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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |