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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |