Euro Bund Future September 2008

Trading Metrics calculated at close of trading on 14-Jul-2008

Day Change Summary
	Previous	Current
	11-Jul-2008	14-Jul-2008	Change	Change %	Previous Week
Open	112.02	111.62	-0.40	-0.4%	111.45
High	112.57	112.40	-0.17	-0.2%	112.57
Low	111.56	111.57	0.01	0.0%	111.42
Close	112.06	112.28	0.22	0.2%	112.06
Range	1.01	0.83	-0.18	-17.8%	1.15
ATR	0.81	0.82	0.00	0.1%	0.00
Volume	1,097,273	749,026	-348,247	-31.7%	4,553,467

Daily Pivots for day following 14-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114.57	114.26	112.74
R3	113.74	113.43	112.51
R2	112.91	112.91	112.43
R1	112.60	112.60	112.36	112.76
PP	112.08	112.08	112.08	112.16
S1	111.77	111.77	112.20	111.93
S2	111.25	111.25	112.13
S3	110.42	110.94	112.05
S4	109.59	110.11	111.82

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	111.56	1.01	0.9%	0.75	0.7%	71%	False	False	897,909
10	112.57	109.86	2.71	2.4%	0.90	0.8%	89%	False	False	974,412
20	112.57	109.65	2.92	2.6%	0.75	0.7%	90%	False	False	891,550
40	113.94	109.65	4.29	3.8%	0.73	0.6%	61%	False	False	713,302
60	115.51	109.65	5.86	5.2%	0.66	0.6%	45%	False	False	476,024
80	117.80	109.65	8.15	7.3%	0.60	0.5%	32%	False	False	357,052
100	118.50	109.65	8.85	7.9%	0.51	0.5%	30%	False	False	285,692
120	118.50	109.65	8.85	7.9%	0.43	0.4%	30%	False	False	238,137

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115.93
2.618	114.57
1.618	113.74
1.000	113.23
0.618	112.91
HIGH	112.40
0.618	112.08
0.500	111.99
0.382	111.89
LOW	111.57
0.618	111.06
1.000	110.74
1.618	110.23
2.618	109.40
4.250	108.04

Fisher Pivots for day following 14-Jul-2008
Pivot	1 day	3 day
R1	112.18	112.21
PP	112.08	112.14
S1	111.99	112.07

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

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