Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Apr-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Mar-2008 | 
                    01-Apr-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        116.33 | 
                        115.69 | 
                        -0.64 | 
                        -0.6% | 
                        117.25 | 
                     
                    
                        | High | 
                        116.42 | 
                        115.69 | 
                        -0.73 | 
                        -0.6% | 
                        117.25 | 
                     
                    
                        | Low | 
                        116.33 | 
                        115.69 | 
                        -0.64 | 
                        -0.6% | 
                        114.80 | 
                     
                    
                        | Close | 
                        116.33 | 
                        115.69 | 
                        -0.64 | 
                        -0.6% | 
                        116.11 | 
                     
                    
                        | Range | 
                        0.09 | 
                        0.00 | 
                        -0.09 | 
                        -100.0% | 
                        2.45 | 
                     
                    
                        | ATR | 
                        0.52 | 
                        0.53 | 
                        0.01 | 
                        1.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        63 | 
                        63 | 
                        0 | 
                        0.0% | 
                        804 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Apr-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                115.69 | 
                115.69 | 
                115.69 | 
                 | 
             
            
                | R3 | 
                115.69 | 
                115.69 | 
                115.69 | 
                 | 
             
            
                | R2 | 
                115.69 | 
                115.69 | 
                115.69 | 
                 | 
             
            
                | R1 | 
                115.69 | 
                115.69 | 
                115.69 | 
                115.69 | 
             
            
                | PP | 
                115.69 | 
                115.69 | 
                115.69 | 
                115.69 | 
             
            
                | S1 | 
                115.69 | 
                115.69 | 
                115.69 | 
                115.69 | 
             
            
                | S2 | 
                115.69 | 
                115.69 | 
                115.69 | 
                 | 
             
            
                | S3 | 
                115.69 | 
                115.69 | 
                115.69 | 
                 | 
             
            
                | S4 | 
                115.69 | 
                115.69 | 
                115.69 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                116.65 | 
                114.80 | 
                1.85 | 
                1.6% | 
                0.45 | 
                0.4% | 
                48% | 
                False | 
                False | 
                172 | 
                 
                
                | 10 | 
                118.50 | 
                114.80 | 
                3.70 | 
                3.2% | 
                0.42 | 
                0.4% | 
                24% | 
                False | 
                False | 
                153 | 
                 
                
                | 20 | 
                118.50 | 
                114.80 | 
                3.70 | 
                3.2% | 
                0.35 | 
                0.3% | 
                24% | 
                False | 
                False | 
                221 | 
                 
                
                | 40 | 
                118.50 | 
                114.80 | 
                3.70 | 
                3.2% | 
                0.18 | 
                0.2% | 
                24% | 
                False | 
                False | 
                260 | 
                 
                
                | 60 | 
                118.50 | 
                114.46 | 
                4.04 | 
                3.5% | 
                0.12 | 
                0.1% | 
                30% | 
                False | 
                False | 
                333 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            115.69 | 
         
        
            | 
2.618             | 
            115.69 | 
         
        
            | 
1.618             | 
            115.69 | 
         
        
            | 
1.000             | 
            115.69 | 
         
        
            | 
0.618             | 
            115.69 | 
         
        
            | 
HIGH             | 
            115.69 | 
         
        
            | 
0.618             | 
            115.69 | 
         
        
            | 
0.500             | 
            115.69 | 
         
        
            | 
0.382             | 
            115.69 | 
         
        
            | 
LOW             | 
            115.69 | 
         
        
            | 
0.618             | 
            115.69 | 
         
        
            | 
1.000             | 
            115.69 | 
         
        
            | 
1.618             | 
            115.69 | 
         
        
            | 
2.618             | 
            115.69 | 
         
        
            | 
4.250             | 
            115.69 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Apr-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                115.69 | 
                                115.66 | 
                             
                            
                                | PP | 
                                115.69 | 
                                115.64 | 
                             
                            
                                | S1 | 
                                115.69 | 
                                115.61 | 
                             
             
         |