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

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.50	117.18	1.32	1.1%	0.34	0.3%	86%	True	False	227
10	118.50	117.00	1.50	1.3%	0.28	0.2%	88%	True	False	308
20	118.50	114.95	3.55	3.0%	0.16	0.1%	95%	True	False	277
40	118.50	114.95	3.55	3.0%	0.08	0.1%	95%	True	False	312
60	118.50	112.52	5.98	5.1%	0.06	0.0%	97%	True	False	327

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.04
Narrowest range in 2 trading days

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

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These figures are updated between 7pm and 10pm EST after a trading day.

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