Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Aug-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Jul-2008 | 
                    01-Aug-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        112.15 | 
                        112.60 | 
                        0.45 | 
                        0.4% | 
                        110.54 | 
                     
                    
                        | High | 
                        112.67 | 
                        112.83 | 
                        0.16 | 
                        0.1% | 
                        112.83 | 
                     
                    
                        | Low | 
                        111.77 | 
                        112.29 | 
                        0.52 | 
                        0.5% | 
                        110.41 | 
                     
                    
                        | Close | 
                        112.51 | 
                        112.53 | 
                        0.02 | 
                        0.0% | 
                        112.53 | 
                     
                    
                        | Range | 
                        0.90 | 
                        0.54 | 
                        -0.36 | 
                        -40.0% | 
                        2.42 | 
                     
                    
                        | ATR | 
                        0.84 | 
                        0.81 | 
                        -0.02 | 
                        -2.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,034,251 | 
                        872,421 | 
                        -161,830 | 
                        -15.6% | 
                        4,379,011 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Aug-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                114.17 | 
                113.89 | 
                112.83 | 
                 | 
             
            
                | R3 | 
                113.63 | 
                113.35 | 
                112.68 | 
                 | 
             
            
                | R2 | 
                113.09 | 
                113.09 | 
                112.63 | 
                 | 
             
            
                | R1 | 
                112.81 | 
                112.81 | 
                112.58 | 
                112.68 | 
             
            
                | PP | 
                112.55 | 
                112.55 | 
                112.55 | 
                112.49 | 
             
            
                | S1 | 
                112.27 | 
                112.27 | 
                112.48 | 
                112.14 | 
             
            
                | S2 | 
                112.01 | 
                112.01 | 
                112.43 | 
                 | 
             
            
                | S3 | 
                111.47 | 
                111.73 | 
                112.38 | 
                 | 
             
            
                | S4 | 
                110.93 | 
                111.19 | 
                112.23 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Aug-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119.18 | 
                118.28 | 
                113.86 | 
                 | 
             
            
                | R3 | 
                116.76 | 
                115.86 | 
                113.20 | 
                 | 
             
            
                | R2 | 
                114.34 | 
                114.34 | 
                112.97 | 
                 | 
             
            
                | R1 | 
                113.44 | 
                113.44 | 
                112.75 | 
                113.89 | 
             
            
                | PP | 
                111.92 | 
                111.92 | 
                111.92 | 
                112.15 | 
             
            
                | S1 | 
                111.02 | 
                111.02 | 
                112.31 | 
                111.47 | 
             
            
                | S2 | 
                109.50 | 
                109.50 | 
                112.09 | 
                 | 
             
            
                | S3 | 
                107.08 | 
                108.60 | 
                111.86 | 
                 | 
             
            
                | S4 | 
                104.66 | 
                106.18 | 
                111.20 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                112.83 | 
                110.41 | 
                2.42 | 
                2.2% | 
                0.77 | 
                0.7% | 
                88% | 
                True | 
                False | 
                875,802 | 
                 
                
                | 10 | 
                112.83 | 
                109.70 | 
                3.13 | 
                2.8% | 
                0.79 | 
                0.7% | 
                90% | 
                True | 
                False | 
                879,888 | 
                 
                
                | 20 | 
                112.88 | 
                109.70 | 
                3.18 | 
                2.8% | 
                0.79 | 
                0.7% | 
                89% | 
                False | 
                False | 
                896,845 | 
                 
                
                | 40 | 
                113.29 | 
                109.65 | 
                3.64 | 
                3.2% | 
                0.80 | 
                0.7% | 
                79% | 
                False | 
                False | 
                939,372 | 
                 
                
                | 60 | 
                115.51 | 
                109.65 | 
                5.86 | 
                5.2% | 
                0.73 | 
                0.6% | 
                49% | 
                False | 
                False | 
                686,349 | 
                 
                
                | 80 | 
                116.33 | 
                109.65 | 
                6.68 | 
                5.9% | 
                0.67 | 
                0.6% | 
                43% | 
                False | 
                False | 
                514,956 | 
                 
                
                | 100 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.9% | 
                0.61 | 
                0.5% | 
                33% | 
                False | 
                False | 
                411,999 | 
                 
                
                | 120 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.9% | 
                0.52 | 
                0.5% | 
                33% | 
                False | 
                False | 
                343,387 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            115.13 | 
         
        
            | 
2.618             | 
            114.24 | 
         
        
            | 
1.618             | 
            113.70 | 
         
        
            | 
1.000             | 
            113.37 | 
         
        
            | 
0.618             | 
            113.16 | 
         
        
            | 
HIGH             | 
            112.83 | 
         
        
            | 
0.618             | 
            112.62 | 
         
        
            | 
0.500             | 
            112.56 | 
         
        
            | 
0.382             | 
            112.50 | 
         
        
            | 
LOW             | 
            112.29 | 
         
        
            | 
0.618             | 
            111.96 | 
         
        
            | 
1.000             | 
            111.75 | 
         
        
            | 
1.618             | 
            111.42 | 
         
        
            | 
2.618             | 
            110.88 | 
         
        
            | 
4.250             | 
            110.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Aug-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                112.56 | 
                                112.42 | 
                             
                            
                                | PP | 
                                112.55 | 
                                112.30 | 
                             
                            
                                | S1 | 
                                112.54 | 
                                112.19 | 
                             
             
         |