Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Jul-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jul-2008 | 
                    31-Jul-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        111.63 | 
                        112.15 | 
                        0.52 | 
                        0.5% | 
                        110.75 | 
                     
                    
                        | High | 
                        112.36 | 
                        112.67 | 
                        0.31 | 
                        0.3% | 
                        111.53 | 
                     
                    
                        | Low | 
                        111.54 | 
                        111.77 | 
                        0.23 | 
                        0.2% | 
                        109.70 | 
                     
                    
                        | Close | 
                        112.05 | 
                        112.51 | 
                        0.46 | 
                        0.4% | 
                        110.61 | 
                     
                    
                        | Range | 
                        0.82 | 
                        0.90 | 
                        0.08 | 
                        9.8% | 
                        1.83 | 
                     
                    
                        | ATR | 
                        0.83 | 
                        0.84 | 
                        0.00 | 
                        0.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        900,415 | 
                        1,034,251 | 
                        133,836 | 
                        14.9% | 
                        4,419,871 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                115.02 | 
                114.66 | 
                113.01 | 
                 | 
             
            
                | R3 | 
                114.12 | 
                113.76 | 
                112.76 | 
                 | 
             
            
                | R2 | 
                113.22 | 
                113.22 | 
                112.68 | 
                 | 
             
            
                | R1 | 
                112.86 | 
                112.86 | 
                112.59 | 
                113.04 | 
             
            
                | PP | 
                112.32 | 
                112.32 | 
                112.32 | 
                112.41 | 
             
            
                | S1 | 
                111.96 | 
                111.96 | 
                112.43 | 
                112.14 | 
             
            
                | S2 | 
                111.42 | 
                111.42 | 
                112.35 | 
                 | 
             
            
                | S3 | 
                110.52 | 
                111.06 | 
                112.26 | 
                 | 
             
            
                | S4 | 
                109.62 | 
                110.16 | 
                112.02 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                112.67 | 
                110.25 | 
                2.42 | 
                2.2% | 
                0.91 | 
                0.8% | 
                93% | 
                True | 
                False | 
                921,886 | 
                 
                
                | 10 | 
                112.67 | 
                109.70 | 
                2.97 | 
                2.6% | 
                0.87 | 
                0.8% | 
                95% | 
                True | 
                False | 
                900,570 | 
                 
                
                | 20 | 
                112.88 | 
                109.70 | 
                3.18 | 
                2.8% | 
                0.83 | 
                0.7% | 
                88% | 
                False | 
                False | 
                912,437 | 
                 
                
                | 40 | 
                113.29 | 
                109.65 | 
                3.64 | 
                3.2% | 
                0.80 | 
                0.7% | 
                79% | 
                False | 
                False | 
                951,467 | 
                 
                
                | 60 | 
                115.51 | 
                109.65 | 
                5.86 | 
                5.2% | 
                0.73 | 
                0.7% | 
                49% | 
                False | 
                False | 
                671,855 | 
                 
                
                | 80 | 
                116.33 | 
                109.65 | 
                6.68 | 
                5.9% | 
                0.67 | 
                0.6% | 
                43% | 
                False | 
                False | 
                504,051 | 
                 
                
                | 100 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.9% | 
                0.61 | 
                0.5% | 
                32% | 
                False | 
                False | 
                403,284 | 
                 
                
                | 120 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.9% | 
                0.52 | 
                0.5% | 
                32% | 
                False | 
                False | 
                336,117 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            116.50 | 
         
        
            | 
2.618             | 
            115.03 | 
         
        
            | 
1.618             | 
            114.13 | 
         
        
            | 
1.000             | 
            113.57 | 
         
        
            | 
0.618             | 
            113.23 | 
         
        
            | 
HIGH             | 
            112.67 | 
         
        
            | 
0.618             | 
            112.33 | 
         
        
            | 
0.500             | 
            112.22 | 
         
        
            | 
0.382             | 
            112.11 | 
         
        
            | 
LOW             | 
            111.77 | 
         
        
            | 
0.618             | 
            111.21 | 
         
        
            | 
1.000             | 
            110.87 | 
         
        
            | 
1.618             | 
            110.31 | 
         
        
            | 
2.618             | 
            109.41 | 
         
        
            | 
4.250             | 
            107.95 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Jul-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                112.41 | 
                                112.28 | 
                             
                            
                                | PP | 
                                112.32 | 
                                112.06 | 
                             
                            
                                | S1 | 
                                112.22 | 
                                111.83 | 
                             
             
         |