Euro Bund Future September 2008

Trading Metrics calculated at close of trading on 05-Aug-2008

Day Change Summary
	Previous	Current
	04-Aug-2008	05-Aug-2008	Change	Change %	Previous Week
Open	112.61	112.70	0.09	0.1%	110.54
High	112.95	113.02	0.07	0.1%	112.83
Low	112.48	112.57	0.09	0.1%	110.41
Close	112.80	112.90	0.10	0.1%	112.53
Range	0.47	0.45	-0.02	-4.3%	2.42
ATR	0.79	0.77	-0.02	-3.1%	0.00
Volume	669,274	605,784	-63,490	-9.5%	4,379,011

Daily Pivots for day following 05-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	114.18	113.99	113.15
R3	113.73	113.54	113.02
R2	113.28	113.28	112.98
R1	113.09	113.09	112.94	113.19
PP	112.83	112.83	112.83	112.88
S1	112.64	112.64	112.86	112.74
S2	112.38	112.38	112.82
S3	111.93	112.19	112.78
S4	111.48	111.74	112.65

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	113.02	111.54	1.48	1.3%	0.64	0.6%	92%	True	False	816,429
10	113.02	109.70	3.32	2.9%	0.75	0.7%	96%	True	False	854,802
20	113.02	109.70	3.32	2.9%	0.76	0.7%	96%	True	False	872,056
40	113.02	109.65	3.37	3.0%	0.75	0.7%	96%	True	False	902,657
60	115.43	109.65	5.78	5.1%	0.73	0.6%	56%	False	False	707,536
80	116.33	109.65	6.68	5.9%	0.67	0.6%	49%	False	False	530,891
100	118.50	109.65	8.85	7.8%	0.61	0.5%	37%	False	False	424,746
120	118.50	109.65	8.85	7.8%	0.53	0.5%	37%	False	False	354,010

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	114.93
2.618	114.20
1.618	113.75
1.000	113.47
0.618	113.30
HIGH	113.02
0.618	112.85
0.500	112.80
0.382	112.74
LOW	112.57
0.618	112.29
1.000	112.12
1.618	111.84
2.618	111.39
4.250	110.66

Fisher Pivots for day following 05-Aug-2008
Pivot	1 day	3 day
R1	112.87	112.82
PP	112.83	112.74
S1	112.80	112.66

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

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