Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Jul-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Jul-2008 | 
                    11-Jul-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        112.43 | 
                        112.02 | 
                        -0.41 | 
                        -0.4% | 
                        111.45 | 
                     
                    
                        | High | 
                        112.43 | 
                        112.57 | 
                        0.14 | 
                        0.1% | 
                        112.57 | 
                     
                    
                        | Low | 
                        111.94 | 
                        111.56 | 
                        -0.38 | 
                        -0.3% | 
                        111.42 | 
                     
                    
                        | Close | 
                        112.32 | 
                        112.06 | 
                        -0.26 | 
                        -0.2% | 
                        112.06 | 
                     
                    
                        | Range | 
                        0.49 | 
                        1.01 | 
                        0.52 | 
                        106.1% | 
                        1.15 | 
                     
                    
                        | ATR | 
                        0.80 | 
                        0.81 | 
                        0.02 | 
                        1.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        813,970 | 
                        1,097,273 | 
                        283,303 | 
                        34.8% | 
                        4,553,467 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                115.09 | 
                114.59 | 
                112.62 | 
                 | 
             
            
                | R3 | 
                114.08 | 
                113.58 | 
                112.34 | 
                 | 
             
            
                | R2 | 
                113.07 | 
                113.07 | 
                112.25 | 
                 | 
             
            
                | R1 | 
                112.57 | 
                112.57 | 
                112.15 | 
                112.82 | 
             
            
                | PP | 
                112.06 | 
                112.06 | 
                112.06 | 
                112.19 | 
             
            
                | S1 | 
                111.56 | 
                111.56 | 
                111.97 | 
                111.81 | 
             
            
                | S2 | 
                111.05 | 
                111.05 | 
                111.87 | 
                 | 
             
            
                | S3 | 
                110.04 | 
                110.55 | 
                111.78 | 
                 | 
             
            
                | S4 | 
                109.03 | 
                109.54 | 
                111.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                115.47 | 
                114.91 | 
                112.69 | 
                 | 
             
            
                | R3 | 
                114.32 | 
                113.76 | 
                112.38 | 
                 | 
             
            
                | R2 | 
                113.17 | 
                113.17 | 
                112.27 | 
                 | 
             
            
                | R1 | 
                112.61 | 
                112.61 | 
                112.17 | 
                112.89 | 
             
            
                | PP | 
                112.02 | 
                112.02 | 
                112.02 | 
                112.16 | 
             
            
                | S1 | 
                111.46 | 
                111.46 | 
                111.95 | 
                111.74 | 
             
            
                | S2 | 
                110.87 | 
                110.87 | 
                111.85 | 
                 | 
             
            
                | S3 | 
                109.72 | 
                110.31 | 
                111.74 | 
                 | 
             
            
                | S4 | 
                108.57 | 
                109.16 | 
                111.43 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                112.57 | 
                111.42 | 
                1.15 | 
                1.0% | 
                0.77 | 
                0.7% | 
                56% | 
                True | 
                False | 
                910,693 | 
                 
                
                | 10 | 
                112.57 | 
                109.86 | 
                2.71 | 
                2.4% | 
                0.87 | 
                0.8% | 
                81% | 
                True | 
                False | 
                993,032 | 
                 
                
                | 20 | 
                112.57 | 
                109.65 | 
                2.92 | 
                2.6% | 
                0.75 | 
                0.7% | 
                83% | 
                True | 
                False | 
                909,849 | 
                 
                
                | 40 | 
                113.94 | 
                109.65 | 
                4.29 | 
                3.8% | 
                0.72 | 
                0.6% | 
                56% | 
                False | 
                False | 
                694,613 | 
                 
                
                | 60 | 
                115.51 | 
                109.65 | 
                5.86 | 
                5.2% | 
                0.65 | 
                0.6% | 
                41% | 
                False | 
                False | 
                463,541 | 
                 
                
                | 80 | 
                118.13 | 
                109.65 | 
                8.48 | 
                7.6% | 
                0.59 | 
                0.5% | 
                28% | 
                False | 
                False | 
                347,691 | 
                 
                
                | 100 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.9% | 
                0.51 | 
                0.5% | 
                27% | 
                False | 
                False | 
                278,208 | 
                 
                
                | 120 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.9% | 
                0.42 | 
                0.4% | 
                27% | 
                False | 
                False | 
                231,898 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            116.86 | 
         
        
            | 
2.618             | 
            115.21 | 
         
        
            | 
1.618             | 
            114.20 | 
         
        
            | 
1.000             | 
            113.58 | 
         
        
            | 
0.618             | 
            113.19 | 
         
        
            | 
HIGH             | 
            112.57 | 
         
        
            | 
0.618             | 
            112.18 | 
         
        
            | 
0.500             | 
            112.07 | 
         
        
            | 
0.382             | 
            111.95 | 
         
        
            | 
LOW             | 
            111.56 | 
         
        
            | 
0.618             | 
            110.94 | 
         
        
            | 
1.000             | 
            110.55 | 
         
        
            | 
1.618             | 
            109.93 | 
         
        
            | 
2.618             | 
            108.92 | 
         
        
            | 
4.250             | 
            107.27 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Jul-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                112.07 | 
                                112.07 | 
                             
                            
                                | PP | 
                                112.06 | 
                                112.06 | 
                             
                            
                                | S1 | 
                                112.06 | 
                                112.06 | 
                             
             
         |