Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Jul-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Jul-2008 | 
                    07-Jul-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        110.17 | 
                        111.45 | 
                        1.28 | 
                        1.2% | 
                        111.33 | 
                     
                    
                        | High | 
                        111.20 | 
                        112.36 | 
                        1.16 | 
                        1.0% | 
                        111.35 | 
                     
                    
                        | Low | 
                        109.87 | 
                        111.42 | 
                        1.55 | 
                        1.4% | 
                        109.86 | 
                     
                    
                        | Close | 
                        110.82 | 
                        112.03 | 
                        1.21 | 
                        1.1% | 
                        110.82 | 
                     
                    
                        | Range | 
                        1.33 | 
                        0.94 | 
                        -0.39 | 
                        -29.3% | 
                        1.49 | 
                     
                    
                        | ATR | 
                        0.79 | 
                        0.84 | 
                        0.05 | 
                        6.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,184,246 | 
                        812,944 | 
                        -371,302 | 
                        -31.4% | 
                        4,441,632 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                114.76 | 
                114.33 | 
                112.55 | 
                 | 
             
            
                | R3 | 
                113.82 | 
                113.39 | 
                112.29 | 
                 | 
             
            
                | R2 | 
                112.88 | 
                112.88 | 
                112.20 | 
                 | 
             
            
                | R1 | 
                112.45 | 
                112.45 | 
                112.12 | 
                112.67 | 
             
            
                | PP | 
                111.94 | 
                111.94 | 
                111.94 | 
                112.04 | 
             
            
                | S1 | 
                111.51 | 
                111.51 | 
                111.94 | 
                111.73 | 
             
            
                | S2 | 
                111.00 | 
                111.00 | 
                111.86 | 
                 | 
             
            
                | S3 | 
                110.06 | 
                110.57 | 
                111.77 | 
                 | 
             
            
                | S4 | 
                109.12 | 
                109.63 | 
                111.51 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                115.15 | 
                114.47 | 
                111.64 | 
                 | 
             
            
                | R3 | 
                113.66 | 
                112.98 | 
                111.23 | 
                 | 
             
            
                | R2 | 
                112.17 | 
                112.17 | 
                111.09 | 
                 | 
             
            
                | R1 | 
                111.49 | 
                111.49 | 
                110.96 | 
                111.09 | 
             
            
                | PP | 
                110.68 | 
                110.68 | 
                110.68 | 
                110.47 | 
             
            
                | S1 | 
                110.00 | 
                110.00 | 
                110.68 | 
                109.60 | 
             
            
                | S2 | 
                109.19 | 
                109.19 | 
                110.55 | 
                 | 
             
            
                | S3 | 
                107.70 | 
                108.51 | 
                110.41 | 
                 | 
             
            
                | S4 | 
                106.21 | 
                107.02 | 
                110.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                112.36 | 
                109.86 | 
                2.50 | 
                2.2% | 
                1.06 | 
                0.9% | 
                87% | 
                True | 
                False | 
                1,050,915 | 
                 
                
                | 10 | 
                112.36 | 
                109.86 | 
                2.50 | 
                2.2% | 
                0.84 | 
                0.7% | 
                87% | 
                True | 
                False | 
                933,395 | 
                 
                
                | 20 | 
                113.29 | 
                109.65 | 
                3.64 | 
                3.2% | 
                0.81 | 
                0.7% | 
                65% | 
                False | 
                False | 
                970,085 | 
                 
                
                | 40 | 
                115.43 | 
                109.65 | 
                5.78 | 
                5.2% | 
                0.71 | 
                0.6% | 
                41% | 
                False | 
                False | 
                601,361 | 
                 
                
                | 60 | 
                116.33 | 
                109.65 | 
                6.68 | 
                6.0% | 
                0.64 | 
                0.6% | 
                36% | 
                False | 
                False | 
                401,205 | 
                 
                
                | 80 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.9% | 
                0.57 | 
                0.5% | 
                27% | 
                False | 
                False | 
                300,946 | 
                 
                
                | 100 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.9% | 
                0.48 | 
                0.4% | 
                27% | 
                False | 
                False | 
                240,825 | 
                 
                
                | 120 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.9% | 
                0.40 | 
                0.4% | 
                27% | 
                False | 
                False | 
                200,754 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            116.36 | 
         
        
            | 
2.618             | 
            114.82 | 
         
        
            | 
1.618             | 
            113.88 | 
         
        
            | 
1.000             | 
            113.30 | 
         
        
            | 
0.618             | 
            112.94 | 
         
        
            | 
HIGH             | 
            112.36 | 
         
        
            | 
0.618             | 
            112.00 | 
         
        
            | 
0.500             | 
            111.89 | 
         
        
            | 
0.382             | 
            111.78 | 
         
        
            | 
LOW             | 
            111.42 | 
         
        
            | 
0.618             | 
            110.84 | 
         
        
            | 
1.000             | 
            110.48 | 
         
        
            | 
1.618             | 
            109.90 | 
         
        
            | 
2.618             | 
            108.96 | 
         
        
            | 
4.250             | 
            107.43 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Jul-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                111.98 | 
                                111.72 | 
                             
                            
                                | PP | 
                                111.94 | 
                                111.42 | 
                             
                            
                                | S1 | 
                                111.89 | 
                                111.11 | 
                             
             
         |