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Mar-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119.13 | 
                118.99 | 
                118.46 | 
                 | 
             
            
                | R3 | 
                118.87 | 
                118.73 | 
                118.39 | 
                 | 
             
            
                | R2 | 
                118.61 | 
                118.61 | 
                118.37 | 
                 | 
             
            
                | R1 | 
                118.47 | 
                118.47 | 
                118.34 | 
                118.54 | 
             
            
                | PP | 
                118.35 | 
                118.35 | 
                118.35 | 
                118.39 | 
             
            
                | S1 | 
                118.21 | 
                118.21 | 
                118.30 | 
                118.28 | 
             
            
                | S2 | 
                118.09 | 
                118.09 | 
                118.27 | 
                 | 
             
            
                | S3 | 
                117.83 | 
                117.95 | 
                118.25 | 
                 | 
             
            
                | S4 | 
                117.57 | 
                117.69 | 
                118.18 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Mar-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121.18 | 
                120.69 | 
                118.59 | 
                 | 
             
            
                | R3 | 
                120.06 | 
                119.57 | 
                118.28 | 
                 | 
             
            
                | R2 | 
                118.94 | 
                118.94 | 
                118.18 | 
                 | 
             
            
                | R1 | 
                118.45 | 
                118.45 | 
                118.07 | 
                118.70 | 
             
            
                | PP | 
                117.82 | 
                117.82 | 
                117.82 | 
                117.94 | 
             
            
                | S1 | 
                117.33 | 
                117.33 | 
                117.87 | 
                117.58 | 
             
            
                | S2 | 
                116.70 | 
                116.70 | 
                117.76 | 
                 | 
             
            
                | S3 | 
                115.58 | 
                116.21 | 
                117.66 | 
                 | 
             
            
                | S4 | 
                114.46 | 
                115.09 | 
                117.35 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            119.61 | 
         
        
            | 
2.618             | 
            119.18 | 
         
        
            | 
1.618             | 
            118.92 | 
         
        
            | 
1.000             | 
            118.76 | 
         
        
            | 
0.618             | 
            118.66 | 
         
        
            | 
HIGH             | 
            118.50 | 
         
        
            | 
0.618             | 
            118.40 | 
         
        
            | 
0.500             | 
            118.37 | 
         
        
            | 
0.382             | 
            118.34 | 
         
        
            | 
LOW             | 
            118.24 | 
         
        
            | 
0.618             | 
            118.08 | 
         
        
            | 
1.000             | 
            117.98 | 
         
        
            | 
1.618             | 
            117.82 | 
         
        
            | 
2.618             | 
            117.56 | 
         
        
            | 
4.250             | 
            117.14 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Mar-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                118.37 | 
                                118.26 | 
                             
                            
                                | PP | 
                                118.35 | 
                                118.20 | 
                             
                            
                                | S1 | 
                                118.34 | 
                                118.14 | 
                             
             
         |