Euro Bund Future September 2008

Trading Metrics calculated at close of trading on 03-Sep-2008

Day Change Summary
	Previous	Current
	02-Sep-2008	03-Sep-2008	Change	Change %	Previous Week
Open	114.54	114.52	-0.02	0.0%	114.10
High	114.57	114.82	0.25	0.2%	114.96
Low	113.56	114.17	0.61	0.5%	113.50
Close	114.21	114.41	0.20	0.2%	114.16
Range	1.01	0.65	-0.36	-35.6%	1.46
ATR	0.74	0.73	-0.01	-0.9%	0.00
Volume	1,378,439	1,467,318	88,879	6.4%	3,399,233

Daily Pivots for day following 03-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	116.42	116.06	114.77
R3	115.77	115.41	114.59
R2	115.12	115.12	114.53
R1	114.76	114.76	114.47	114.62
PP	114.47	114.47	114.47	114.39
S1	114.11	114.11	114.35	113.97
S2	113.82	113.82	114.29
S3	113.17	113.46	114.23
S4	112.52	112.81	114.05

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	114.82	113.56	1.26	1.1%	0.72	0.6%	67%	True	False	1,000,617
10	114.96	113.50	1.46	1.3%	0.74	0.6%	62%	False	False	822,890
20	114.96	112.77	2.19	1.9%	0.65	0.6%	75%	False	False	734,853
40	114.96	109.70	5.26	4.6%	0.70	0.6%	90%	False	False	802,661
60	114.96	109.65	5.31	4.6%	0.72	0.6%	90%	False	False	843,409
80	114.96	109.65	5.31	4.6%	0.71	0.6%	90%	False	False	724,822
100	116.28	109.65	6.63	5.8%	0.67	0.6%	72%	False	False	580,079
120	118.50	109.65	8.85	7.7%	0.62	0.5%	54%	False	False	483,427

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

Fibonacci Retracements and Extensions
4.250	117.58
2.618	116.52
1.618	115.87
1.000	115.47
0.618	115.22
HIGH	114.82
0.618	114.57
0.500	114.50
0.382	114.42
LOW	114.17
0.618	113.77
1.000	113.52
1.618	113.12
2.618	112.47
4.250	111.41

Fisher Pivots for day following 03-Sep-2008
Pivot	1 day	3 day
R1	114.50	114.34
PP	114.47	114.26
S1	114.44	114.19

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

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