Euro Bund Future September 2008

Trading Metrics calculated at close of trading on 14-Aug-2008

Day Change Summary
	Previous	Current
	13-Aug-2008	14-Aug-2008	Change	Change %	Previous Week
Open	113.80	113.89	0.09	0.1%	112.61
High	114.17	114.08	-0.09	-0.1%	113.80
Low	113.63	113.65	0.02	0.0%	112.48
Close	114.03	113.95	-0.08	-0.1%	113.58
Range	0.54	0.43	-0.11	-20.4%	1.32
ATR	0.69	0.67	-0.02	-2.7%	0.00
Volume	792,198	635,649	-156,549	-19.8%	3,720,731

Daily Pivots for day following 14-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	115.18	115.00	114.19
R3	114.75	114.57	114.07
R2	114.32	114.32	114.03
R1	114.14	114.14	113.99	114.23
PP	113.89	113.89	113.89	113.94
S1	113.71	113.71	113.91	113.80
S2	113.46	113.46	113.87
S3	113.03	113.28	113.83
S4	112.60	112.85	113.71

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	117.25	116.73	114.31
R3	115.93	115.41	113.94
R2	114.61	114.61	113.82
R1	114.09	114.09	113.70	114.35
PP	113.29	113.29	113.29	113.42
S1	112.77	112.77	113.46	113.03
S2	111.97	111.97	113.34
S3	110.65	111.45	113.22
S4	109.33	110.13	112.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114.17	113.32	0.85	0.7%	0.44	0.4%	74%	False	False	635,986
10	114.17	112.29	1.88	1.6%	0.52	0.5%	88%	False	False	701,719
20	114.17	109.70	4.47	3.9%	0.70	0.6%	95%	False	False	801,145
40	114.17	109.65	4.52	4.0%	0.74	0.6%	95%	False	False	860,539
60	114.17	109.65	4.52	4.0%	0.72	0.6%	95%	False	False	788,222
80	115.51	109.65	5.86	5.1%	0.68	0.6%	73%	False	False	591,720
100	116.65	109.65	7.00	6.1%	0.62	0.5%	61%	False	False	473,431
120	118.50	109.65	8.85	7.8%	0.56	0.5%	49%	False	False	394,562

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115.91
2.618	115.21
1.618	114.78
1.000	114.51
0.618	114.35
HIGH	114.08
0.618	113.92
0.500	113.87
0.382	113.81
LOW	113.65
0.618	113.38
1.000	113.22
1.618	112.95
2.618	112.52
4.250	111.82

Fisher Pivots for day following 14-Aug-2008
Pivot	1 day	3 day
R1	113.92	113.92
PP	113.89	113.88
S1	113.87	113.85

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

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