Euro Bund Future September 2008

Trading Metrics calculated at close of trading on 10-Jul-2008

Day Change Summary
	Previous	Current
	09-Jul-2008	10-Jul-2008	Change	Change %	Previous Week
Open	112.06	112.43	0.37	0.3%	111.33
High	112.47	112.43	-0.04	0.0%	111.35
Low	111.66	111.94	0.28	0.3%	109.86
Close	112.20	112.32	0.12	0.1%	110.82
Range	0.81	0.49	-0.32	-39.5%	1.49
ATR	0.82	0.80	-0.02	-2.9%	0.00
Volume	871,380	813,970	-57,410	-6.6%	4,441,632

Daily Pivots for day following 10-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	113.70	113.50	112.59
R3	113.21	113.01	112.45
R2	112.72	112.72	112.41
R1	112.52	112.52	112.36	112.38
PP	112.23	112.23	112.23	112.16
S1	112.03	112.03	112.28	111.89
S2	111.74	111.74	112.23
S3	111.25	111.54	112.19
S4	110.76	111.05	112.05

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	112.47	109.87	2.60	2.3%	0.83	0.7%	94%	False	False	928,088
10	112.47	109.86	2.61	2.3%	0.87	0.8%	94%	False	False	983,803
20	112.47	109.65	2.82	2.5%	0.73	0.6%	95%	False	False	904,705
40	113.94	109.65	4.29	3.8%	0.71	0.6%	62%	False	False	667,267
60	115.65	109.65	6.00	5.3%	0.65	0.6%	45%	False	False	445,256
80	118.50	109.65	8.85	7.9%	0.58	0.5%	30%	False	False	333,978
100	118.50	109.65	8.85	7.9%	0.50	0.4%	30%	False	False	267,240
120	118.50	109.65	8.85	7.9%	0.41	0.4%	30%	False	False	222,780

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	114.51
2.618	113.71
1.618	113.22
1.000	112.92
0.618	112.73
HIGH	112.43
0.618	112.24
0.500	112.19
0.382	112.13
LOW	111.94
0.618	111.64
1.000	111.45
1.618	111.15
2.618	110.66
4.250	109.86

Fisher Pivots for day following 10-Jul-2008
Pivot	1 day	3 day
R1	112.28	112.24
PP	112.23	112.15
S1	112.19	112.07

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

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