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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |