Euro Bund Future September 2008

Trading Metrics calculated at close of trading on 16-Jul-2008

Day Change Summary
	Previous	Current
	15-Jul-2008	16-Jul-2008	Change	Change %	Previous Week
Open	112.39	112.36	-0.03	0.0%	111.45
High	112.88	112.76	-0.12	-0.1%	112.57
Low	112.24	112.12	-0.12	-0.1%	111.42
Close	112.42	112.30	-0.12	-0.1%	112.06
Range	0.64	0.64	0.00	0.0%	1.15
ATR	0.80	0.79	-0.01	-1.5%	0.00
Volume	1,011,418	886,379	-125,039	-12.4%	4,553,467

Daily Pivots for day following 16-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114.31	113.95	112.65
R3	113.67	113.31	112.48
R2	113.03	113.03	112.42
R1	112.67	112.67	112.36	112.53
PP	112.39	112.39	112.39	112.33
S1	112.03	112.03	112.24	111.89
S2	111.75	111.75	112.18
S3	111.11	111.39	112.12
S4	110.47	110.75	111.95

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%	0.72	0.6%	56%	False	False	911,613
10	112.88	109.86	3.02	2.7%	0.80	0.7%	81%	False	False	939,982
20	112.88	109.65	3.23	2.9%	0.77	0.7%	82%	False	False	910,051
40	113.91	109.65	4.26	3.8%	0.74	0.7%	62%	False	False	760,548
60	115.51	109.65	5.86	5.2%	0.66	0.6%	45%	False	False	507,642
80	117.25	109.65	7.60	6.8%	0.61	0.5%	35%	False	False	380,772
100	118.50	109.65	8.85	7.9%	0.53	0.5%	30%	False	False	304,662
120	118.50	109.65	8.85	7.9%	0.44	0.4%	30%	False	False	253,947

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19

Fibonacci Retracements and Extensions
4.250	115.48
2.618	114.44
1.618	113.80
1.000	113.40
0.618	113.16
HIGH	112.76
0.618	112.52
0.500	112.44
0.382	112.36
LOW	112.12
0.618	111.72
1.000	111.48
1.618	111.08
2.618	110.44
4.250	109.40

Fisher Pivots for day following 16-Jul-2008
Pivot	1 day	3 day
R1	112.44	112.28
PP	112.39	112.25
S1	112.35	112.23

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

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