Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Apr-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Apr-2008 | 
                    18-Apr-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        115.09 | 
                        114.67 | 
                        -0.42 | 
                        -0.4% | 
                        116.25 | 
                     
                    
                        | High | 
                        115.13 | 
                        114.67 | 
                        -0.46 | 
                        -0.4% | 
                        116.33 | 
                     
                    
                        | Low | 
                        114.50 | 
                        114.03 | 
                        -0.47 | 
                        -0.4% | 
                        114.03 | 
                     
                    
                        | Close | 
                        114.71 | 
                        114.15 | 
                        -0.56 | 
                        -0.5% | 
                        114.15 | 
                     
                    
                        | Range | 
                        0.63 | 
                        0.64 | 
                        0.01 | 
                        1.6% | 
                        2.30 | 
                     
                    
                        | ATR | 
                        0.52 | 
                        0.53 | 
                        0.01 | 
                        2.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        80 | 
                        429 | 
                        349 | 
                        436.3% | 
                        829 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Apr-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116.20 | 
                115.82 | 
                114.50 | 
                 | 
             
            
                | R3 | 
                115.56 | 
                115.18 | 
                114.33 | 
                 | 
             
            
                | R2 | 
                114.92 | 
                114.92 | 
                114.27 | 
                 | 
             
            
                | R1 | 
                114.54 | 
                114.54 | 
                114.21 | 
                114.41 | 
             
            
                | PP | 
                114.28 | 
                114.28 | 
                114.28 | 
                114.22 | 
             
            
                | S1 | 
                113.90 | 
                113.90 | 
                114.09 | 
                113.77 | 
             
            
                | S2 | 
                113.64 | 
                113.64 | 
                114.03 | 
                 | 
             
            
                | S3 | 
                113.00 | 
                113.26 | 
                113.97 | 
                 | 
             
            
                | S4 | 
                112.36 | 
                112.62 | 
                113.80 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Apr-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121.74 | 
                120.24 | 
                115.42 | 
                 | 
             
            
                | R3 | 
                119.44 | 
                117.94 | 
                114.78 | 
                 | 
             
            
                | R2 | 
                117.14 | 
                117.14 | 
                114.57 | 
                 | 
             
            
                | R1 | 
                115.64 | 
                115.64 | 
                114.36 | 
                115.24 | 
             
            
                | PP | 
                114.84 | 
                114.84 | 
                114.84 | 
                114.64 | 
             
            
                | S1 | 
                113.34 | 
                113.34 | 
                113.94 | 
                112.94 | 
             
            
                | S2 | 
                112.54 | 
                112.54 | 
                113.73 | 
                 | 
             
            
                | S3 | 
                110.24 | 
                111.04 | 
                113.52 | 
                 | 
             
            
                | S4 | 
                107.94 | 
                108.74 | 
                112.89 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                116.33 | 
                114.03 | 
                2.30 | 
                2.0% | 
                0.55 | 
                0.5% | 
                5% | 
                False | 
                True | 
                165 | 
                 
                
                | 10 | 
                116.33 | 
                114.03 | 
                2.30 | 
                2.0% | 
                0.50 | 
                0.4% | 
                5% | 
                False | 
                True | 
                123 | 
                 
                
                | 20 | 
                117.68 | 
                114.03 | 
                3.65 | 
                3.2% | 
                0.43 | 
                0.4% | 
                3% | 
                False | 
                True | 
                153 | 
                 
                
                | 40 | 
                118.50 | 
                114.03 | 
                4.47 | 
                3.9% | 
                0.31 | 
                0.3% | 
                3% | 
                False | 
                True | 
                189 | 
                 
                
                | 60 | 
                118.50 | 
                114.03 | 
                4.47 | 
                3.9% | 
                0.21 | 
                0.2% | 
                3% | 
                False | 
                True | 
                252 | 
                 
                
                | 80 | 
                118.50 | 
                112.52 | 
                5.98 | 
                5.2% | 
                0.16 | 
                0.1% | 
                27% | 
                False | 
                False | 
                284 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            117.39 | 
         
        
            | 
2.618             | 
            116.35 | 
         
        
            | 
1.618             | 
            115.71 | 
         
        
            | 
1.000             | 
            115.31 | 
         
        
            | 
0.618             | 
            115.07 | 
         
        
            | 
HIGH             | 
            114.67 | 
         
        
            | 
0.618             | 
            114.43 | 
         
        
            | 
0.500             | 
            114.35 | 
         
        
            | 
0.382             | 
            114.27 | 
         
        
            | 
LOW             | 
            114.03 | 
         
        
            | 
0.618             | 
            113.63 | 
         
        
            | 
1.000             | 
            113.39 | 
         
        
            | 
1.618             | 
            112.99 | 
         
        
            | 
2.618             | 
            112.35 | 
         
        
            | 
4.250             | 
            111.31 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Apr-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                114.35 | 
                                114.84 | 
                             
                            
                                | PP | 
                                114.28 | 
                                114.61 | 
                             
                            
                                | S1 | 
                                114.22 | 
                                114.38 | 
                             
             
         |