Euro Bund Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Aug-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Aug-2008 | 
                    06-Aug-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        112.70 | 
                        112.94 | 
                        0.24 | 
                        0.2% | 
                        110.54 | 
                     
                    
                        | High | 
                        113.02 | 
                        113.29 | 
                        0.27 | 
                        0.2% | 
                        112.83 | 
                     
                    
                        | Low | 
                        112.57 | 
                        112.55 | 
                        -0.02 | 
                        0.0% | 
                        110.41 | 
                     
                    
                        | Close | 
                        112.90 | 
                        112.85 | 
                        -0.05 | 
                        0.0% | 
                        112.53 | 
                     
                    
                        | Range | 
                        0.45 | 
                        0.74 | 
                        0.29 | 
                        64.4% | 
                        2.42 | 
                     
                    
                        | ATR | 
                        0.77 | 
                        0.76 | 
                        0.00 | 
                        -0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        605,784 | 
                        839,637 | 
                        233,853 | 
                        38.6% | 
                        4,379,011 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Aug-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                115.12 | 
                114.72 | 
                113.26 | 
                 | 
             
            
                | R3 | 
                114.38 | 
                113.98 | 
                113.05 | 
                 | 
             
            
                | R2 | 
                113.64 | 
                113.64 | 
                112.99 | 
                 | 
             
            
                | R1 | 
                113.24 | 
                113.24 | 
                112.92 | 
                113.07 | 
             
            
                | PP | 
                112.90 | 
                112.90 | 
                112.90 | 
                112.81 | 
             
            
                | S1 | 
                112.50 | 
                112.50 | 
                112.78 | 
                112.33 | 
             
            
                | S2 | 
                112.16 | 
                112.16 | 
                112.71 | 
                 | 
             
            
                | S3 | 
                111.42 | 
                111.76 | 
                112.65 | 
                 | 
             
            
                | S4 | 
                110.68 | 
                111.02 | 
                112.44 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                113.29 | 
                111.77 | 
                1.52 | 
                1.3% | 
                0.62 | 
                0.5% | 
                71% | 
                True | 
                False | 
                804,273 | 
                 
                
                | 10 | 
                113.29 | 
                110.10 | 
                3.19 | 
                2.8% | 
                0.77 | 
                0.7% | 
                86% | 
                True | 
                False | 
                842,070 | 
                 
                
                | 20 | 
                113.29 | 
                109.70 | 
                3.59 | 
                3.2% | 
                0.76 | 
                0.7% | 
                88% | 
                True | 
                False | 
                870,469 | 
                 
                
                | 40 | 
                113.29 | 
                109.65 | 
                3.64 | 
                3.2% | 
                0.75 | 
                0.7% | 
                88% | 
                True | 
                False | 
                897,686 | 
                 
                
                | 60 | 
                114.29 | 
                109.65 | 
                4.64 | 
                4.1% | 
                0.73 | 
                0.6% | 
                69% | 
                False | 
                False | 
                721,478 | 
                 
                
                | 80 | 
                116.28 | 
                109.65 | 
                6.63 | 
                5.9% | 
                0.68 | 
                0.6% | 
                48% | 
                False | 
                False | 
                541,385 | 
                 
                
                | 100 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.8% | 
                0.62 | 
                0.5% | 
                36% | 
                False | 
                False | 
                433,142 | 
                 
                
                | 120 | 
                118.50 | 
                109.65 | 
                8.85 | 
                7.8% | 
                0.53 | 
                0.5% | 
                36% | 
                False | 
                False | 
                361,001 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            116.44 | 
         
        
            | 
2.618             | 
            115.23 | 
         
        
            | 
1.618             | 
            114.49 | 
         
        
            | 
1.000             | 
            114.03 | 
         
        
            | 
0.618             | 
            113.75 | 
         
        
            | 
HIGH             | 
            113.29 | 
         
        
            | 
0.618             | 
            113.01 | 
         
        
            | 
0.500             | 
            112.92 | 
         
        
            | 
0.382             | 
            112.83 | 
         
        
            | 
LOW             | 
            112.55 | 
         
        
            | 
0.618             | 
            112.09 | 
         
        
            | 
1.000             | 
            111.81 | 
         
        
            | 
1.618             | 
            111.35 | 
         
        
            | 
2.618             | 
            110.61 | 
         
        
            | 
4.250             | 
            109.41 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Aug-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                112.92 | 
                                112.89 | 
                             
                            
                                | PP | 
                                112.90 | 
                                112.87 | 
                             
                            
                                | S1 | 
                                112.87 | 
                                112.86 | 
                             
             
         |