Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Jul-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Jul-2008 | 
                    18-Jul-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        112.15 | 
                        111.81 | 
                        -0.34 | 
                        -0.3% | 
                        111.62 | 
                     
                    
                        | High | 
                        112.18 | 
                        111.91 | 
                        -0.27 | 
                        -0.2% | 
                        112.88 | 
                     
                    
                        | Low | 
                        111.58 | 
                        110.60 | 
                        -0.98 | 
                        -0.9% | 
                        110.60 | 
                     
                    
                        | Close | 
                        111.92 | 
                        110.85 | 
                        -1.07 | 
                        -1.0% | 
                        110.85 | 
                     
                    
                        | Range | 
                        0.60 | 
                        1.31 | 
                        0.71 | 
                        118.3% | 
                        2.28 | 
                     
                    
                        | ATR | 
                        0.79 | 
                        0.82 | 
                        0.04 | 
                        4.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        858,500 | 
                        1,079,246 | 
                        220,746 | 
                        25.7% | 
                        4,584,569 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                115.05 | 
                114.26 | 
                111.57 | 
                 | 
             
            
                | R3 | 
                113.74 | 
                112.95 | 
                111.21 | 
                 | 
             
            
                | R2 | 
                112.43 | 
                112.43 | 
                111.09 | 
                 | 
             
            
                | R1 | 
                111.64 | 
                111.64 | 
                110.97 | 
                111.38 | 
             
            
                | PP | 
                111.12 | 
                111.12 | 
                111.12 | 
                110.99 | 
             
            
                | S1 | 
                110.33 | 
                110.33 | 
                110.73 | 
                110.07 | 
             
            
                | S2 | 
                109.81 | 
                109.81 | 
                110.61 | 
                 | 
             
            
                | S3 | 
                108.50 | 
                109.02 | 
                110.49 | 
                 | 
             
            
                | S4 | 
                107.19 | 
                107.71 | 
                110.13 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                118.28 | 
                116.85 | 
                112.10 | 
                 | 
             
            
                | R3 | 
                116.00 | 
                114.57 | 
                111.48 | 
                 | 
             
            
                | R2 | 
                113.72 | 
                113.72 | 
                111.27 | 
                 | 
             
            
                | R1 | 
                112.29 | 
                112.29 | 
                111.06 | 
                111.87 | 
             
            
                | PP | 
                111.44 | 
                111.44 | 
                111.44 | 
                111.23 | 
             
            
                | S1 | 
                110.01 | 
                110.01 | 
                110.64 | 
                109.59 | 
             
            
                | S2 | 
                109.16 | 
                109.16 | 
                110.43 | 
                 | 
             
            
                | S3 | 
                106.88 | 
                107.73 | 
                110.22 | 
                 | 
             
            
                | S4 | 
                104.60 | 
                105.45 | 
                109.60 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                112.88 | 
                110.60 | 
                2.28 | 
                2.1% | 
                0.80 | 
                0.7% | 
                11% | 
                False | 
                True | 
                916,913 | 
                 
                
                | 10 | 
                112.88 | 
                110.60 | 
                2.28 | 
                2.1% | 
                0.79 | 
                0.7% | 
                11% | 
                False | 
                True | 
                913,803 | 
                 
                
                | 20 | 
                112.88 | 
                109.85 | 
                3.03 | 
                2.7% | 
                0.80 | 
                0.7% | 
                33% | 
                False | 
                False | 
                916,703 | 
                 
                
                | 40 | 
                113.43 | 
                109.65 | 
                3.78 | 
                3.4% | 
                0.75 | 
                0.7% | 
                32% | 
                False | 
                False | 
                808,558 | 
                 
                
                | 60 | 
                115.51 | 
                109.65 | 
                5.86 | 
                5.3% | 
                0.69 | 
                0.6% | 
                20% | 
                False | 
                False | 
                539,886 | 
                 
                
                | 80 | 
                116.42 | 
                109.65 | 
                6.77 | 
                6.1% | 
                0.62 | 
                0.6% | 
                18% | 
                False | 
                False | 
                404,989 | 
                 
                
                | 100 | 
                118.50 | 
                109.65 | 
                8.85 | 
                8.0% | 
                0.55 | 
                0.5% | 
                14% | 
                False | 
                False | 
                324,037 | 
                 
                
                | 120 | 
                118.50 | 
                109.65 | 
                8.85 | 
                8.0% | 
                0.46 | 
                0.4% | 
                14% | 
                False | 
                False | 
                270,093 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            117.48 | 
         
        
            | 
2.618             | 
            115.34 | 
         
        
            | 
1.618             | 
            114.03 | 
         
        
            | 
1.000             | 
            113.22 | 
         
        
            | 
0.618             | 
            112.72 | 
         
        
            | 
HIGH             | 
            111.91 | 
         
        
            | 
0.618             | 
            111.41 | 
         
        
            | 
0.500             | 
            111.26 | 
         
        
            | 
0.382             | 
            111.10 | 
         
        
            | 
LOW             | 
            110.60 | 
         
        
            | 
0.618             | 
            109.79 | 
         
        
            | 
1.000             | 
            109.29 | 
         
        
            | 
1.618             | 
            108.48 | 
         
        
            | 
2.618             | 
            107.17 | 
         
        
            | 
4.250             | 
            105.03 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Jul-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                111.26 | 
                                111.68 | 
                             
                            
                                | PP | 
                                111.12 | 
                                111.40 | 
                             
                            
                                | S1 | 
                                110.99 | 
                                111.13 | 
                             
             
         |