Euro Bund Future September 2008

Trading Metrics calculated at close of trading on 29-Jul-2008

Day Change Summary
	Previous	Current
	28-Jul-2008	29-Jul-2008	Change	Change %	Previous Week
Open	110.54	111.18	0.64	0.6%	110.75
High	111.24	111.73	0.49	0.4%	111.53
Low	110.41	110.99	0.58	0.5%	109.70
Close	111.14	111.64	0.50	0.4%	110.61
Range	0.83	0.74	-0.09	-10.8%	1.83
ATR	0.84	0.83	-0.01	-0.8%	0.00
Volume	630,671	941,253	310,582	49.2%	4,419,871

Daily Pivots for day following 29-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	113.67	113.40	112.05
R3	112.93	112.66	111.84
R2	112.19	112.19	111.78
R1	111.92	111.92	111.71	112.06
PP	111.45	111.45	111.45	111.52
S1	111.18	111.18	111.57	111.32
S2	110.71	110.71	111.50
S3	109.97	110.44	111.44
S4	109.23	109.70	111.23

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	116.10	115.19	111.62
R3	114.27	113.36	111.11
R2	112.44	112.44	110.95
R1	111.53	111.53	110.78	111.07
PP	110.61	110.61	110.61	110.39
S1	109.70	109.70	110.44	109.24
S2	108.78	108.78	110.27
S3	106.95	107.87	110.11
S4	105.12	106.04	109.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111.73	109.70	2.03	1.8%	0.85	0.8%	96%	True	False	893,176
10	112.76	109.70	3.06	2.7%	0.82	0.7%	63%	False	False	881,592
20	112.88	109.70	3.18	2.8%	0.83	0.7%	61%	False	False	922,990
40	113.29	109.65	3.64	3.3%	0.80	0.7%	55%	False	False	946,918
60	115.51	109.65	5.86	5.2%	0.72	0.6%	34%	False	False	639,662
80	116.33	109.65	6.68	6.0%	0.66	0.6%	30%	False	False	479,869
100	118.50	109.65	8.85	7.9%	0.60	0.5%	22%	False	False	383,945
120	118.50	109.65	8.85	7.9%	0.50	0.5%	22%	False	False	320,000

Crabel Price Patterns
NR	True
NR4	True
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	0.20
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	114.88
2.618	113.67
1.618	112.93
1.000	112.47
0.618	112.19
HIGH	111.73
0.618	111.45
0.500	111.36
0.382	111.27
LOW	110.99
0.618	110.53
1.000	110.25
1.618	109.79
2.618	109.05
4.250	107.85

Fisher Pivots for day following 29-Jul-2008
Pivot	1 day	3 day
R1	111.55	111.42
PP	111.45	111.21
S1	111.36	110.99

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

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