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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.22
Widest range in 4 trading days

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

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

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