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

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117.68	114.80	2.88	2.5%	0.61	0.5%	45%	False	True	183
10	118.50	114.80	3.70	3.2%	0.46	0.4%	35%	False	True	200
20	118.50	114.80	3.70	3.2%	0.35	0.3%	35%	False	True	235
40	118.50	114.80	3.70	3.2%	0.18	0.2%	35%	False	True	284
60	118.50	114.18	4.32	3.7%	0.12	0.1%	45%	False	False	334

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Widest range in 69 trading days

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

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

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