Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Mar-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Mar-2008 | 
                    28-Mar-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        116.23 | 
                        115.82 | 
                        -0.41 | 
                        -0.4% | 
                        117.25 | 
                     
                    
                        | High | 
                        116.23 | 
                        116.29 | 
                        0.06 | 
                        0.1% | 
                        117.25 | 
                     
                    
                        | Low | 
                        116.00 | 
                        114.80 | 
                        -1.20 | 
                        -1.0% | 
                        114.80 | 
                     
                    
                        | Close | 
                        116.09 | 
                        116.11 | 
                        0.02 | 
                        0.0% | 
                        116.11 | 
                     
                    
                        | Range | 
                        0.23 | 
                        1.49 | 
                        1.26 | 
                        547.8% | 
                        2.45 | 
                     
                    
                        | ATR | 
                        0.46 | 
                        0.54 | 
                        0.07 | 
                        15.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        368 | 
                        91 | 
                        -277 | 
                        -75.3% | 
                        804 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Mar-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120.20 | 
                119.65 | 
                116.93 | 
                 | 
             
            
                | R3 | 
                118.71 | 
                118.16 | 
                116.52 | 
                 | 
             
            
                | R2 | 
                117.22 | 
                117.22 | 
                116.38 | 
                 | 
             
            
                | R1 | 
                116.67 | 
                116.67 | 
                116.25 | 
                116.95 | 
             
            
                | PP | 
                115.73 | 
                115.73 | 
                115.73 | 
                115.87 | 
             
            
                | S1 | 
                115.18 | 
                115.18 | 
                115.97 | 
                115.46 | 
             
            
                | S2 | 
                114.24 | 
                114.24 | 
                115.84 | 
                 | 
             
            
                | S3 | 
                112.75 | 
                113.69 | 
                115.70 | 
                 | 
             
            
                | S4 | 
                111.26 | 
                112.20 | 
                115.29 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Mar-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123.40 | 
                122.21 | 
                117.46 | 
                 | 
             
            
                | R3 | 
                120.95 | 
                119.76 | 
                116.78 | 
                 | 
             
            
                | R2 | 
                118.50 | 
                118.50 | 
                116.56 | 
                 | 
             
            
                | R1 | 
                117.31 | 
                117.31 | 
                116.33 | 
                116.68 | 
             
            
                | PP | 
                116.05 | 
                116.05 | 
                116.05 | 
                115.74 | 
             
            
                | S1 | 
                114.86 | 
                114.86 | 
                115.89 | 
                114.23 | 
             
            
                | S2 | 
                113.60 | 
                113.60 | 
                115.66 | 
                 | 
             
            
                | S3 | 
                111.15 | 
                112.41 | 
                115.44 | 
                 | 
             
            
                | S4 | 
                108.70 | 
                109.96 | 
                114.76 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            122.62 | 
         
        
            | 
2.618             | 
            120.19 | 
         
        
            | 
1.618             | 
            118.70 | 
         
        
            | 
1.000             | 
            117.78 | 
         
        
            | 
0.618             | 
            117.21 | 
         
        
            | 
HIGH             | 
            116.29 | 
         
        
            | 
0.618             | 
            115.72 | 
         
        
            | 
0.500             | 
            115.55 | 
         
        
            | 
0.382             | 
            115.37 | 
         
        
            | 
LOW             | 
            114.80 | 
         
        
            | 
0.618             | 
            113.88 | 
         
        
            | 
1.000             | 
            113.31 | 
         
        
            | 
1.618             | 
            112.39 | 
         
        
            | 
2.618             | 
            110.90 | 
         
        
            | 
4.250             | 
            108.47 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Mar-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                115.92 | 
                                115.98 | 
                             
                            
                                | PP | 
                                115.73 | 
                                115.85 | 
                             
                            
                                | S1 | 
                                115.55 | 
                                115.73 | 
                             
             
         |