Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jul-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jul-2008 | 
                    15-Jul-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        111.62 | 
                        112.39 | 
                        0.77 | 
                        0.7% | 
                        111.45 | 
                     
                    
                        | High | 
                        112.40 | 
                        112.88 | 
                        0.48 | 
                        0.4% | 
                        112.57 | 
                     
                    
                        | Low | 
                        111.57 | 
                        112.24 | 
                        0.67 | 
                        0.6% | 
                        111.42 | 
                     
                    
                        | Close | 
                        112.28 | 
                        112.42 | 
                        0.14 | 
                        0.1% | 
                        112.06 | 
                     
                    
                        | Range | 
                        0.83 | 
                        0.64 | 
                        -0.19 | 
                        -22.9% | 
                        1.15 | 
                     
                    
                        | ATR | 
                        0.82 | 
                        0.80 | 
                        -0.01 | 
                        -1.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        749,026 | 
                        1,011,418 | 
                        262,392 | 
                        35.0% | 
                        4,553,467 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                114.43 | 
                114.07 | 
                112.77 | 
                 | 
             
            
                | R3 | 
                113.79 | 
                113.43 | 
                112.60 | 
                 | 
             
            
                | R2 | 
                113.15 | 
                113.15 | 
                112.54 | 
                 | 
             
            
                | R1 | 
                112.79 | 
                112.79 | 
                112.48 | 
                112.97 | 
             
            
                | PP | 
                112.51 | 
                112.51 | 
                112.51 | 
                112.61 | 
             
            
                | S1 | 
                112.15 | 
                112.15 | 
                112.36 | 
                112.33 | 
             
            
                | S2 | 
                111.87 | 
                111.87 | 
                112.30 | 
                 | 
             
            
                | S3 | 
                111.23 | 
                111.51 | 
                112.24 | 
                 | 
             
            
                | S4 | 
                110.59 | 
                110.87 | 
                112.07 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                112.88 | 
                111.56 | 
                1.32 | 
                1.2% | 
                0.76 | 
                0.7% | 
                65% | 
                True | 
                False | 
                908,613 | 
                 
                
                | 10 | 
                112.88 | 
                109.86 | 
                3.02 | 
                2.7% | 
                0.84 | 
                0.7% | 
                85% | 
                True | 
                False | 
                964,389 | 
                 
                
                | 20 | 
                112.88 | 
                109.65 | 
                3.23 | 
                2.9% | 
                0.76 | 
                0.7% | 
                86% | 
                True | 
                False | 
                905,654 | 
                 
                
                | 40 | 
                113.91 | 
                109.65 | 
                4.26 | 
                3.8% | 
                0.73 | 
                0.6% | 
                65% | 
                False | 
                False | 
                738,487 | 
                 
                
                | 60 | 
                115.51 | 
                109.65 | 
                5.86 | 
                5.2% | 
                0.66 | 
                0.6% | 
                47% | 
                False | 
                False | 
                492,873 | 
                 
                
                | 80 | 
                117.68 | 
                109.65 | 
                8.03 | 
                7.1% | 
                0.60 | 
                0.5% | 
                34% | 
                False | 
                False | 
                369,693 | 
                 
                
                | 100 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.9% | 
                0.52 | 
                0.5% | 
                31% | 
                False | 
                False | 
                295,800 | 
                 
                
                | 120 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.9% | 
                0.44 | 
                0.4% | 
                31% | 
                False | 
                False | 
                246,563 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            115.60 | 
         
        
            | 
2.618             | 
            114.56 | 
         
        
            | 
1.618             | 
            113.92 | 
         
        
            | 
1.000             | 
            113.52 | 
         
        
            | 
0.618             | 
            113.28 | 
         
        
            | 
HIGH             | 
            112.88 | 
         
        
            | 
0.618             | 
            112.64 | 
         
        
            | 
0.500             | 
            112.56 | 
         
        
            | 
0.382             | 
            112.48 | 
         
        
            | 
LOW             | 
            112.24 | 
         
        
            | 
0.618             | 
            111.84 | 
         
        
            | 
1.000             | 
            111.60 | 
         
        
            | 
1.618             | 
            111.20 | 
         
        
            | 
2.618             | 
            110.56 | 
         
        
            | 
4.250             | 
            109.52 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jul-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                112.56 | 
                                112.35 | 
                             
                            
                                | PP | 
                                112.51 | 
                                112.29 | 
                             
                            
                                | S1 | 
                                112.47 | 
                                112.22 | 
                             
             
         |