Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Jul-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Jul-2008 | 
                    30-Jul-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        111.18 | 
                        111.63 | 
                        0.45 | 
                        0.4% | 
                        110.75 | 
                     
                    
                        | High | 
                        111.73 | 
                        112.36 | 
                        0.63 | 
                        0.6% | 
                        111.53 | 
                     
                    
                        | Low | 
                        110.99 | 
                        111.54 | 
                        0.55 | 
                        0.5% | 
                        109.70 | 
                     
                    
                        | Close | 
                        111.64 | 
                        112.05 | 
                        0.41 | 
                        0.4% | 
                        110.61 | 
                     
                    
                        | Range | 
                        0.74 | 
                        0.82 | 
                        0.08 | 
                        10.8% | 
                        1.83 | 
                     
                    
                        | ATR | 
                        0.83 | 
                        0.83 | 
                        0.00 | 
                        -0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        941,253 | 
                        900,415 | 
                        -40,838 | 
                        -4.3% | 
                        4,419,871 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                114.44 | 
                114.07 | 
                112.50 | 
                 | 
             
            
                | R3 | 
                113.62 | 
                113.25 | 
                112.28 | 
                 | 
             
            
                | R2 | 
                112.80 | 
                112.80 | 
                112.20 | 
                 | 
             
            
                | R1 | 
                112.43 | 
                112.43 | 
                112.13 | 
                112.62 | 
             
            
                | PP | 
                111.98 | 
                111.98 | 
                111.98 | 
                112.08 | 
             
            
                | S1 | 
                111.61 | 
                111.61 | 
                111.97 | 
                111.80 | 
             
            
                | S2 | 
                111.16 | 
                111.16 | 
                111.90 | 
                 | 
             
            
                | S3 | 
                110.34 | 
                110.79 | 
                111.82 | 
                 | 
             
            
                | S4 | 
                109.52 | 
                109.97 | 
                111.60 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                112.36 | 
                110.10 | 
                2.26 | 
                2.0% | 
                0.92 | 
                0.8% | 
                86% | 
                True | 
                False | 
                879,866 | 
                 
                
                | 10 | 
                112.36 | 
                109.70 | 
                2.66 | 
                2.4% | 
                0.84 | 
                0.8% | 
                88% | 
                True | 
                False | 
                882,995 | 
                 
                
                | 20 | 
                112.88 | 
                109.70 | 
                3.18 | 
                2.8% | 
                0.82 | 
                0.7% | 
                74% | 
                False | 
                False | 
                911,489 | 
                 
                
                | 40 | 
                113.29 | 
                109.65 | 
                3.64 | 
                3.2% | 
                0.79 | 
                0.7% | 
                66% | 
                False | 
                False | 
                949,685 | 
                 
                
                | 60 | 
                115.51 | 
                109.65 | 
                5.86 | 
                5.2% | 
                0.73 | 
                0.6% | 
                41% | 
                False | 
                False | 
                654,646 | 
                 
                
                | 80 | 
                116.33 | 
                109.65 | 
                6.68 | 
                6.0% | 
                0.67 | 
                0.6% | 
                36% | 
                False | 
                False | 
                491,123 | 
                 
                
                | 100 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.9% | 
                0.61 | 
                0.5% | 
                27% | 
                False | 
                False | 
                392,943 | 
                 
                
                | 120 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.9% | 
                0.51 | 
                0.5% | 
                27% | 
                False | 
                False | 
                327,503 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            115.85 | 
         
        
            | 
2.618             | 
            114.51 | 
         
        
            | 
1.618             | 
            113.69 | 
         
        
            | 
1.000             | 
            113.18 | 
         
        
            | 
0.618             | 
            112.87 | 
         
        
            | 
HIGH             | 
            112.36 | 
         
        
            | 
0.618             | 
            112.05 | 
         
        
            | 
0.500             | 
            111.95 | 
         
        
            | 
0.382             | 
            111.85 | 
         
        
            | 
LOW             | 
            111.54 | 
         
        
            | 
0.618             | 
            111.03 | 
         
        
            | 
1.000             | 
            110.72 | 
         
        
            | 
1.618             | 
            110.21 | 
         
        
            | 
2.618             | 
            109.39 | 
         
        
            | 
4.250             | 
            108.06 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Jul-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                112.02 | 
                                111.83 | 
                             
                            
                                | PP | 
                                111.98 | 
                                111.61 | 
                             
                            
                                | S1 | 
                                111.95 | 
                                111.39 | 
                             
             
         |