Euro Bund Future September 2008

Trading Metrics calculated at close of trading on 21-Jul-2008

Day Change Summary
	Previous	Current
	18-Jul-2008	21-Jul-2008	Change	Change %	Previous Week
Open	111.81	110.75	-1.06	-0.9%	111.62
High	111.91	110.95	-0.96	-0.9%	112.88
Low	110.60	110.14	-0.46	-0.4%	110.60
Close	110.85	110.20	-0.65	-0.6%	110.85
Range	1.31	0.81	-0.50	-38.2%	2.28
ATR	0.82	0.82	0.00	-0.1%	0.00
Volume	1,079,246	773,157	-306,089	-28.4%	4,584,569

Daily Pivots for day following 21-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	112.86	112.34	110.65
R3	112.05	111.53	110.42
R2	111.24	111.24	110.35
R1	110.72	110.72	110.27	110.58
PP	110.43	110.43	110.43	110.36
S1	109.91	109.91	110.13	109.77
S2	109.62	109.62	110.05
S3	108.81	109.10	109.98
S4	108.00	108.29	109.75

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	110.14	2.74	2.5%	0.80	0.7%	2%	False	True	921,740
10	112.88	110.14	2.74	2.5%	0.77	0.7%	2%	False	True	909,824
20	112.88	109.86	3.02	2.7%	0.81	0.7%	11%	False	False	921,610
40	113.29	109.65	3.64	3.3%	0.76	0.7%	15%	False	False	827,689
60	115.51	109.65	5.86	5.3%	0.69	0.6%	9%	False	False	552,761
80	116.42	109.65	6.77	6.1%	0.62	0.6%	8%	False	False	414,649
100	118.50	109.65	8.85	8.0%	0.55	0.5%	6%	False	False	331,768
120	118.50	109.65	8.85	8.0%	0.46	0.4%	6%	False	False	276,528

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114.39
2.618	113.07
1.618	112.26
1.000	111.76
0.618	111.45
HIGH	110.95
0.618	110.64
0.500	110.55
0.382	110.45
LOW	110.14
0.618	109.64
1.000	109.33
1.618	108.83
2.618	108.02
4.250	106.70

Fisher Pivots for day following 21-Jul-2008
Pivot	1 day	3 day
R1	110.55	111.16
PP	110.43	110.84
S1	110.32	110.52

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

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