Euro Bund Future September 2008

Trading Metrics calculated at close of trading on 03-Jul-2008

Day Change Summary
	Previous	Current
	02-Jul-2008	03-Jul-2008	Change	Change %	Previous Week
Open	110.53	110.17	-0.36	-0.3%	110.11
High	110.53	111.20	0.67	0.6%	111.54
Low	109.86	109.87	0.01	0.0%	110.10
Close	110.13	110.82	0.69	0.6%	111.37
Range	0.67	1.33	0.66	98.5%	1.44
ATR	0.75	0.79	0.04	5.6%	0.00
Volume	1,015,292	1,184,246	168,954	16.6%	4,079,379

Daily Pivots for day following 03-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114.62	114.05	111.55
R3	113.29	112.72	111.19
R2	111.96	111.96	111.06
R1	111.39	111.39	110.94	111.68
PP	110.63	110.63	110.63	110.77
S1	110.06	110.06	110.70	110.35
S2	109.30	109.30	110.58
S3	107.97	108.73	110.45
S4	106.64	107.40	110.09

Weekly Pivots for week ending 27-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	115.32	114.79	112.16
R3	113.88	113.35	111.77
R2	112.44	112.44	111.63
R1	111.91	111.91	111.50	112.18
PP	111.00	111.00	111.00	111.14
S1	110.47	110.47	111.24	110.74
S2	109.56	109.56	111.11
S3	108.12	109.03	110.97
S4	106.68	107.59	110.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111.54	109.86	1.68	1.5%	0.96	0.9%	57%	False	False	1,075,372
10	111.54	109.85	1.69	1.5%	0.80	0.7%	57%	False	False	919,602
20	113.29	109.65	3.64	3.3%	0.80	0.7%	32%	False	False	981,898
40	115.51	109.65	5.86	5.3%	0.70	0.6%	20%	False	False	581,101
60	116.33	109.65	6.68	6.0%	0.63	0.6%	18%	False	False	387,659
80	118.50	109.65	8.85	8.0%	0.57	0.5%	13%	False	False	290,787
100	118.50	109.65	8.85	8.0%	0.47	0.4%	13%	False	False	232,695
120	118.50	109.65	8.85	8.0%	0.39	0.4%	13%	False	False	193,988

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	116.85
2.618	114.68
1.618	113.35
1.000	112.53
0.618	112.02
HIGH	111.20
0.618	110.69
0.500	110.54
0.382	110.38
LOW	109.87
0.618	109.05
1.000	108.54
1.618	107.72
2.618	106.39
4.250	104.22

Fisher Pivots for day following 03-Jul-2008
Pivot	1 day	3 day
R1	110.73	110.74
PP	110.63	110.67
S1	110.54	110.59

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

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