Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Apr-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Apr-2008 | 
                    04-Apr-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        115.70 | 
                        115.62 | 
                        -0.08 | 
                        -0.1% | 
                        116.33 | 
                     
                    
                        | High | 
                        115.70 | 
                        116.00 | 
                        0.30 | 
                        0.3% | 
                        116.42 | 
                     
                    
                        | Low | 
                        115.55 | 
                        115.62 | 
                        0.07 | 
                        0.1% | 
                        115.55 | 
                     
                    
                        | Close | 
                        115.60 | 
                        115.85 | 
                        0.25 | 
                        0.2% | 
                        115.85 | 
                     
                    
                        | Range | 
                        0.15 | 
                        0.38 | 
                        0.23 | 
                        153.3% | 
                        0.87 | 
                     
                    
                        | ATR | 
                        0.48 | 
                        0.47 | 
                        -0.01 | 
                        -1.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        257 | 
                        160 | 
                        -97 | 
                        -37.7% | 
                        922 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Apr-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116.96 | 
                116.79 | 
                116.06 | 
                 | 
             
            
                | R3 | 
                116.58 | 
                116.41 | 
                115.95 | 
                 | 
             
            
                | R2 | 
                116.20 | 
                116.20 | 
                115.92 | 
                 | 
             
            
                | R1 | 
                116.03 | 
                116.03 | 
                115.88 | 
                116.12 | 
             
            
                | PP | 
                115.82 | 
                115.82 | 
                115.82 | 
                115.87 | 
             
            
                | S1 | 
                115.65 | 
                115.65 | 
                115.82 | 
                115.74 | 
             
            
                | S2 | 
                115.44 | 
                115.44 | 
                115.78 | 
                 | 
             
            
                | S3 | 
                115.06 | 
                115.27 | 
                115.75 | 
                 | 
             
            
                | S4 | 
                114.68 | 
                114.89 | 
                115.64 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Apr-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                118.55 | 
                118.07 | 
                116.33 | 
                 | 
             
            
                | R3 | 
                117.68 | 
                117.20 | 
                116.09 | 
                 | 
             
            
                | R2 | 
                116.81 | 
                116.81 | 
                116.01 | 
                 | 
             
            
                | R1 | 
                116.33 | 
                116.33 | 
                115.93 | 
                116.14 | 
             
            
                | PP | 
                115.94 | 
                115.94 | 
                115.94 | 
                115.84 | 
             
            
                | S1 | 
                115.46 | 
                115.46 | 
                115.77 | 
                115.27 | 
             
            
                | S2 | 
                115.07 | 
                115.07 | 
                115.69 | 
                 | 
             
            
                | S3 | 
                114.20 | 
                114.59 | 
                115.61 | 
                 | 
             
            
                | S4 | 
                113.33 | 
                113.72 | 
                115.37 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                116.42 | 
                115.55 | 
                0.87 | 
                0.8% | 
                0.12 | 
                0.1% | 
                34% | 
                False | 
                False | 
                184 | 
                 
                
                | 10 | 
                117.68 | 
                114.80 | 
                2.88 | 
                2.5% | 
                0.37 | 
                0.3% | 
                36% | 
                False | 
                False | 
                184 | 
                 
                
                | 20 | 
                118.50 | 
                114.80 | 
                3.70 | 
                3.2% | 
                0.36 | 
                0.3% | 
                28% | 
                False | 
                False | 
                248 | 
                 
                
                | 40 | 
                118.50 | 
                114.80 | 
                3.70 | 
                3.2% | 
                0.19 | 
                0.2% | 
                28% | 
                False | 
                False | 
                261 | 
                 
                
                | 60 | 
                118.50 | 
                114.80 | 
                3.70 | 
                3.2% | 
                0.13 | 
                0.1% | 
                28% | 
                False | 
                False | 
                324 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            117.62 | 
         
        
            | 
2.618             | 
            116.99 | 
         
        
            | 
1.618             | 
            116.61 | 
         
        
            | 
1.000             | 
            116.38 | 
         
        
            | 
0.618             | 
            116.23 | 
         
        
            | 
HIGH             | 
            116.00 | 
         
        
            | 
0.618             | 
            115.85 | 
         
        
            | 
0.500             | 
            115.81 | 
         
        
            | 
0.382             | 
            115.77 | 
         
        
            | 
LOW             | 
            115.62 | 
         
        
            | 
0.618             | 
            115.39 | 
         
        
            | 
1.000             | 
            115.24 | 
         
        
            | 
1.618             | 
            115.01 | 
         
        
            | 
2.618             | 
            114.63 | 
         
        
            | 
4.250             | 
            114.01 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Apr-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                115.84 | 
                                115.83 | 
                             
                            
                                | PP | 
                                115.82 | 
                                115.80 | 
                             
                            
                                | S1 | 
                                115.81 | 
                                115.78 | 
                             
             
         |