Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Mar-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Mar-2008 | 
                    27-Mar-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        116.61 | 
                        116.23 | 
                        -0.38 | 
                        -0.3% | 
                        118.29 | 
                     
                    
                        | High | 
                        116.65 | 
                        116.23 | 
                        -0.42 | 
                        -0.4% | 
                        118.50 | 
                     
                    
                        | Low | 
                        116.19 | 
                        116.00 | 
                        -0.19 | 
                        -0.2% | 
                        117.56 | 
                     
                    
                        | Close | 
                        116.33 | 
                        116.09 | 
                        -0.24 | 
                        -0.2% | 
                        117.68 | 
                     
                    
                        | Range | 
                        0.46 | 
                        0.23 | 
                        -0.23 | 
                        -50.0% | 
                        0.94 | 
                     
                    
                        | ATR | 
                        0.47 | 
                        0.46 | 
                        -0.01 | 
                        -2.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        278 | 
                        368 | 
                        90 | 
                        32.4% | 
                        606 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Mar-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116.80 | 
                116.67 | 
                116.22 | 
                 | 
             
            
                | R3 | 
                116.57 | 
                116.44 | 
                116.15 | 
                 | 
             
            
                | R2 | 
                116.34 | 
                116.34 | 
                116.13 | 
                 | 
             
            
                | R1 | 
                116.21 | 
                116.21 | 
                116.11 | 
                116.16 | 
             
            
                | PP | 
                116.11 | 
                116.11 | 
                116.11 | 
                116.08 | 
             
            
                | S1 | 
                115.98 | 
                115.98 | 
                116.07 | 
                115.93 | 
             
            
                | S2 | 
                115.88 | 
                115.88 | 
                116.05 | 
                 | 
             
            
                | S3 | 
                115.65 | 
                115.75 | 
                116.03 | 
                 | 
             
            
                | S4 | 
                115.42 | 
                115.52 | 
                115.96 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Mar-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120.73 | 
                120.15 | 
                118.20 | 
                 | 
             
            
                | R3 | 
                119.79 | 
                119.21 | 
                117.94 | 
                 | 
             
            
                | R2 | 
                118.85 | 
                118.85 | 
                117.85 | 
                 | 
             
            
                | R1 | 
                118.27 | 
                118.27 | 
                117.77 | 
                118.09 | 
             
            
                | PP | 
                117.91 | 
                117.91 | 
                117.91 | 
                117.83 | 
             
            
                | S1 | 
                117.33 | 
                117.33 | 
                117.59 | 
                117.15 | 
             
            
                | S2 | 
                116.97 | 
                116.97 | 
                117.51 | 
                 | 
             
            
                | S3 | 
                116.03 | 
                116.39 | 
                117.42 | 
                 | 
             
            
                | S4 | 
                115.09 | 
                115.45 | 
                117.16 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            117.21 | 
         
        
            | 
2.618             | 
            116.83 | 
         
        
            | 
1.618             | 
            116.60 | 
         
        
            | 
1.000             | 
            116.46 | 
         
        
            | 
0.618             | 
            116.37 | 
         
        
            | 
HIGH             | 
            116.23 | 
         
        
            | 
0.618             | 
            116.14 | 
         
        
            | 
0.500             | 
            116.12 | 
         
        
            | 
0.382             | 
            116.09 | 
         
        
            | 
LOW             | 
            116.00 | 
         
        
            | 
0.618             | 
            115.86 | 
         
        
            | 
1.000             | 
            115.77 | 
         
        
            | 
1.618             | 
            115.63 | 
         
        
            | 
2.618             | 
            115.40 | 
         
        
            | 
4.250             | 
            115.02 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Mar-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                116.12 | 
                                116.63 | 
                             
                            
                                | PP | 
                                116.11 | 
                                116.45 | 
                             
                            
                                | S1 | 
                                116.10 | 
                                116.27 | 
                             
             
         |