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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |