Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Jul-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Jul-2008 | 
                    23-Jul-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        110.32 | 
                        110.00 | 
                        -0.32 | 
                        -0.3% | 
                        111.62 | 
                     
                    
                        | High | 
                        110.64 | 
                        110.20 | 
                        -0.44 | 
                        -0.4% | 
                        112.88 | 
                     
                    
                        | Low | 
                        110.04 | 
                        109.70 | 
                        -0.34 | 
                        -0.3% | 
                        110.60 | 
                     
                    
                        | Close | 
                        110.21 | 
                        109.97 | 
                        -0.24 | 
                        -0.2% | 
                        110.85 | 
                     
                    
                        | Range | 
                        0.60 | 
                        0.50 | 
                        -0.10 | 
                        -16.7% | 
                        2.28 | 
                     
                    
                        | ATR | 
                        0.81 | 
                        0.79 | 
                        -0.02 | 
                        -2.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        752,757 | 
                        966,962 | 
                        214,205 | 
                        28.5% | 
                        4,584,569 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                111.46 | 
                111.21 | 
                110.25 | 
                 | 
             
            
                | R3 | 
                110.96 | 
                110.71 | 
                110.11 | 
                 | 
             
            
                | R2 | 
                110.46 | 
                110.46 | 
                110.06 | 
                 | 
             
            
                | R1 | 
                110.21 | 
                110.21 | 
                110.02 | 
                110.09 | 
             
            
                | PP | 
                109.96 | 
                109.96 | 
                109.96 | 
                109.89 | 
             
            
                | S1 | 
                109.71 | 
                109.71 | 
                109.92 | 
                109.59 | 
             
            
                | S2 | 
                109.46 | 
                109.46 | 
                109.88 | 
                 | 
             
            
                | S3 | 
                108.96 | 
                109.21 | 
                109.83 | 
                 | 
             
            
                | S4 | 
                108.46 | 
                108.71 | 
                109.70 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                112.18 | 
                109.70 | 
                2.48 | 
                2.3% | 
                0.76 | 
                0.7% | 
                11% | 
                False | 
                True | 
                886,124 | 
                 
                
                | 10 | 
                112.88 | 
                109.70 | 
                3.18 | 
                2.9% | 
                0.74 | 
                0.7% | 
                8% | 
                False | 
                True | 
                898,868 | 
                 
                
                | 20 | 
                112.88 | 
                109.70 | 
                3.18 | 
                2.9% | 
                0.80 | 
                0.7% | 
                8% | 
                False | 
                True | 
                933,459 | 
                 
                
                | 40 | 
                113.29 | 
                109.65 | 
                3.64 | 
                3.3% | 
                0.77 | 
                0.7% | 
                9% | 
                False | 
                False | 
                870,175 | 
                 
                
                | 60 | 
                115.51 | 
                109.65 | 
                5.86 | 
                5.3% | 
                0.69 | 
                0.6% | 
                5% | 
                False | 
                False | 
                581,400 | 
                 
                
                | 80 | 
                116.33 | 
                109.65 | 
                6.68 | 
                6.1% | 
                0.62 | 
                0.6% | 
                5% | 
                False | 
                False | 
                436,144 | 
                 
                
                | 100 | 
                118.50 | 
                109.65 | 
                8.85 | 
                8.0% | 
                0.56 | 
                0.5% | 
                4% | 
                False | 
                False | 
                348,960 | 
                 
                
                | 120 | 
                118.50 | 
                109.65 | 
                8.85 | 
                8.0% | 
                0.47 | 
                0.4% | 
                4% | 
                False | 
                False | 
                290,856 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            112.33 | 
         
        
            | 
2.618             | 
            111.51 | 
         
        
            | 
1.618             | 
            111.01 | 
         
        
            | 
1.000             | 
            110.70 | 
         
        
            | 
0.618             | 
            110.51 | 
         
        
            | 
HIGH             | 
            110.20 | 
         
        
            | 
0.618             | 
            110.01 | 
         
        
            | 
0.500             | 
            109.95 | 
         
        
            | 
0.382             | 
            109.89 | 
         
        
            | 
LOW             | 
            109.70 | 
         
        
            | 
0.618             | 
            109.39 | 
         
        
            | 
1.000             | 
            109.20 | 
         
        
            | 
1.618             | 
            108.89 | 
         
        
            | 
2.618             | 
            108.39 | 
         
        
            | 
4.250             | 
            107.58 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Jul-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                109.96 | 
                                110.33 | 
                             
                            
                                | PP | 
                                109.96 | 
                                110.21 | 
                             
                            
                                | S1 | 
                                109.95 | 
                                110.09 | 
                             
             
         |