Euro Bund Future September 2008

Trading Metrics calculated at close of trading on 02-Sep-2008

Day Change Summary
	Previous	Current
	01-Sep-2008	02-Sep-2008	Change	Change %	Previous Week
Open	114.17	114.54	0.37	0.3%	114.10
High	114.64	114.57	-0.07	-0.1%	114.96
Low	114.11	113.56	-0.55	-0.5%	113.50
Close	114.52	114.21	-0.31	-0.3%	114.16
Range	0.53	1.01	0.48	90.6%	1.46
ATR	0.72	0.74	0.02	2.9%	0.00
Volume	420,340	1,378,439	958,099	227.9%	3,399,233

Daily Pivots for day following 02-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	117.14	116.69	114.77
R3	116.13	115.68	114.49
R2	115.12	115.12	114.40
R1	114.67	114.67	114.30	114.39
PP	114.11	114.11	114.11	113.98
S1	113.66	113.66	114.12	113.38
S2	113.10	113.10	114.02
S3	112.09	112.65	113.93
S4	111.08	111.64	113.65

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118.59	117.83	114.96
R3	117.13	116.37	114.56
R2	115.67	115.67	114.43
R1	114.91	114.91	114.29	115.29
PP	114.21	114.21	114.21	114.40
S1	113.45	113.45	114.03	113.83
S2	112.75	112.75	113.89
S3	111.29	111.99	113.76
S4	109.83	110.53	113.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114.87	113.56	1.31	1.1%	0.78	0.7%	50%	False	True	890,679
10	114.96	113.50	1.46	1.3%	0.77	0.7%	49%	False	False	755,864
20	114.96	112.55	2.41	2.1%	0.66	0.6%	69%	False	False	703,469
40	114.96	109.70	5.26	4.6%	0.71	0.6%	86%	False	False	787,763
60	114.96	109.65	5.31	4.6%	0.72	0.6%	86%	False	False	836,261
80	115.43	109.65	5.78	5.1%	0.71	0.6%	79%	False	False	706,519
100	116.33	109.65	6.68	5.8%	0.67	0.6%	68%	False	False	565,407
120	118.50	109.65	8.85	7.7%	0.62	0.5%	52%	False	False	471,200

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	118.86
2.618	117.21
1.618	116.20
1.000	115.58
0.618	115.19
HIGH	114.57
0.618	114.18
0.500	114.07
0.382	113.95
LOW	113.56
0.618	112.94
1.000	112.55
1.618	111.93
2.618	110.92
4.250	109.27

Fisher Pivots for day following 02-Sep-2008
Pivot	1 day	3 day
R1	114.16	114.17
PP	114.11	114.14
S1	114.07	114.10

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

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